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Trade: WAVES/USDT/240/KCL/SINWMA/8258

Strategy
WAVES/USDT/240/KCL/SINWMA/8258
Pair
WAVES_USDT
Interval
4h
Score
325380
Daily Profit
0.189559
Profit Factor
1.388112
Profitability
59.310345
Streak
497.398401
Best Strategy
Training Data Length
1976.000000
Evaluation Time
2025-09-25 12:33
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 374568.23 423290.9926 -48722.7626 -71246.8946 350531.0514 -421777.9459
Total P&L (%) 374.5682 423.291 -48.7228 -71.2469 350.5311 -421.7779
Avg Daily Profit (%) 0.1896 0.2142 -0.0247 -0.0631 0.0762 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -313965 -259807 -77295 -2221503 -1517701 -713425
Profit Factor 1.3881 1.5429 0.7373 0.9827 1.1147 0.6008
Total Trades 145 72 73 145 72 73
Winning Trades 86 40 46 86 40 46
Losing Trades 59 32 27 59 32 27
Profitability (%) 59.3103 55.5556 63.0137 59.3103 55.5556 63.0137
Ratio Avg Win / Avg Loss 0.9523 1.2344 0.4328 0.6742 0.8918 0.3527
Largest Winning Trade 166959 166959 12449 409414 409414 81207
Largest Losing Trade -69397 -69397 -47171 -1099675 -1099675 -660596
Avg Bars in Trades 80 159 2 80 159 2
Avg Bars in Winners 49 105 1 49 105 1
Avg Bars in Losers 125 228 2 125 228 2
Bars Traded 11667 11502 166 11667 11502 166
Profit Streak 497.3984 497.5651 497.3984 497.3984 497.5651 497.3984
Trades During Streak 2 1 1 2 1 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 325380 -68564 -649909 -578227 -265084 -649909

Evaluation Data

{
    "trading_pair": "WAVES_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11856,
    "evaluation_days": 1976,
    "actual_first_datapoint_time": 1547798400000,
    "first_datapoint_time": 1547942400000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1758792821856,
    "expiration_time": 1723704192000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "kcl",
        "factors": {
            "length": 6,
            "offset": 0,
            "scalar": 1
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 11,
            "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": [
        [
            374568.230012673,
            423290.9926091724,
            -48722.7625964997,
            -71246.8945706057,
            350531.0513752155,
            -421777.9459458211
        ],
        [
            374.56823,
            423.290993,
            -48.722763,
            -71.246895,
            350.531051,
            -421.777946
        ],
        [
            0.189559,
            0.214216,
            -0.024657,
            -0.063058,
            0.076206,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -313965,
            -259807,
            -77295,
            -2221503,
            -1517701,
            -713425
        ],
        [
            1.388112,
            1.542944,
            0.737318,
            0.982675,
            1.114712,
            0.600846
        ],
        [
            145,
            72,
            73,
            145,
            72,
            73
        ],
        [
            86,
            40,
            46,
            86,
            40,
            46
        ],
        [
            59,
            32,
            27,
            59,
            32,
            27
        ],
        [
            59.310345,
            55.555556,
            63.013699,
            59.310345,
            55.555556,
            63.013699
        ],
        [
            0.952309,
            1.234355,
            0.432774,
            0.674161,
            0.89177,
            0.35267
        ],
        [
            166959,
            166959,
            12449,
            409414,
            409414,
            81207
        ],
        [
            -69397,
            -69397,
            -47171,
            -1099675,
            -1099675,
            -660596
        ],
        [
            80,
            159,
            2,
            80,
            159,
            2
        ],
        [
            49,
            105,
            1,
            49,
            105,
            1
        ],
        [
            125,
            228,
            2,
            125,
            228,
            2
        ],
        [
            11667,
            11502,
            166,
            11667,
            11502,
            166
        ],
        [
            497.398401,
            497.565068,
            497.398401,
            497.398401,
            497.565068,
            497.398401
        ],
        [
            2,
            1,
            1,
            2,
            1,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            325380,
            -68564,
            -649909,
            -578227,
            -265084,
            -649909
        ]
    ]
}
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": 1547942400000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1758792821856,
    "expiration_time": 1723704192000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "kcl",
        "factors": {
            "length": 6,
            "offset": 0,
            "scalar": 1
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 11,
            "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)