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Trade: WAVES/USDT/240/KCB/SSF/4651

Strategy
WAVES/USDT/240/KCB/SSF/4651
Pair
WAVES_USDT
Interval
4h
Score
486974
Daily Profit
0.338269
Profit Factor
2.092441
Profitability
50.000000
Streak
0.000000
Best Strategy
Training Data Length
1976.000000
Evaluation Time
2025-10-05 09:32
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 668420.4654 516958.0511 151462.4143 2948258.164 661399.5192 2286858.6448
Total P&L (%) 668.4205 516.9581 151.4624 2948.2582 661.3995 2286.8586
Avg Daily Profit (%) 0.3383 0.2616 0.0767 0.1731 0.1028 0.1607
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -141027 -135979 -92103 -6623171 -6090782 -1619798
Profit Factor 2.0924 2.5945 1.5266 1.1777 1.0641 1.3649
Total Trades 124 62 62 124 62 62
Winning Trades 62 30 32 62 30 32
Losing Trades 62 32 30 62 32 30
Profitability (%) 50 48.3871 51.6129 50 48.3871 51.6129
Ratio Avg Win / Avg Loss 2.0924 2.7675 1.4311 1.1777 1.135 1.2796
Largest Winning Trade 167496 167496 67536 3266111 2816489 3266111
Largest Losing Trade -34041 -34041 -25548 -2411434 -2411434 -793935
Avg Bars in Trades 93 83 103 93 83 103
Avg Bars in Winners 138 126 150 138 126 150
Avg Bars in Losers 48 44 53 48 44 53
Bars Traded 11612 5206 6406 11612 5206 6406
Profit Streak 0 0 558.4395 0 0 558.4395
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 486974 -141295 -242524 -16915 -360207 -145205
Evaluation Data
{
    "trading_pair": "WAVES_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11856,
    "evaluation_days": 1976,
    "actual_first_datapoint_time": 1547798400000,
    "first_datapoint_time": 1549353600000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1759645974798,
    "expiration_time": 1723704192000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "kcb",
        "factors": {
            "length": 109,
            "offset": 0,
            "scalar": 5
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 53,
            "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": [
        [
            668420.465415972,
            516958.0511202591,
            151462.414295713,
            2948258.1639834056,
            661399.5191893226,
            2286858.6447940823
        ],
        [
            668.420465,
            516.958051,
            151.462414,
            2948.258164,
            661.399519,
            2286.858645
        ],
        [
            0.338269,
            0.261618,
            0.076651,
            0.173083,
            0.102785,
            0.160684
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -141027,
            -135979,
            -92103,
            -6623171,
            -6090782,
            -1619798
        ],
        [
            2.092441,
            2.594515,
            1.526553,
            1.177705,
            1.064064,
            1.364919
        ],
        [
            124,
            62,
            62,
            124,
            62,
            62
        ],
        [
            62,
            30,
            32,
            62,
            30,
            32
        ],
        [
            62,
            32,
            30,
            62,
            32,
            30
        ],
        [
            50,
            48.387097,
            51.612903,
            50,
            48.387097,
            51.612903
        ],
        [
            2.092441,
            2.767482,
            1.431143,
            1.177705,
            1.135002,
            1.279611
        ],
        [
            167496,
            167496,
            67536,
            3266111,
            2816489,
            3266111
        ],
        [
            -34041,
            -34041,
            -25548,
            -2411434,
            -2411434,
            -793935
        ],
        [
            93,
            83,
            103,
            93,
            83,
            103
        ],
        [
            138,
            126,
            150,
            138,
            126,
            150
        ],
        [
            48,
            44,
            53,
            48,
            44,
            53
        ],
        [
            11612,
            5206,
            6406,
            11612,
            5206,
            6406
        ],
        [
            0,
            0,
            558.439523,
            0,
            0,
            558.439523
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            486974,
            -141295,
            -242524,
            -16915,
            -360207,
            -145205
        ]
    ]
}
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": 1549353600000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1759645974798,
    "expiration_time": 1723704192000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "kcb",
        "factors": {
            "length": 109,
            "offset": 0,
            "scalar": 5
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 53,
            "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)