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Trade: WAVES/USDT/60/KCL/SSF/3206

Strategy
WAVES/USDT/60/KCL/SSF/3206
Pair
WAVES_USDT
Interval
1h
Score
419872
Daily Profit
0.261601
Profit Factor
1.349429
Profitability
71.502591
Streak
498.476388
Best Strategy
Training Data Length
577.080000
Evaluation Time
2025-09-30 01:26
Expiration Time
2024-07-28 18:12

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 150964.68 115304.4463 35660.2337 93233.6502 53384.1883 39849.4619
Total P&L (%) 150.9647 115.3044 35.6602 93.2337 53.3842 39.8495
Avg Daily Profit (%) 0.2616 0.1998 0.0618 0.1142 0.0742 0.0581
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -94520 -46968 -65811 -92001 -76546 -48125
Profit Factor 1.3494 1.4595 1.1969 1.2664 1.2487 1.2945
Total Trades 193 96 97 193 96 97
Winning Trades 138 66 72 138 66 72
Losing Trades 55 30 25 55 30 25
Profitability (%) 71.5026 68.75 74.2268 71.5026 68.75 74.2268
Ratio Avg Win / Avg Loss 0.5378 0.6634 0.4156 0.5047 0.5676 0.4495
Largest Winning Trade 24589 24589 16165 36470 36470 22390
Largest Losing Trade -50809 -32319 -50809 -39183 -37690 -39183
Avg Bars in Trades 68 87 50 68 87 50
Avg Bars in Winners 39 43 34 39 43 34
Avg Bars in Losers 142 182 94 142 182 94
Bars Traded 13247 8362 4885 13247 8362 4885
Profit Streak 498.4764 519.1431 498.4764 498.4764 519.1431 498.4764
Trades During Streak 6 7 3 6 7 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 419872 375691 -114539 -37512 -93512 -115074
Evaluation Data
{
    "trading_pair": "WAVES_USDT",
    "interval": "1h",
    "packets": 25000,
    "actual_packets": 13850,
    "evaluation_days": 577.08,
    "actual_first_datapoint_time": 1668729600000,
    "first_datapoint_time": 1668826800000,
    "last_datapoint_time": 1718589600000,
    "evaluation_time": 1759184759972,
    "expiration_time": 1722179520000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "kcl",
        "factors": {
            "length": 28,
            "offset": 0,
            "scalar": 1
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 156,
            "offset": 0,
            "poles": 3
        }
    }
}
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": [
        [
            150964.6799829784,
            115304.4462876813,
            35660.2336952971,
            93233.6501803627,
            53384.1882582985,
            39849.4619220642
        ],
        [
            150.96468,
            115.304446,
            35.660234,
            93.23365,
            53.384188,
            39.849462
        ],
        [
            0.261601,
            0.199807,
            0.061794,
            0.114214,
            0.074155,
            0.058136
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -94520,
            -46968,
            -65811,
            -92001,
            -76546,
            -48125
        ],
        [
            1.349429,
            1.459492,
            1.196916,
            1.2664,
            1.248664,
            1.294544
        ],
        [
            193,
            96,
            97,
            193,
            96,
            97
        ],
        [
            138,
            66,
            72,
            138,
            66,
            72
        ],
        [
            55,
            30,
            25,
            55,
            30,
            25
        ],
        [
            71.502591,
            68.75,
            74.226804,
            71.502591,
            68.75,
            74.226804
        ],
        [
            0.537816,
            0.663406,
            0.415596,
            0.504725,
            0.567575,
            0.449495
        ],
        [
            24589,
            24589,
            16165,
            36470,
            36470,
            22390
        ],
        [
            -50809,
            -32319,
            -50809,
            -39183,
            -37690,
            -39183
        ],
        [
            68,
            87,
            50,
            68,
            87,
            50
        ],
        [
            39,
            43,
            34,
            39,
            43,
            34
        ],
        [
            142,
            182,
            94,
            142,
            182,
            94
        ],
        [
            13247,
            8362,
            4885,
            13247,
            8362,
            4885
        ],
        [
            498.476388,
            519.143055,
            498.476388,
            498.476389,
            519.143055,
            498.476389
        ],
        [
            6,
            7,
            3,
            6,
            7,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            419872,
            375691,
            -114539,
            -37512,
            -93512,
            -115074
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "WAVES_USDT",
    "interval": "1h",
    "packets": 25000,
    "actual_packets": 13850,
    "evaluation_days": 577.08,
    "actual_first_datapoint_time": 1668729600000,
    "first_datapoint_time": 1668826800000,
    "last_datapoint_time": 1718589600000,
    "evaluation_time": 1759184759972,
    "expiration_time": 1722179520000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "kcl",
        "factors": {
            "length": 28,
            "offset": 0,
            "scalar": 1
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 156,
            "offset": 0,
            "poles": 3
        }
    }
}

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)