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Trade: WAVES/USDT/240/SSF/KCU/5121

Strategy
WAVES/USDT/240/SSF/KCU/5121
Pair
WAVES_USDT
Interval
4h
Score
504678
Daily Profit
0.187956
Profit Factor
2.298233
Profitability
64.705882
Streak
712.214664
Best Strategy
Training Data Length
1976.000000
Evaluation Time
2025-10-09 12:09
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 280768.8257 371400.2996 -90631.474 -48237.1152 683500.7254 -731737.8405
Total P&L (%) 280.7688 371.4003 -90.6315 -48.2371 683.5007 -731.7378
Avg Daily Profit (%) 0.1421 0.188 -0.0459 -0.0333 0.1042 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -175717 -163642 -192857 -669891 -277980 -947080
Profit Factor 1.5261 2.2982 0.6339 0.9714 2.0963 0.3108
Total Trades 69 34 35 69 34 35
Winning Trades 42 22 20 42 22 20
Losing Trades 27 12 15 27 12 15
Profitability (%) 60.8696 64.7059 57.1429 60.8696 64.7059 57.1429
Ratio Avg Win / Avg Loss 0.9811 1.2536 0.4754 0.6245 1.1434 0.2331
Largest Winning Trade 210419 210419 46313 384229 384229 119437
Largest Losing Trade -70665 -70665 -59436 -388033 -175818 -388033
Avg Bars in Trades 134 252 20 134 252 20
Avg Bars in Winners 98 167 21 98 167 21
Avg Bars in Losers 191 407 19 191 407 19
Bars Traded 9308 8577 731 9308 8577 731
Profit Streak 712.2147 712.2147 979.8813 712.2147 712.2147 979.8813
Trades During Streak 9 4 7 9 4 7
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -106720 504678 -578197 -683942 -47298 -578197
Evaluation Data
{
    "trading_pair": "WAVES_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11856,
    "evaluation_days": 1976,
    "actual_first_datapoint_time": 1547798400000,
    "first_datapoint_time": 1548993600000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1760000946989,
    "expiration_time": 1723704192000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 60,
            "offset": 0,
            "poles": 3
        }
    },
    "second_band": {
        "type": "kcu",
        "factors": {
            "length": 84,
            "offset": 0,
            "scalar": 2
        }
    }
}
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": [
        [
            280768.8256651115,
            371400.2996292916,
            -90631.4739641802,
            -48237.1151728036,
            683500.7253716146,
            -731737.8405444183
        ],
        [
            280.768826,
            371.4003,
            -90.631474,
            -48.237115,
            683.500725,
            -731.737841
        ],
        [
            0.142089,
            0.187956,
            -0.045866,
            -0.033319,
            0.104235,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -175717,
            -163642,
            -192857,
            -669891,
            -277980,
            -947080
        ],
        [
            1.526129,
            2.298233,
            0.633914,
            0.971375,
            2.096317,
            0.310771
        ],
        [
            69,
            34,
            35,
            69,
            34,
            35
        ],
        [
            42,
            22,
            20,
            42,
            22,
            20
        ],
        [
            27,
            12,
            15,
            27,
            12,
            15
        ],
        [
            60.869565,
            64.705882,
            57.142857,
            60.869565,
            64.705882,
            57.142857
        ],
        [
            0.981083,
            1.253582,
            0.475435,
            0.624455,
            1.143446,
            0.233078
        ],
        [
            210419,
            210419,
            46313,
            384229,
            384229,
            119437
        ],
        [
            -70665,
            -70665,
            -59436,
            -388033,
            -175818,
            -388033
        ],
        [
            134,
            252,
            20,
            134,
            252,
            20
        ],
        [
            98,
            167,
            21,
            98,
            167,
            21
        ],
        [
            191,
            407,
            19,
            191,
            407,
            19
        ],
        [
            9308,
            8577,
            731,
            9308,
            8577,
            731
        ],
        [
            712.214664,
            712.214664,
            979.881331,
            712.214664,
            712.214664,
            979.881331
        ],
        [
            9,
            4,
            7,
            9,
            4,
            7
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -106720,
            504678,
            -578197,
            -683942,
            -47298,
            -578197
        ]
    ]
}
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": 1548993600000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1760000946989,
    "expiration_time": 1723704192000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 60,
            "offset": 0,
            "poles": 3
        }
    },
    "second_band": {
        "type": "kcu",
        "factors": {
            "length": 84,
            "offset": 0,
            "scalar": 2
        }
    }
}

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)