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Trade: WAVES/USDT/120/KCL/SSF/5580

Strategy
WAVES/USDT/120/KCL/SSF/5580
Pair
WAVES_USDT
Interval
2h
Score
307713
Daily Profit
0.183354
Profit Factor
1.385599
Profitability
55.660377
Streak
0.000000
Best Strategy
Training Data Length
1618.000000
Evaluation Time
2025-09-26 10:32
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 144286.6153 296666.998 -152380.3827 -98151.7957 121977.1363 -220128.932
Total P&L (%) 144.2866 296.667 -152.3804 -98.1518 121.9771 -220.1289
Avg Daily Profit (%) 0.0892 0.1834 -0.0942 -0.2464 0.0493 0
Buy And Hold Return (%) 21.954 21.954 21.954 21.954 21.954 21.954
Max Trade Drawdown -321605 -252510 -231861 -193163 -111005 -229767
Profit Factor 1.1079 1.3856 0.7318 0.8663 1.327 0.3905
Total Trades 213 106 107 213 106 107
Winning Trades 127 59 68 127 59 68
Losing Trades 86 47 39 86 47 39
Profitability (%) 59.6244 55.6604 63.5514 59.6244 55.6604 63.5514
Ratio Avg Win / Avg Loss 0.7502 1.1038 0.4197 0.5866 1.0571 0.2239
Largest Winning Trade 92753 92753 25424 68979 68979 14321
Largest Losing Trade -74010 -52280 -74010 -89326 -59642 -89326
Avg Bars in Trades 90 135 45 90 135 45
Avg Bars in Winners 68 107 35 68 107 35
Avg Bars in Losers 122 170 64 122 170 64
Bars Traded 19287 14383 4904 19287 14383 4904
Profit Streak 473.3141 0 546.2307 473.3141 0 546.2307
Trades During Streak 1 0 5 1 0 5
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -174775 307713 -577921 -577830 -127331 -577921

Evaluation Data

{
    "trading_pair": "WAVES_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 19416,
    "evaluation_days": 1618,
    "actual_first_datapoint_time": 1578729600000,
    "first_datapoint_time": 1579370400000,
    "last_datapoint_time": 1718589600000,
    "evaluation_time": 1758871935822,
    "expiration_time": 1723622227200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "kcl",
        "factors": {
            "length": 90,
            "offset": 0,
            "scalar": 1
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 151,
            "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": [
        [
            144286.6153228272,
            296666.9980097504,
            -152380.3826869234,
            -98151.7956783646,
            121977.1363437211,
            -220128.9320220856
        ],
        [
            144.286615,
            296.666998,
            -152.380383,
            -98.151796,
            121.977136,
            -220.128932
        ],
        [
            0.089176,
            0.183354,
            -0.094178,
            -0.246356,
            0.049295,
            0
        ],
        [
            21.953984,
            21.953984,
            21.953984,
            21.953984,
            21.953984,
            21.953984
        ],
        [
            -321605,
            -252510,
            -231861,
            -193163,
            -111005,
            -229767
        ],
        [
            1.107874,
            1.385599,
            0.731808,
            0.866309,
            1.327,
            0.390474
        ],
        [
            213,
            106,
            107,
            213,
            106,
            107
        ],
        [
            127,
            59,
            68,
            127,
            59,
            68
        ],
        [
            86,
            47,
            39,
            86,
            47,
            39
        ],
        [
            59.624413,
            55.660377,
            63.551402,
            59.624413,
            55.660377,
            63.551402
        ],
        [
            0.750214,
            1.103783,
            0.419714,
            0.586634,
            1.057101,
            0.223949
        ],
        [
            92753,
            92753,
            25424,
            68979,
            68979,
            14321
        ],
        [
            -74010,
            -52280,
            -74010,
            -89326,
            -59642,
            -89326
        ],
        [
            90,
            135,
            45,
            90,
            135,
            45
        ],
        [
            68,
            107,
            35,
            68,
            107,
            35
        ],
        [
            122,
            170,
            64,
            122,
            170,
            64
        ],
        [
            19287,
            14383,
            4904,
            19287,
            14383,
            4904
        ],
        [
            473.314072,
            0,
            546.230739,
            473.314072,
            0,
            546.230739
        ],
        [
            1,
            0,
            5,
            1,
            0,
            5
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -174775,
            307713,
            -577921,
            -577830,
            -127331,
            -577921
        ]
    ]
}
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": 1579370400000,
    "last_datapoint_time": 1718589600000,
    "evaluation_time": 1758871935822,
    "expiration_time": 1723622227200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "kcl",
        "factors": {
            "length": 90,
            "offset": 0,
            "scalar": 1
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 151,
            "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)