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Trade: WAVES/USDT/240/KCL/HILO/8073

Strategy
WAVES/USDT/240/KCL/HILO/8073
Pair
WAVES_USDT
Interval
4h
Score
312932
Daily Profit
0.183333
Profit Factor
1.385322
Profitability
49.382716
Streak
0.000000
Best Strategy
Training Data Length
1976.000000
Evaluation Time
2025-09-30 15:03
Expiration Time
2024-08-15 09:43

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 362265.6117 417421.0711 -55155.4594 -108108.0644 410004.7381 -518112.8025
Total P&L (%) 362.2656 417.4211 -55.1555 -108.1081 410.0047 -518.1128
Avg Daily Profit (%) 0.1833 0.2112 -0.0279 0 0.0825 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -273333 -223686 -107966 -1298267 -946058 -557684
Profit Factor 1.3853 1.6324 0.8031 0.9634 1.2243 0.5406
Total Trades 162 81 81 162 81 81
Winning Trades 80 35 45 73 37 36
Losing Trades 82 46 36 89 44 45
Profitability (%) 49.3827 43.2099 55.5556 45.0617 45.679 44.4444
Ratio Avg Win / Avg Loss 1.42 2.1454 0.6425 1.1746 1.4559 0.6758
Largest Winning Trade 183220 183220 25111 621610 621610 191228
Largest Losing Trade -107966 -50573 -107966 -457496 -457496 -453451
Avg Bars in Trades 69 123 14 69 123 14
Avg Bars in Winners 88 183 14 90 163 15
Avg Bars in Losers 50 78 14 51 90 13
Bars Traded 11189 10027 1162 11189 10027 1162
Profit Streak 0 0 0 531.0022 531.0022 531.6688
Trades During Streak 0 0 0 2 1 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 312932 -3790 -591738 -579223 -96258 -593659
Evaluation Data
{
    "trading_pair": "WAVES_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11856,
    "evaluation_days": 1976,
    "actual_first_datapoint_time": 1547798400000,
    "first_datapoint_time": 1548604800000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1759233785859,
    "expiration_time": 1723704192000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "kcl",
        "factors": {
            "length": 57,
            "offset": 0,
            "scalar": 2
        }
    },
    "second_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "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": [
        [
            362265.6116897829,
            417421.0710504708,
            -55155.4593606879,
            -108108.0644281682,
            410004.7380601096,
            -518112.802488278
        ],
        [
            362.265612,
            417.421071,
            -55.155459,
            -108.108064,
            410.004738,
            -518.112802
        ],
        [
            0.183333,
            0.211245,
            -0.027913,
            0,
            0.082486,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -273333,
            -223686,
            -107966,
            -1298267,
            -946058,
            -557684
        ],
        [
            1.385322,
            1.63237,
            0.803068,
            0.963428,
            1.224276,
            0.540639
        ],
        [
            162,
            81,
            81,
            162,
            81,
            81
        ],
        [
            80,
            35,
            45,
            73,
            37,
            36
        ],
        [
            82,
            46,
            36,
            89,
            44,
            45
        ],
        [
            49.382716,
            43.209877,
            55.555556,
            45.061728,
            45.679012,
            44.444444
        ],
        [
            1.419955,
            2.145401,
            0.642454,
            1.17459,
            1.455895,
            0.675798
        ],
        [
            183220,
            183220,
            25111,
            621610,
            621610,
            191228
        ],
        [
            -107966,
            -50573,
            -107966,
            -457496,
            -457496,
            -453451
        ],
        [
            69,
            123,
            14,
            69,
            123,
            14
        ],
        [
            88,
            183,
            14,
            90,
            163,
            15
        ],
        [
            50,
            78,
            14,
            51,
            90,
            13
        ],
        [
            11189,
            10027,
            1162,
            11189,
            10027,
            1162
        ],
        [
            0,
            0,
            0,
            531.002151,
            531.002151,
            531.668818
        ],
        [
            0,
            0,
            0,
            2,
            1,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            312932,
            -3790,
            -591738,
            -579223,
            -96258,
            -593659
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "WAVES_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11856,
    "evaluation_days": 1976,
    "actual_first_datapoint_time": 1547798400000,
    "first_datapoint_time": 1548604800000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1759233785859,
    "expiration_time": 1723704192000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "kcl",
        "factors": {
            "length": 57,
            "offset": 0,
            "scalar": 2
        }
    },
    "second_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "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)