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Trade: WAVES/USDT/120/KCB/PWMA/1744

Strategy
WAVES/USDT/120/KCB/PWMA/1744
Pair
WAVES_USDT
Interval
2h
Score
439753
Daily Profit
0.359725
Profit Factor
2.322291
Profitability
44.117647
Streak
498.981067
Best Strategy
Training Data Length
1618.000000
Evaluation Time
2025-10-05 20:32
Expiration Time
2024-08-14 10:57

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 600770.3535 582034.6514 18735.7021 435203.0917 215960.2965 219242.7952
Total P&L (%) 600.7704 582.0347 18.7357 435.2031 215.9603 219.2428
Avg Daily Profit (%) 0.3713 0.3597 0.0116 0.1037 0.0711 0.0718
Buy And Hold Return (%) 23.2955 23.2955 23.2955 23.2955 23.2955 23.2955
Max Trade Drawdown -107557 -100431 -130206 -794858 -664736 -414930
Profit Factor 1.6911 2.3223 1.0437 1.128 1.1247 1.1315
Total Trades 204 102 102 204 102 102
Winning Trades 86 45 41 86 45 41
Losing Trades 118 57 61 118 57 61
Profitability (%) 42.1569 44.1176 40.1961 42.1569 44.1176 40.1961
Ratio Avg Win / Avg Loss 2.3204 2.9416 1.5528 1.5478 1.4246 1.6834
Largest Winning Trade 195663 195663 70953 392764 326389 392764
Largest Losing Trade -47502 -29219 -47502 -291538 -170026 -291538
Avg Bars in Trades 92 89 96 92 89 96
Avg Bars in Winners 155 145 167 155 145 167
Avg Bars in Losers 46 45 48 46 45 48
Bars Traded 18939 9134 9805 18939 9134 9805
Profit Streak 497.3977 498.9811 497.3977 497.3977 498.9811 497.3977
Trades During Streak 3 2 1 3 2 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 434162 439753 -518041 -133726 -182910 -175427
Evaluation Data
{
    "trading_pair": "WAVES_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 19416,
    "evaluation_days": 1618,
    "actual_first_datapoint_time": 1578729600000,
    "first_datapoint_time": 1580464800000,
    "last_datapoint_time": 1718589600000,
    "evaluation_time": 1759685564156,
    "expiration_time": 1723622227200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "kcb",
        "factors": {
            "length": 242,
            "offset": 0,
            "scalar": 2
        }
    },
    "second_band": {
        "type": "pwma",
        "factors": {
            "length": 30,
            "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": [
        [
            600770.3534617757,
            582034.6513955448,
            18735.7020662309,
            435203.0917050127,
            215960.2965149475,
            219242.7951900657
        ],
        [
            600.770353,
            582.034651,
            18.735702,
            435.203092,
            215.960297,
            219.242795
        ],
        [
            0.371304,
            0.359725,
            0.01158,
            0.10373,
            0.071128,
            0.071768
        ],
        [
            23.29552,
            23.29552,
            23.29552,
            23.29552,
            23.29552,
            23.29552
        ],
        [
            -107557,
            -100431,
            -130206,
            -794858,
            -664736,
            -414930
        ],
        [
            1.691123,
            2.322291,
            1.043663,
            1.128032,
            1.124723,
            1.131468
        ],
        [
            204,
            102,
            102,
            204,
            102,
            102
        ],
        [
            86,
            45,
            41,
            86,
            45,
            41
        ],
        [
            118,
            57,
            61,
            118,
            57,
            61
        ],
        [
            42.156863,
            44.117647,
            40.196078,
            42.156863,
            44.117647,
            40.196078
        ],
        [
            2.320378,
            2.941569,
            1.552767,
            1.547765,
            1.424649,
            1.683404
        ],
        [
            195663,
            195663,
            70953,
            392764,
            326389,
            392764
        ],
        [
            -47502,
            -29219,
            -47502,
            -291538,
            -170026,
            -291538
        ],
        [
            92,
            89,
            96,
            92,
            89,
            96
        ],
        [
            155,
            145,
            167,
            155,
            145,
            167
        ],
        [
            46,
            45,
            48,
            46,
            45,
            48
        ],
        [
            18939,
            9134,
            9805,
            18939,
            9134,
            9805
        ],
        [
            497.397733,
            498.981067,
            497.397733,
            497.397733,
            498.981067,
            497.397733
        ],
        [
            3,
            2,
            1,
            3,
            2,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            434162,
            439753,
            -518041,
            -133726,
            -182910,
            -175427
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "WAVES_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 19416,
    "evaluation_days": 1618,
    "actual_first_datapoint_time": 1578729600000,
    "first_datapoint_time": 1580464800000,
    "last_datapoint_time": 1718589600000,
    "evaluation_time": 1759685564156,
    "expiration_time": 1723622227200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "kcb",
        "factors": {
            "length": 242,
            "offset": 0,
            "scalar": 2
        }
    },
    "second_band": {
        "type": "pwma",
        "factors": {
            "length": 30,
            "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)