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Trade: WAVES/USDT/720/KCB/PSAR/3496

Strategy
WAVES/USDT/720/KCB/PSAR/3496
Pair
WAVES_USDT
Interval
12h
Score
586626
Daily Profit
0.248404
Profit Factor
3.262944
Profitability
60.416667
Streak
533.473968
Best Strategy
Training Data Length
1977.500000
Evaluation Time
2025-10-06 02:22
Expiration Time
2024-08-15 10:48

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 582764.7156 491218.6967 91546.0189 2244097.0211 1391951.9872 852145.0339
Total P&L (%) 582.7647 491.2187 91.546 2244.097 1391.952 852.145
Avg Daily Profit (%) 0.2947 0.2484 0.0463 0.1596 0.1368 0.114
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -103188 -63064 -100865 -2925508 -1890273 -1355546
Profit Factor 2.2664 3.2629 1.3766 1.3521 1.4266 1.2739
Total Trades 95 48 47 95 48 47
Winning Trades 50 29 21 50 29 21
Losing Trades 45 19 26 45 19 26
Profitability (%) 52.6316 60.4167 44.6809 52.6316 60.4167 44.6809
Ratio Avg Win / Avg Loss 2.0398 2.1378 1.7043 1.2169 0.9347 1.5772
Largest Winning Trade 154501 154501 89053 1195380 730979 1195380
Largest Losing Trade -31793 -23787 -31793 -839557 -680274 -839557
Avg Bars in Trades 38 34 42 38 34 42
Avg Bars in Winners 56 46 69 56 46 69
Avg Bars in Losers 18 16 20 18 16 20
Bars Traded 3629 1644 1984 3629 1644 1984
Profit Streak 533.474 533.474 588.474 533.474 533.474 588.474
Trades During Streak 2 1 2 2 1 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 529752 586626 -130446 347356 -8822 -40351
Evaluation Data
{
    "trading_pair": "WAVES_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3955,
    "evaluation_days": 1977.5,
    "actual_first_datapoint_time": 1547769600000,
    "first_datapoint_time": 1557619200000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1759706550820,
    "expiration_time": 1723708080000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "kcb",
        "factors": {
            "length": 229,
            "offset": 0,
            "scalar": 4
        }
    },
    "second_band": {
        "type": "psar",
        "factors": {
            "length": 0,
            "offset": 0,
            "af": 0,
            "af0": 0,
            "max_af": 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": [
        [
            582764.715605098,
            491218.6966675587,
            91546.0189375396,
            2244097.021082947,
            1391951.9872046607,
            852145.0338782857
        ],
        [
            582.764716,
            491.218697,
            91.546019,
            2244.097021,
            1391.951987,
            852.145034
        ],
        [
            0.294698,
            0.248404,
            0.046294,
            0.159646,
            0.136765,
            0.114024
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -103188,
            -63064,
            -100865,
            -2925508,
            -1890273,
            -1355546
        ],
        [
            2.266408,
            3.262944,
            1.376577,
            1.352071,
            1.426592,
            1.273911
        ],
        [
            95,
            48,
            47,
            95,
            48,
            47
        ],
        [
            50,
            29,
            21,
            50,
            29,
            21
        ],
        [
            45,
            19,
            26,
            45,
            19,
            26
        ],
        [
            52.631579,
            60.416667,
            44.680851,
            52.631579,
            60.416667,
            44.680851
        ],
        [
            2.039768,
            2.137791,
            1.704333,
            1.216864,
            0.934664,
            1.577224
        ],
        [
            154501,
            154501,
            89053,
            1195380,
            730979,
            1195380
        ],
        [
            -31793,
            -23787,
            -31793,
            -839557,
            -680274,
            -839557
        ],
        [
            38,
            34,
            42,
            38,
            34,
            42
        ],
        [
            56,
            46,
            69,
            56,
            46,
            69
        ],
        [
            18,
            16,
            20,
            18,
            16,
            20
        ],
        [
            3629,
            1644,
            1984,
            3629,
            1644,
            1984
        ],
        [
            533.473968,
            533.473968,
            588.473968,
            533.473968,
            533.473968,
            588.473968
        ],
        [
            2,
            1,
            2,
            2,
            1,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            529752,
            586626,
            -130446,
            347356,
            -8822,
            -40351
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "WAVES_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3955,
    "evaluation_days": 1977.5,
    "actual_first_datapoint_time": 1547769600000,
    "first_datapoint_time": 1557619200000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1759706550820,
    "expiration_time": 1723708080000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "kcb",
        "factors": {
            "length": 229,
            "offset": 0,
            "scalar": 4
        }
    },
    "second_band": {
        "type": "psar",
        "factors": {
            "length": 0,
            "offset": 0,
            "af": 0,
            "af0": 0,
            "max_af": 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)