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Trade: WAVES/USDT/240/WMA/KCL/8649

Strategy
WAVES/USDT/240/WMA/KCL/8649
Pair
WAVES_USDT
Interval
4h
Score
537806
Daily Profit
0.248139
Profit Factor
4.559281
Profitability
48.571429
Streak
0.000000
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 621509.0513 490321.7882 131187.2631 2402812.5971 1403073.8461 999738.751
Total P&L (%) 621.5091 490.3218 131.1873 2402.8126 1403.0738 999.7388
Avg Daily Profit (%) 0.3145 0.2481 0.0664 0.1631 0.1372 0.1214
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -94980 -31315 -130678 -2457529 -583246 -1899814
Profit Factor 2.618 4.5593 1.5325 1.5674 1.9123 1.3707
Total Trades 69 35 34 69 35 34
Winning Trades 31 17 14 31 17 14
Losing Trades 38 18 20 38 18 20
Profitability (%) 44.9275 48.5714 41.1765 44.9275 48.5714 41.1765
Ratio Avg Win / Avg Loss 3.2091 4.8275 2.1893 1.9213 2.0248 1.9581
Largest Winning Trade 157430 157430 70213 942040 717688 942040
Largest Losing Trade -56830 -27214 -56830 -899453 -525863 -899453
Avg Bars in Trades 163 82 245 163 82 245
Avg Bars in Winners 279 145 441 279 145 441
Avg Bars in Losers 68 24 108 68 24 108
Bars Traded 11261 2902 8359 11261 2902 8359
Profit Streak 0 0 644.0651 0 0 644.0651
Trades During Streak 0 0 2 0 0 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -94240 537806 -104161 -97698 -6330 -31369

Evaluation Data

{
    "trading_pair": "WAVES_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11856,
    "evaluation_days": 1976,
    "actual_first_datapoint_time": 1547798400000,
    "first_datapoint_time": 1550620800000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1758792825758,
    "expiration_time": 1723704192000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 197,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcl",
        "factors": {
            "length": 64,
            "offset": 0,
            "scalar": 1
        }
    }
}
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": [
        [
            621509.0512524494,
            490321.7881674983,
            131187.2630849513,
            2402812.5970784035,
            1403073.8460820664,
            999738.7509963368
        ],
        [
            621.509051,
            490.321788,
            131.187263,
            2402.812597,
            1403.073846,
            999.738751
        ],
        [
            0.314529,
            0.248139,
            0.06639,
            0.163088,
            0.137245,
            0.121413
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -94980,
            -31315,
            -130678,
            -2457529,
            -583246,
            -1899814
        ],
        [
            2.617963,
            4.559281,
            1.532477,
            1.567392,
            1.912286,
            1.370704
        ],
        [
            69,
            35,
            34,
            69,
            35,
            34
        ],
        [
            31,
            17,
            14,
            31,
            17,
            14
        ],
        [
            38,
            18,
            20,
            38,
            18,
            20
        ],
        [
            44.927536,
            48.571429,
            41.176471,
            44.927536,
            48.571429,
            41.176471
        ],
        [
            3.209117,
            4.827474,
            2.189253,
            1.921319,
            2.024774,
            1.958149
        ],
        [
            157430,
            157430,
            70213,
            942040,
            717688,
            942040
        ],
        [
            -56830,
            -27214,
            -56830,
            -899453,
            -525863,
            -899453
        ],
        [
            163,
            82,
            245,
            163,
            82,
            245
        ],
        [
            279,
            145,
            441,
            279,
            145,
            441
        ],
        [
            68,
            24,
            108,
            68,
            24,
            108
        ],
        [
            11261,
            2902,
            8359,
            11261,
            2902,
            8359
        ],
        [
            0,
            0,
            644.065113,
            0,
            0,
            644.065113
        ],
        [
            0,
            0,
            2,
            0,
            0,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -94240,
            537806,
            -104161,
            -97698,
            -6330,
            -31369
        ]
    ]
}
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": 1550620800000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1758792825758,
    "expiration_time": 1723704192000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 197,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcl",
        "factors": {
            "length": 64,
            "offset": 0,
            "scalar": 1
        }
    }
}

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)