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Trade: WAVES/USDT/360/KCB/SWMA/5165

Strategy
WAVES/USDT/360/KCB/SWMA/5165
Pair
WAVES_USDT
Interval
6h
Score
361545
Daily Profit
0.221897
Profit Factor
3.893177
Profitability
37.931034
Streak
0.000000
Best Strategy
Training Data Length
1976.750000
Evaluation Time
2025-09-26 03:23
Expiration Time
2024-08-15 10:15

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 474749.1116 438634.6847 36114.4269 886919.0622 605311.0345 281608.0277
Total P&L (%) 474.7491 438.6347 36.1144 886.9191 605.311 281.608
Avg Daily Profit (%) 0.2402 0.2219 0.0183 0.1159 0.0989 0.0678
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -101121 -54335 -109786 -773063 -449034 -528279
Profit Factor 2.3873 3.8932 1.1895 1.6558 2.0043 1.3757
Total Trades 58 29 29 58 29 29
Winning Trades 20 11 9 20 11 9
Losing Trades 38 18 20 38 18 20
Profitability (%) 34.4828 37.931 31.0345 34.4828 37.931 31.0345
Ratio Avg Win / Avg Loss 4.5359 6.3707 2.6433 3.1461 3.2797 3.0571
Largest Winning Trade 124295 124295 90871 656375 246146 656375
Largest Losing Trade -35988 -35988 -30768 -416723 -184642 -416723
Avg Bars in Trades 127 114 139 127 114 139
Avg Bars in Winners 278 226 341 278 226 341
Avg Bars in Losers 47 45 48 47 45 48
Bars Traded 7367 3317 4050 7367 3317 4050
Profit Streak 0 0 0 0 0 0
Trades During Streak 0 0 0 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -173300 361545 -189432 -220553 -61501 -108216

Evaluation Data

{
    "trading_pair": "WAVES_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7907,
    "evaluation_days": 1976.75,
    "actual_first_datapoint_time": 1547791200000,
    "first_datapoint_time": 1552932000000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1758846185561,
    "expiration_time": 1723706136000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "kcb",
        "factors": {
            "length": 239,
            "offset": 0,
            "scalar": 2
        }
    },
    "second_band": {
        "type": "swma",
        "factors": {
            "length": 15,
            "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": [
        [
            474749.1115909576,
            438634.6847384849,
            36114.4268524728,
            886919.0622134311,
            605311.0344926001,
            281608.0277208309
        ],
        [
            474.749112,
            438.634685,
            36.114427,
            886.919062,
            605.311034,
            281.608028
        ],
        [
            0.240166,
            0.221897,
            0.01827,
            0.115884,
            0.098871,
            0.067772
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -101121,
            -54335,
            -109786,
            -773063,
            -449034,
            -528279
        ],
        [
            2.387311,
            3.893177,
            1.18948,
            1.655833,
            2.00425,
            1.375675
        ],
        [
            58,
            29,
            29,
            58,
            29,
            29
        ],
        [
            20,
            11,
            9,
            20,
            11,
            9
        ],
        [
            38,
            18,
            20,
            38,
            18,
            20
        ],
        [
            34.482759,
            37.931034,
            31.034483,
            34.482759,
            37.931034,
            31.034483
        ],
        [
            4.535892,
            6.370653,
            2.643288,
            3.146083,
            3.279681,
            3.057055
        ],
        [
            124295,
            124295,
            90871,
            656375,
            246146,
            656375
        ],
        [
            -35988,
            -35988,
            -30768,
            -416723,
            -184642,
            -416723
        ],
        [
            127,
            114,
            139,
            127,
            114,
            139
        ],
        [
            278,
            226,
            341,
            278,
            226,
            341
        ],
        [
            47,
            45,
            48,
            47,
            45,
            48
        ],
        [
            7367,
            3317,
            4050,
            7367,
            3317,
            4050
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -173300,
            361545,
            -189432,
            -220553,
            -61501,
            -108216
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "WAVES_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7907,
    "evaluation_days": 1976.75,
    "actual_first_datapoint_time": 1547791200000,
    "first_datapoint_time": 1552932000000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1758846185561,
    "expiration_time": 1723706136000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "kcb",
        "factors": {
            "length": 239,
            "offset": 0,
            "scalar": 2
        }
    },
    "second_band": {
        "type": "swma",
        "factors": {
            "length": 15,
            "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)