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Trade: WAVES/USDT/240/KCL/MIDPOINT/9161

Strategy
WAVES/USDT/240/KCL/MIDPOINT/9161
Pair
WAVES_USDT
Interval
4h
Score
475818
Daily Profit
0.274741
Profit Factor
2.400436
Profitability
50.000000
Streak
0.000000
Best Strategy
Training Data Length
1976.000000
Evaluation Time
2025-10-02 06:14
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 529260.886 542888.0878 -13627.2018 -21012.8585 854221.6185 -875234.4771
Total P&L (%) 529.2609 542.8881 -13.6272 -21.0129 854.2216 -875.2345
Avg Daily Profit (%) 0.2678 0.2747 -0.0069 -0.0119 0.1142 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -243986 -196787 -74748 -2425628 -1611320 -920611
Profit Factor 1.9135 2.4004 0.9289 0.9951 1.3211 0.459
Total Trades 65 32 33 65 32 33
Winning Trades 31 16 15 31 16 15
Losing Trades 34 16 18 34 16 18
Profitability (%) 47.6923 50 45.4545 47.6923 50 45.4545
Ratio Avg Win / Avg Loss 2.0986 2.4004 1.1147 1.0914 1.3211 0.5508
Largest Winning Trade 253097 253097 35000 1766146 1766146 313992
Largest Losing Trade -85679 -85679 -37040 -1410914 -1410914 -817218
Avg Bars in Trades 161 292 34 161 292 34
Avg Bars in Winners 214 374 43 214 374 43
Avg Bars in Losers 113 211 26 113 211 26
Bars Traded 10502 9364 1138 10502 9364 1138
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 -124646 475818 -580903 -716008 -39914 -582570
Evaluation Data
{
    "trading_pair": "WAVES_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11856,
    "evaluation_days": 1976,
    "actual_first_datapoint_time": 1547798400000,
    "first_datapoint_time": 1551196800000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1759374895799,
    "expiration_time": 1723704192000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "kcl",
        "factors": {
            "length": 212,
            "offset": 0,
            "scalar": 1
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 237,
            "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": [
        [
            529260.8860096274,
            542888.0877631591,
            -13627.2017535315,
            -21012.8585254236,
            854221.6185366921,
            -875234.4770621159
        ],
        [
            529.260886,
            542.888088,
            -13.627202,
            -21.012859,
            854.221619,
            -875.234477
        ],
        [
            0.267845,
            0.274741,
            -0.006896,
            -0.011937,
            0.114221,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -243986,
            -196787,
            -74748,
            -2425628,
            -1611320,
            -920611
        ],
        [
            1.913474,
            2.400436,
            0.928928,
            0.995088,
            1.321079,
            0.458989
        ],
        [
            65,
            32,
            33,
            65,
            32,
            33
        ],
        [
            31,
            16,
            15,
            31,
            16,
            15
        ],
        [
            34,
            16,
            18,
            34,
            16,
            18
        ],
        [
            47.692308,
            50,
            45.454545,
            47.692308,
            50,
            45.454545
        ],
        [
            2.098649,
            2.400436,
            1.114713,
            1.091387,
            1.321079,
            0.550787
        ],
        [
            253097,
            253097,
            35000,
            1766146,
            1766146,
            313992
        ],
        [
            -85679,
            -85679,
            -37040,
            -1410914,
            -1410914,
            -817218
        ],
        [
            161,
            292,
            34,
            161,
            292,
            34
        ],
        [
            214,
            374,
            43,
            214,
            374,
            43
        ],
        [
            113,
            211,
            26,
            113,
            211,
            26
        ],
        [
            10502,
            9364,
            1138,
            10502,
            9364,
            1138
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -124646,
            475818,
            -580903,
            -716008,
            -39914,
            -582570
        ]
    ]
}
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": 1551196800000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1759374895799,
    "expiration_time": 1723704192000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "kcl",
        "factors": {
            "length": 212,
            "offset": 0,
            "scalar": 1
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 237,
            "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)