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Trade: WAVES/USDT/240/KCU/PSAR/2329

Strategy
WAVES/USDT/240/KCU/PSAR/2329
Pair
WAVES_USDT
Interval
4h
Score
486948
Daily Profit
0.263750
Profit Factor
1.910424
Profitability
54.945055
Streak
0.000000
Best Strategy
Training Data Length
1976.000000
Evaluation Time
2025-10-13 03:44
Expiration Time
2024-08-15 09:43

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 598365.0697 521170.8471 77194.2226 358421.7358 -868567.7352 1226989.4709
Total P&L (%) 598.3651 521.1708 77.1942 358.4217 -868.5677 1226.9895
Avg Daily Profit (%) 0.3028 0.2638 0.0391 0.0771 0 0.1309
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -190349 -100887 -143837 -7777844 -3640656 -6099702
Profit Factor 1.4731 1.9104 1.1115 1.0204 0.8903 1.127
Total Trades 364 182 182 364 182 182
Winning Trades 187 100 87 187 100 87
Losing Trades 177 82 95 177 82 95
Profitability (%) 51.3736 54.9451 47.8022 51.3736 54.9451 47.8022
Ratio Avg Win / Avg Loss 1.3943 1.5665 1.2137 0.9658 0.73 1.2306
Largest Winning Trade 174981 174981 76294 1510677 1058499 1510677
Largest Losing Trade -79557 -35166 -79557 -2429584 -879593 -2429584
Avg Bars in Trades 31 21 41 31 21 41
Avg Bars in Winners 42 28 57 42 28 57
Avg Bars in Losers 20 13 27 20 13 27
Bars Traded 11547 3992 7555 11547 3992 7555
Profit Streak 0 0 0 0 0 0
Trades During Streak 0 0 0 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 437006 486948 -239068 -287711 -579461 -99147
Evaluation Data
{
    "trading_pair": "WAVES_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11856,
    "evaluation_days": 1976,
    "actual_first_datapoint_time": 1547798400000,
    "first_datapoint_time": 1550131200000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1760316277322,
    "expiration_time": 1723704192000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "kcu",
        "factors": {
            "length": 163,
            "offset": 0,
            "scalar": 1
        }
    },
    "second_band": {
        "type": "psar",
        "factors": {
            "length": 0,
            "offset": 0,
            "af": 0,
            "af0": 0,
            "max_af": 0
        }
    }
}
Raw JSON (Stats)
{
    "columns": [
        "SB",
        "SL",
        "SS",
        "CB",
        "CL",
        "CS"
    ],
    "index": [
        "Total P&L",
        "Total P&L (%)",
        "Avg Daily Profit (%)",
        "Buy And Hold Return (%)",
        "Max Trade Drawdown",
        "Profit Factor",
        "Total Trades",
        "Winning Trades",
        "Losing Trades",
        "Profitability (%)",
        "Ratio Avg Win / Avg Loss",
        "Largest Winning Trade",
        "Largest Losing Trade",
        "Avg Bars in Trades",
        "Avg Bars in Winners",
        "Avg Bars in Losers",
        "Bars Traded",
        "Profit Streak",
        "Trades During Streak",
        "Trades Multiplier",
        "score"
    ],
    "data": [
        [
            598365.0696815227,
            521170.8471151763,
            77194.2225663475,
            358421.7357833567,
            -868567.7351664082,
            1226989.470949765
        ],
        [
            598.36507,
            521.170847,
            77.194223,
            358.421736,
            -868.567735,
            1226.989471
        ],
        [
            0.302816,
            0.26375,
            0.039066,
            0.077085,
            0,
            0.130931
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -190349,
            -100887,
            -143837,
            -7777844,
            -3640656,
            -6099702
        ],
        [
            1.473068,
            1.910424,
            1.111486,
            1.020389,
            0.890258,
            1.126956
        ],
        [
            364,
            182,
            182,
            364,
            182,
            182
        ],
        [
            187,
            100,
            87,
            187,
            100,
            87
        ],
        [
            177,
            82,
            95,
            177,
            82,
            95
        ],
        [
            51.373626,
            54.945055,
            47.802198,
            51.373626,
            54.945055,
            47.802198
        ],
        [
            1.394294,
            1.566547,
            1.213692,
            0.965823,
            0.730011,
            1.230584
        ],
        [
            174981,
            174981,
            76294,
            1510677,
            1058499,
            1510677
        ],
        [
            -79557,
            -35166,
            -79557,
            -2429584,
            -879593,
            -2429584
        ],
        [
            31,
            21,
            41,
            31,
            21,
            41
        ],
        [
            42,
            28,
            57,
            42,
            28,
            57
        ],
        [
            20,
            13,
            27,
            20,
            13,
            27
        ],
        [
            11547,
            3992,
            7555,
            11547,
            3992,
            7555
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            437006,
            486948,
            -239068,
            -287711,
            -579461,
            -99147
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "WAVES_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11856,
    "evaluation_days": 1976,
    "actual_first_datapoint_time": 1547798400000,
    "first_datapoint_time": 1550131200000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1760316277322,
    "expiration_time": 1723704192000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "kcu",
        "factors": {
            "length": 163,
            "offset": 0,
            "scalar": 1
        }
    },
    "second_band": {
        "type": "psar",
        "factors": {
            "length": 0,
            "offset": 0,
            "af": 0,
            "af0": 0,
            "max_af": 0
        }
    }
}

Visualization

Default 0.1% (applied once per trade) Default Flip immediately Chart only
# Side Entry time Exit time Entry price Exit price PnL PnL % (gross) PnL % (after margin) Duration Equity (Compounded 1000) Equity (Chart Exit) Δ $ (Chart - Table) Equity (Fixed 1000)