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Trade: KAVA/USDT/720/SINWMA/SSF/5384

Strategy
KAVA/USDT/720/SINWMA/SSF/5384
Pair
KAVA_USDT
Interval
12h
Score
426327
Daily Profit
0.178802
Profit Factor
1.614779
Profitability
67.441860
Streak
104.458287
Best Strategy
Training Data Length
2166.500000
Evaluation Time
2025-09-29 13:59
Expiration Time
2025-12-03 01:52

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 387375.1003 294467.8913 92907.209 591093.4275 236817.9934 354275.4341
Total P&L (%) 387.3751 294.4679 92.9072 591.0934 236.818 354.2754
Avg Daily Profit (%) 0.1788 0.1359 0.0429 0.0893 0.0561 0.0699
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -168295 -69570 -230400 -308667 -175568 -214678
Profit Factor 1.6148 2.3261 1.2277 1.5882 1.4809 1.6913
Total Trades 86 43 43 86 43 43
Winning Trades 58 27 31 56 26 30
Losing Trades 28 16 12 30 17 13
Profitability (%) 67.4419 62.7907 72.093 65.1163 60.4651 69.7674
Ratio Avg Win / Avg Loss 0.7795 1.3784 0.4752 0.8508 0.9683 0.7329
Largest Winning Trade 58445 58445 39934 152420 93262 152420
Largest Losing Trade -153361 -43483 -153361 -170645 -135114 -170645
Avg Bars in Trades 48 49 47 48 49 47
Avg Bars in Winners 39 38 39 40 39 41
Avg Bars in Losers 66 66 67 62 64 59
Bars Traded 4140 2115 2025 4140 2115 2025
Profit Streak 104.4583 104.4583 278.9583 104.4583 104.4583 278.9583
Trades During Streak 3 1 6 3 1 6
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 426327 -5992 -133322 -69366 -116557 -95171
Evaluation Data
{
    "trading_pair": "KAVA_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4333,
    "evaluation_days": 2166.5,
    "actual_first_datapoint_time": 1571961600000,
    "first_datapoint_time": 1573905600000,
    "last_datapoint_time": 1759104000000,
    "evaluation_time": 1759143595992,
    "expiration_time": 1764719568000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 46,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 139,
            "offset": 0,
            "poles": 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": [
        [
            387375.1002812951,
            294467.8913032043,
            92907.2089780906,
            591093.4275250742,
            236817.9933772923,
            354275.4341477819
        ],
        [
            387.3751,
            294.467891,
            92.907209,
            591.093428,
            236.817993,
            354.275434
        ],
        [
            0.178802,
            0.135919,
            0.042884,
            0.089267,
            0.056068,
            0.069885
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -168295,
            -69570,
            -230400,
            -308667,
            -175568,
            -214678
        ],
        [
            1.614779,
            2.326054,
            1.22769,
            1.588171,
            1.480882,
            1.691266
        ],
        [
            86,
            43,
            43,
            86,
            43,
            43
        ],
        [
            58,
            27,
            31,
            56,
            26,
            30
        ],
        [
            28,
            16,
            12,
            30,
            17,
            13
        ],
        [
            67.44186,
            62.790698,
            72.093023,
            65.116279,
            60.465116,
            69.767442
        ],
        [
            0.779548,
            1.378402,
            0.475235,
            0.850806,
            0.968269,
            0.732882
        ],
        [
            58445,
            58445,
            39934,
            152420,
            93262,
            152420
        ],
        [
            -153361,
            -43483,
            -153361,
            -170645,
            -135114,
            -170645
        ],
        [
            48,
            49,
            47,
            48,
            49,
            47
        ],
        [
            39,
            38,
            39,
            40,
            39,
            41
        ],
        [
            66,
            66,
            67,
            62,
            64,
            59
        ],
        [
            4140,
            2115,
            2025,
            4140,
            2115,
            2025
        ],
        [
            104.458287,
            104.458287,
            278.958287,
            104.458287,
            104.458287,
            278.958287
        ],
        [
            3,
            1,
            6,
            3,
            1,
            6
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            426327,
            -5992,
            -133322,
            -69366,
            -116557,
            -95171
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "KAVA_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4333,
    "evaluation_days": 2166.5,
    "actual_first_datapoint_time": 1571961600000,
    "first_datapoint_time": 1573905600000,
    "last_datapoint_time": 1759104000000,
    "evaluation_time": 1759143595992,
    "expiration_time": 1764719568000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 46,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 139,
            "offset": 0,
            "poles": 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)