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Trade: WAVES/USDT/60/KCL/WMA/3544

Strategy
WAVES/USDT/60/KCL/WMA/3544
Pair
WAVES_USDT
Interval
1h
Score
422882
Daily Profit
0.226507
Profit Factor
1.909586
Profitability
63.414634
Streak
0.000000
Best Strategy
Training Data Length
577.080000
Evaluation Time
2025-10-07 07:21
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 151428.641 130712.9007 20715.7403 160824.6199 107181.0392 53643.5807
Total P&L (%) 151.4286 130.7129 20.7157 160.8246 107.181 53.6436
Avg Daily Profit (%) 0.2624 0.2265 0.0359 0.1663 0.1263 0.0744
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -40450 -45190 -35163 -166586 -181761 -42432
Profit Factor 1.7252 1.9096 1.3182 1.3767 1.3192 1.5884
Total Trades 83 41 42 83 41 42
Winning Trades 53 26 27 53 26 27
Losing Trades 30 15 15 30 15 15
Profitability (%) 63.8554 63.4146 64.2857 63.8554 63.4146 64.2857
Ratio Avg Win / Avg Loss 0.9765 1.1017 0.7323 0.7793 0.7611 0.8824
Largest Winning Trade 41969 41969 11970 118562 118562 24468
Largest Losing Trade -35721 -35721 -18601 -145238 -145238 -24653
Avg Bars in Trades 144 278 13 144 278 13
Avg Bars in Winners 66 119 15 66 119 15
Avg Bars in Losers 282 554 10 282 554 10
Bars Traded 12006 11421 585 12006 11421 585
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 325896 422882 -151042 238489 -24480 -92670
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": 1669388400000,
    "last_datapoint_time": 1718589600000,
    "evaluation_time": 1759810917790,
    "expiration_time": 1722179520000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "kcl",
        "factors": {
            "length": 37,
            "offset": 0,
            "scalar": 3
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 184,
            "offset": 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": [
        [
            151428.6410020807,
            130712.9007351703,
            20715.7402669103,
            160824.6198896707,
            107181.0392088426,
            53643.5806808281
        ],
        [
            151.428641,
            130.712901,
            20.71574,
            160.82462,
            107.181039,
            53.643581
        ],
        [
            0.262405,
            0.226507,
            0.035898,
            0.166264,
            0.126305,
            0.074448
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -40450,
            -45190,
            -35163,
            -166586,
            -181761,
            -42432
        ],
        [
            1.725217,
            1.909586,
            1.318221,
            1.376699,
            1.319216,
            1.588407
        ],
        [
            83,
            41,
            42,
            83,
            41,
            42
        ],
        [
            53,
            26,
            27,
            53,
            26,
            27
        ],
        [
            30,
            15,
            15,
            30,
            15,
            15
        ],
        [
            63.855422,
            63.414634,
            64.285714,
            63.855422,
            63.414634,
            64.285714
        ],
        [
            0.976538,
            1.101684,
            0.732345,
            0.779264,
            0.761086,
            0.882448
        ],
        [
            41969,
            41969,
            11970,
            118562,
            118562,
            24468
        ],
        [
            -35721,
            -35721,
            -18601,
            -145238,
            -145238,
            -24653
        ],
        [
            144,
            278,
            13,
            144,
            278,
            13
        ],
        [
            66,
            119,
            15,
            66,
            119,
            15
        ],
        [
            282,
            554,
            10,
            282,
            554,
            10
        ],
        [
            12006,
            11421,
            585,
            12006,
            11421,
            585
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            325896,
            422882,
            -151042,
            238489,
            -24480,
            -92670
        ]
    ]
}
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": 1669388400000,
    "last_datapoint_time": 1718589600000,
    "evaluation_time": 1759810917790,
    "expiration_time": 1722179520000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "kcl",
        "factors": {
            "length": 37,
            "offset": 0,
            "scalar": 3
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 184,
            "offset": 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)