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Trade: WAVES/USDT/360/KCL/SSF/4126

Strategy
WAVES/USDT/360/KCL/SSF/4126
Pair
WAVES_USDT
Interval
6h
Score
691088
Daily Profit
0.170892
Profit Factor
5.146841
Profitability
72.727273
Streak
526.853604
Best Strategy
Training Data Length
1976.750000
Evaluation Time
2025-10-01 11:29
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 421782.1003 394911.4011 26870.6992 -169615.0015 2823088.1952 -2992703.1967
Total P&L (%) 421.7821 394.9114 26.8707 -169.615 2823.0882 -2992.7032
Avg Daily Profit (%) 0.2134 0.1998 0.0136 0 0.1709 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -205496 -125536 -111892 -4298087 -341530 -4449921
Profit Factor 1.6578 2.2284 1.0841 0.9687 5.1468 0.3681
Total Trades 65 33 32 65 33 32
Winning Trades 34 16 18 41 24 17
Losing Trades 31 17 14 24 9 15
Profitability (%) 52.3077 48.4848 56.25 63.0769 72.7273 53.125
Ratio Avg Win / Avg Loss 1.5115 2.3676 0.8432 0.567 1.9301 0.3248
Largest Winning Trade 181718 181718 75039 1027243 1027243 621140
Largest Losing Trade -111892 -54048 -111892 -3688558 -341530 -3688558
Avg Bars in Trades 118 152 84 118 152 84
Avg Bars in Winners 140 185 101 120 145 85
Avg Bars in Losers 94 121 62 116 171 82
Bars Traded 7731 5031 2700 7731 5031 2700
Profit Streak 0 0 586.1036 491.8536 526.8536 0
Trades During Streak 0 0 1 1 1 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -124825 404857 -306443 -714498 691088 -580405
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": 1550728800000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1759307351420,
    "expiration_time": 1723706136000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "kcl",
        "factors": {
            "length": 137,
            "offset": 0,
            "scalar": 1
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 128,
            "offset": 0,
            "poles": 3
        }
    }
}
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": [
        [
            421782.1003360468,
            394911.4011391766,
            26870.6991968704,
            -169615.0014796609,
            2823088.195202927,
            -2992703.196682588
        ],
        [
            421.7821,
            394.911401,
            26.870699,
            -169.615001,
            2823.088195,
            -2992.703197
        ],
        [
            0.213371,
            0.199778,
            0.013593,
            0,
            0.170892,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -205496,
            -125536,
            -111892,
            -4298087,
            -341530,
            -4449921
        ],
        [
            1.657824,
            2.228354,
            1.084055,
            0.968686,
            5.146841,
            0.368076
        ],
        [
            65,
            33,
            32,
            65,
            33,
            32
        ],
        [
            34,
            16,
            18,
            41,
            24,
            17
        ],
        [
            31,
            17,
            14,
            24,
            9,
            15
        ],
        [
            52.307692,
            48.484848,
            56.25,
            63.076923,
            72.727273,
            53.125
        ],
        [
            1.511545,
            2.367626,
            0.843154,
            0.567036,
            1.930065,
            0.324773
        ],
        [
            181718,
            181718,
            75039,
            1027243,
            1027243,
            621140
        ],
        [
            -111892,
            -54048,
            -111892,
            -3688558,
            -341530,
            -3688558
        ],
        [
            118,
            152,
            84,
            118,
            152,
            84
        ],
        [
            140,
            185,
            101,
            120,
            145,
            85
        ],
        [
            94,
            121,
            62,
            116,
            171,
            82
        ],
        [
            7731,
            5031,
            2700,
            7731,
            5031,
            2700
        ],
        [
            0,
            0,
            586.103604,
            491.853604,
            526.853604,
            0
        ],
        [
            0,
            0,
            1,
            1,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -124825,
            404857,
            -306443,
            -714498,
            691088,
            -580405
        ]
    ]
}
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": 1550728800000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1759307351420,
    "expiration_time": 1723706136000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "kcl",
        "factors": {
            "length": 137,
            "offset": 0,
            "scalar": 1
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 128,
            "offset": 0,
            "poles": 3
        }
    }
}

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)