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Trade: WAVES/USDT/720/KCL/PSAR/8347

Strategy
WAVES/USDT/720/KCL/PSAR/8347
Pair
WAVES_USDT
Interval
12h
Score
793142
Daily Profit
1.148618
Profit Factor
4.521940
Profitability
56.818182
Streak
0.000000
Best Strategy
Training Data Length
1977.500000
Evaluation Time
2025-09-27 20:13
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 2271392.1795 2256092.7853 15299.3943 -33690.2729 -150385.9539 116695.681
Total P&L (%) 2271.3922 2256.0928 15.2994 -33.6903 -150.386 116.6957
Avg Daily Profit (%) 1.1486 1.1409 0.0077 -0.0208 0 0.0391
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -336624 -229494 -118226 -4592561 -3281162 -1805463
Profit Factor 4.5219 6.0728 1.0764 0.9956 0.9721 1.0522
Total Trades 88 44 44 88 44 44
Winning Trades 50 20 30 50 20 30
Losing Trades 38 24 14 38 24 14
Profitability (%) 56.8182 45.4545 68.1818 56.8182 45.4545 68.1818
Ratio Avg Win / Avg Loss 3.4367 7.2874 0.5023 0.7566 1.1665 0.491
Largest Winning Trade 2471256 2471256 22493 3159572 3159572 566738
Largest Losing Trade -53139 -46885 -53139 -1545141 -1545141 -977367
Avg Bars in Trades 42 69 15 42 69 15
Avg Bars in Winners 50 109 11 50 109 11
Avg Bars in Losers 31 35 24 31 35 24
Bars Traded 3729 3049 681 3729 3049 681
Profit Streak 0 0 825.7175 0 0 825.7175
Trades During Streak 0 0 2 0 0 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 793142 730113 -326989 -579659 -580820 -301779
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": 1554768000000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1758993188967,
    "expiration_time": 1723708080000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "kcl",
        "factors": {
            "length": 163,
            "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": [
        [
            2271392.1795420204,
            2256092.785261927,
            15299.3942800944,
            -33690.2729126555,
            -150385.9539245082,
            116695.6810118518
        ],
        [
            2271.39218,
            2256.092785,
            15.299394,
            -33.690273,
            -150.385954,
            116.695681
        ],
        [
            1.148618,
            1.140881,
            0.007737,
            -0.020773,
            0,
            0.039114
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -336624,
            -229494,
            -118226,
            -4592561,
            -3281162,
            -1805463
        ],
        [
            4.52194,
            6.072814,
            1.076426,
            0.995581,
            0.97209,
            1.0522
        ],
        [
            88,
            44,
            44,
            88,
            44,
            44
        ],
        [
            50,
            20,
            30,
            50,
            20,
            30
        ],
        [
            38,
            24,
            14,
            38,
            24,
            14
        ],
        [
            56.818182,
            45.454545,
            68.181818,
            56.818182,
            45.454545,
            68.181818
        ],
        [
            3.436675,
            7.287376,
            0.502332,
            0.756642,
            1.166508,
            0.491027
        ],
        [
            2471256,
            2471256,
            22493,
            3159572,
            3159572,
            566738
        ],
        [
            -53139,
            -46885,
            -53139,
            -1545141,
            -1545141,
            -977367
        ],
        [
            42,
            69,
            15,
            42,
            69,
            15
        ],
        [
            50,
            109,
            11,
            50,
            109,
            11
        ],
        [
            31,
            35,
            24,
            31,
            35,
            24
        ],
        [
            3729,
            3049,
            681,
            3729,
            3049,
            681
        ],
        [
            0,
            0,
            825.717465,
            0,
            0,
            825.717465
        ],
        [
            0,
            0,
            2,
            0,
            0,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            793142,
            730113,
            -326989,
            -579659,
            -580820,
            -301779
        ]
    ]
}
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": 1554768000000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1758993188967,
    "expiration_time": 1723708080000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "kcl",
        "factors": {
            "length": 163,
            "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)