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Trade: WAVES/USDT/120/RMA/KCL/6761

Strategy
WAVES/USDT/120/RMA/KCL/6761
Pair
WAVES_USDT
Interval
2h
Score
410144
Daily Profit
0.206765
Profit Factor
3.648311
Profitability
40.540541
Streak
577.298310
Best Strategy
Training Data Length
1618.000000
Evaluation Time
2025-09-28 02:09
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 282495.002 334546.2598 -52051.2578 71353.9946 233961.4414 -162607.4469
Total P&L (%) 282.495 334.5463 -52.0513 71.354 233.9614 -162.6074
Avg Daily Profit (%) 0.1746 0.2068 -0.0322 0.0333 0.0746 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -123153 -37294 -195394 -203014 -48745 -248902
Profit Factor 1.6686 3.6483 0.8243 1.1289 2.3986 0.5793
Total Trades 74 37 37 74 37 37
Winning Trades 28 15 13 28 15 13
Losing Trades 46 22 24 46 22 24
Profitability (%) 37.8378 40.5405 35.1351 37.8378 40.5405 35.1351
Ratio Avg Win / Avg Loss 2.7413 5.3509 1.5217 1.8545 3.518 1.0694
Largest Winning Trade 131155 131155 76416 134452 134452 75721
Largest Losing Trade -58572 -37294 -58572 -80127 -48745 -80127
Avg Bars in Trades 242 141 342 242 141 342
Avg Bars in Winners 471 261 714 471 261 714
Avg Bars in Losers 102 60 141 102 60 141
Bars Traded 17927 5249 12678 17927 5249 12678
Profit Streak 575.6316 577.2983 0 575.6316 577.2983 0
Trades During Streak 1 1 0 1 1 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -62359 410144 -583775 -299018 -91919 -584886
Evaluation Data
{
    "trading_pair": "WAVES_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 19416,
    "evaluation_days": 1618,
    "actual_first_datapoint_time": 1578729600000,
    "first_datapoint_time": 1581242400000,
    "last_datapoint_time": 1718589600000,
    "evaluation_time": 1759014573985,
    "expiration_time": 1723622227200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "rma",
        "factors": {
            "length": 163,
            "offset": 187
        }
    },
    "second_band": {
        "type": "kcl",
        "factors": {
            "length": 63,
            "offset": 0,
            "scalar": 5
        }
    }
}
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": [
        [
            282495.0019968072,
            334546.2598326167,
            -52051.2578358093,
            71353.9945559105,
            233961.4414084068,
            -162607.4468524963
        ],
        [
            282.495002,
            334.54626,
            -52.051258,
            71.353995,
            233.961441,
            -162.607447
        ],
        [
            0.174595,
            0.206765,
            -0.03217,
            0.033291,
            0.074555,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -123153,
            -37294,
            -195394,
            -203014,
            -48745,
            -248902
        ],
        [
            1.668609,
            3.648311,
            0.824262,
            1.128854,
            2.398608,
            0.579257
        ],
        [
            74,
            37,
            37,
            74,
            37,
            37
        ],
        [
            28,
            15,
            13,
            28,
            15,
            13
        ],
        [
            46,
            22,
            24,
            46,
            22,
            24
        ],
        [
            37.837838,
            40.540541,
            35.135135,
            37.837838,
            40.540541,
            35.135135
        ],
        [
            2.741286,
            5.350856,
            1.521715,
            1.854546,
            3.517959,
            1.069397
        ],
        [
            131155,
            131155,
            76416,
            134452,
            134452,
            75721
        ],
        [
            -58572,
            -37294,
            -58572,
            -80127,
            -48745,
            -80127
        ],
        [
            242,
            141,
            342,
            242,
            141,
            342
        ],
        [
            471,
            261,
            714,
            471,
            261,
            714
        ],
        [
            102,
            60,
            141,
            102,
            60,
            141
        ],
        [
            17927,
            5249,
            12678,
            17927,
            5249,
            12678
        ],
        [
            575.631643,
            577.29831,
            0,
            575.631643,
            577.29831,
            0
        ],
        [
            1,
            1,
            0,
            1,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -62359,
            410144,
            -583775,
            -299018,
            -91919,
            -584886
        ]
    ]
}
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": 1581242400000,
    "last_datapoint_time": 1718589600000,
    "evaluation_time": 1759014573985,
    "expiration_time": 1723622227200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "rma",
        "factors": {
            "length": 163,
            "offset": 187
        }
    },
    "second_band": {
        "type": "kcl",
        "factors": {
            "length": 63,
            "offset": 0,
            "scalar": 5
        }
    }
}

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)