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Trade: WAVES/USDT/360/KCL/MIDPRICE/8249

Strategy
WAVES/USDT/360/KCL/MIDPRICE/8249
Pair
WAVES_USDT
Interval
6h
Score
645919
Daily Profit
1.257753
Profit Factor
11.401130
Profitability
39.393939
Streak
0.000000
Best Strategy
Training Data Length
1976.750000
Evaluation Time
2025-09-27 00:26
Expiration Time
2024-08-15 10:15

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 2600904.5138 2486263.422 114641.0917 818311.6955 -65653.1888 883964.8843
Total P&L (%) 2600.9045 2486.2634 114.6411 818.3117 -65.6532 883.9649
Avg Daily Profit (%) 1.3157 1.2578 0.058 0.1122 -0.054 0.1157
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -96837 -131715 -30381 -1591585 -1828251 -474992
Profit Factor 8.8756 11.4011 2.2569 1.2459 0.9715 1.8604
Total Trades 66 33 33 66 33 33
Winning Trades 29 13 16 29 13 16
Losing Trades 37 20 17 37 20 17
Profitability (%) 43.9394 39.3939 48.4848 43.9394 39.3939 48.4848
Ratio Avg Win / Avg Loss 11.324 17.5402 2.3979 1.5896 1.4946 1.9767
Largest Winning Trade 2641936 2641936 43444 1695068 1695068 638056
Largest Losing Trade -37499 -37499 -26709 -650300 -650300 -474992
Avg Bars in Trades 107 186 29 107 186 29
Avg Bars in Winners 175 344 38 175 344 38
Avg Bars in Losers 54 84 20 54 84 20
Bars Traded 7125 6167 958 7125 6167 958
Profit Streak 0 0 753.8934 0 0 753.8934
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -108992 645919 -110937 -173013 -583260 -34301

Evaluation Data

{
    "trading_pair": "WAVES_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7907,
    "evaluation_days": 1976.75,
    "actual_first_datapoint_time": 1547791200000,
    "first_datapoint_time": 1552564800000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1758921988289,
    "expiration_time": 1723706136000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "kcl",
        "factors": {
            "length": 222,
            "offset": 0,
            "scalar": 4
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 69,
            "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": [
        [
            2600904.513771911,
            2486263.4220371107,
            114641.0917348002,
            818311.695520666,
            -65653.1888126947,
            883964.8843333605
        ],
        [
            2600.904514,
            2486.263422,
            114.641092,
            818.311696,
            -65.653189,
            883.964884
        ],
        [
            1.315748,
            1.257753,
            0.057995,
            0.112235,
            -0.054047,
            0.115733
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -96837,
            -131715,
            -30381,
            -1591585,
            -1828251,
            -474992
        ],
        [
            8.875569,
            11.40113,
            2.256865,
            1.24591,
            0.971459,
            1.860441
        ],
        [
            66,
            33,
            33,
            66,
            33,
            33
        ],
        [
            29,
            13,
            16,
            29,
            13,
            16
        ],
        [
            37,
            20,
            17,
            37,
            20,
            17
        ],
        [
            43.939394,
            39.393939,
            48.484848,
            43.939394,
            39.393939,
            48.484848
        ],
        [
            11.324002,
            17.5402,
            2.39792,
            1.58961,
            1.494553,
            1.976718
        ],
        [
            2641936,
            2641936,
            43444,
            1695068,
            1695068,
            638056
        ],
        [
            -37499,
            -37499,
            -26709,
            -650300,
            -650300,
            -474992
        ],
        [
            107,
            186,
            29,
            107,
            186,
            29
        ],
        [
            175,
            344,
            38,
            175,
            344,
            38
        ],
        [
            54,
            84,
            20,
            54,
            84,
            20
        ],
        [
            7125,
            6167,
            958,
            7125,
            6167,
            958
        ],
        [
            0,
            0,
            753.893383,
            0,
            0,
            753.893383
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -108992,
            645919,
            -110937,
            -173013,
            -583260,
            -34301
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "WAVES_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7907,
    "evaluation_days": 1976.75,
    "actual_first_datapoint_time": 1547791200000,
    "first_datapoint_time": 1552564800000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1758921988289,
    "expiration_time": 1723706136000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "kcl",
        "factors": {
            "length": 222,
            "offset": 0,
            "scalar": 4
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 69,
            "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)