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Trade: WAVES/USDT/240/PWMA/KCB/5589

Strategy
WAVES/USDT/240/PWMA/KCB/5589
Pair
WAVES_USDT
Interval
4h
Score
537854
Daily Profit
0.151699
Profit Factor
2.663873
Profitability
62.222222
Streak
549.882895
Best Strategy
Training Data Length
1976.000000
Evaluation Time
2025-10-03 00:11
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 293290.1781 321167.8627 -27877.6846 -103246.0132 1899153.8626 -2002399.8758
Total P&L (%) 293.2902 321.1679 -27.8777 -103.246 1899.1539 -2002.3999
Avg Daily Profit (%) 0.1484 0.1625 -0.0141 0 0.1517 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -302842 -180569 -146191 -2653166 -605264 -2125805
Profit Factor 1.4036 1.9308 0.927 0.9778 2.6639 0.4298
Total Trades 90 45 45 90 45 45
Winning Trades 38 18 20 51 28 23
Losing Trades 52 27 25 39 17 22
Profitability (%) 42.2222 40 44.4444 56.6667 62.2222 51.1111
Ratio Avg Win / Avg Loss 1.9207 2.8962 1.1587 0.7477 1.6174 0.4111
Largest Winning Trade 140779 140779 58926 954813 954813 952664
Largest Losing Trade -101559 -52942 -101559 -2060948 -557768 -2060948
Avg Bars in Trades 127 120 135 127 120 135
Avg Bars in Winners 206 209 202 132 125 139
Avg Bars in Losers 70 61 81 122 112 130
Bars Traded 11513 5428 6085 11513 5428 6085
Profit Streak 0 0 665.2162 501.8829 549.8829 0
Trades During Streak 0 0 2 1 1 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 148988 257208 -580248 -579089 537854 -580567
Evaluation Data
{
    "trading_pair": "WAVES_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11856,
    "evaluation_days": 1976,
    "actual_first_datapoint_time": 1547798400000,
    "first_datapoint_time": 1551168000000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1759439482113,
    "expiration_time": 1723704192000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 235,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcb",
        "factors": {
            "length": 58,
            "offset": 0,
            "scalar": 2
        }
    }
}
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": [
        [
            293290.1781079556,
            321167.8627004426,
            -27877.6845924867,
            -103246.0131633298,
            1899153.862605293,
            -2002399.8757686235
        ],
        [
            293.290178,
            321.167863,
            -27.877685,
            -103.246013,
            1899.153863,
            -2002.399876
        ],
        [
            0.148426,
            0.162534,
            -0.014108,
            0,
            0.151699,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -302842,
            -180569,
            -146191,
            -2653166,
            -605264,
            -2125805
        ],
        [
            1.40359,
            1.930817,
            0.926958,
            0.977812,
            2.663873,
            0.429812
        ],
        [
            90,
            45,
            45,
            90,
            45,
            45
        ],
        [
            38,
            18,
            20,
            51,
            28,
            23
        ],
        [
            52,
            27,
            25,
            39,
            17,
            22
        ],
        [
            42.222222,
            40,
            44.444444,
            56.666667,
            62.222222,
            51.111111
        ],
        [
            1.920702,
            2.896225,
            1.158697,
            0.747739,
            1.617352,
            0.411124
        ],
        [
            140779,
            140779,
            58926,
            954813,
            954813,
            952664
        ],
        [
            -101559,
            -52942,
            -101559,
            -2060948,
            -557768,
            -2060948
        ],
        [
            127,
            120,
            135,
            127,
            120,
            135
        ],
        [
            206,
            209,
            202,
            132,
            125,
            139
        ],
        [
            70,
            61,
            81,
            122,
            112,
            130
        ],
        [
            11513,
            5428,
            6085,
            11513,
            5428,
            6085
        ],
        [
            0,
            0,
            665.216228,
            501.882895,
            549.882895,
            0
        ],
        [
            0,
            0,
            2,
            1,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            148988,
            257208,
            -580248,
            -579089,
            537854,
            -580567
        ]
    ]
}
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": 1551168000000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1759439482113,
    "expiration_time": 1723704192000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 235,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcb",
        "factors": {
            "length": 58,
            "offset": 0,
            "scalar": 2
        }
    }
}

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)