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Trade: WAVES/USDT/480/SINWMA/KCL/6570

Strategy
WAVES/USDT/480/SINWMA/KCL/6570
Pair
WAVES_USDT
Interval
8h
Score
417911
Daily Profit
0.159507
Profit Factor
3.815629
Profitability
41.935484
Streak
592.153385
Best Strategy
Training Data Length
1977.000000
Evaluation Time
2025-10-04 22:40
Expiration Time
2024-08-15 10:26

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 336864.0759 315344.4203 21519.6556 146667.7185 290298.049 -143630.3306
Total P&L (%) 336.8641 315.3444 21.5197 146.6677 290.298 -143.6303
Avg Daily Profit (%) 0.1704 0.1595 0.0109 0.0457 0.0689 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -111322 -24222 -211832 -228623 -49194 -329585
Profit Factor 1.8448 3.8156 1.075 1.2685 3.1882 0.6528
Total Trades 61 31 30 61 31 30
Winning Trades 23 13 10 23 13 10
Losing Trades 38 18 20 38 18 20
Profitability (%) 37.7049 41.9355 33.3333 37.7049 41.9355 33.3333
Ratio Avg Win / Avg Loss 3.0479 5.2832 2.1501 2.0957 4.4144 1.3055
Largest Winning Trade 122482 122482 76427 113299 113299 69092
Largest Losing Trade -74034 -20683 -74034 -131282 -18038 -131282
Avg Bars in Trades 90 63 118 90 63 118
Avg Bars in Winners 174 117 249 174 117 249
Avg Bars in Losers 39 24 52 39 24 52
Bars Traded 5523 1974 3549 5523 1974 3549
Profit Streak 589.1534 592.1534 0 589.1534 592.1534 0
Trades During Streak 1 1 0 1 1 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -159606 417911 -327562 -301374 -97435 -585640
Evaluation Data
{
    "trading_pair": "WAVES_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5931,
    "evaluation_days": 1977,
    "actual_first_datapoint_time": 1547798400000,
    "first_datapoint_time": 1551916800000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1759606852482,
    "expiration_time": 1723706784000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 144,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcl",
        "factors": {
            "length": 15,
            "offset": 0,
            "scalar": 1
        }
    }
}
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": [
        [
            336864.0759242011,
            315344.4203429214,
            21519.6555812795,
            146667.7184606992,
            290298.0490310511,
            -143630.3305703519
        ],
        [
            336.864076,
            315.34442,
            21.519656,
            146.667718,
            290.298049,
            -143.630331
        ],
        [
            0.170392,
            0.159507,
            0.010885,
            0.045679,
            0.068903,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -111322,
            -24222,
            -211832,
            -228623,
            -49194,
            -329585
        ],
        [
            1.844805,
            3.815629,
            1.075047,
            1.268468,
            3.188175,
            0.652771
        ],
        [
            61,
            31,
            30,
            61,
            31,
            30
        ],
        [
            23,
            13,
            10,
            23,
            13,
            10
        ],
        [
            38,
            18,
            20,
            38,
            18,
            20
        ],
        [
            37.704918,
            41.935484,
            33.333333,
            37.704918,
            41.935484,
            33.333333
        ],
        [
            3.047939,
            5.283179,
            2.150094,
            2.09573,
            4.414396,
            1.305541
        ],
        [
            122482,
            122482,
            76427,
            113299,
            113299,
            69092
        ],
        [
            -74034,
            -20683,
            -74034,
            -131282,
            -18038,
            -131282
        ],
        [
            90,
            63,
            118,
            90,
            63,
            118
        ],
        [
            174,
            117,
            249,
            174,
            117,
            249
        ],
        [
            39,
            24,
            52,
            39,
            24,
            52
        ],
        [
            5523,
            1974,
            3549,
            5523,
            1974,
            3549
        ],
        [
            589.153385,
            592.153385,
            0,
            589.153385,
            592.153385,
            0
        ],
        [
            1,
            1,
            0,
            1,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -159606,
            417911,
            -327562,
            -301374,
            -97435,
            -585640
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "WAVES_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5931,
    "evaluation_days": 1977,
    "actual_first_datapoint_time": 1547798400000,
    "first_datapoint_time": 1551916800000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1759606852482,
    "expiration_time": 1723706784000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 144,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcl",
        "factors": {
            "length": 15,
            "offset": 0,
            "scalar": 1
        }
    }
}

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)