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Trade: WAVES/USDT/720/KCL/PSAR/9976

Strategy
WAVES/USDT/720/KCL/PSAR/9976
Pair
WAVES_USDT
Interval
12h
Score
567250
Daily Profit
0.747944
Profit Factor
4.952563
Profitability
37.837838
Streak
0.000000
Best Strategy
Training Data Length
1977.500000
Evaluation Time
2025-09-27 10:13
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 1422562.7955 1479059.9057 -56497.1102 -81869.3503 535061.4348 -616930.7851
Total P&L (%) 1422.5628 1479.0599 -56.4971 -81.8694 535.0614 -616.9308
Avg Daily Profit (%) 0.7194 0.7479 -0.0286 -0.0863 0.0935 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -379691 -260227 -140650 -2397369 -1553127 -1263131
Profit Factor 3.5226 4.9526 0.7022 0.9796 1.206 0.5662
Total Trades 73 37 36 73 37 36
Winning Trades 36 14 22 36 14 22
Losing Trades 37 23 14 37 23 14
Profitability (%) 49.3151 37.8378 61.1111 49.3151 37.8378 61.1111
Ratio Avg Win / Avg Loss 3.6205 8.1364 0.4469 1.0068 1.9812 0.3603
Largest Winning Trade 1752319 1752319 22493 2049469 2049469 294079
Largest Losing Trade -58588 -58588 -53139 -1139748 -1139748 -507153
Avg Bars in Trades 50 83 17 50 83 17
Avg Bars in Winners 57 121 17 57 121 17
Avg Bars in Losers 44 60 18 44 60 18
Bars Traded 3718 3076 642 3718 3076 642
Profit Streak 0 0 825.3011 0 0 825.3011
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -57355 567250 -578479 -655655 -71796 -578479
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": 1557014400000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1758957213124,
    "expiration_time": 1723708080000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "kcl",
        "factors": {
            "length": 215,
            "offset": 0,
            "scalar": 5
        }
    },
    "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": [
        [
            1422562.7954665974,
            1479059.9056767502,
            -56497.1102101529,
            -81869.3502725987,
            535061.4348184569,
            -616930.7850910558
        ],
        [
            1422.562795,
            1479.059906,
            -56.49711,
            -81.86935,
            535.061435,
            -616.930785
        ],
        [
            0.719374,
            0.747944,
            -0.02857,
            -0.086312,
            0.093523,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -379691,
            -260227,
            -140650,
            -2397369,
            -1553127,
            -1263131
        ],
        [
            3.52263,
            4.952563,
            0.702204,
            0.979636,
            1.205951,
            0.566219
        ],
        [
            73,
            37,
            36,
            73,
            37,
            36
        ],
        [
            36,
            14,
            22,
            36,
            14,
            22
        ],
        [
            37,
            23,
            14,
            37,
            23,
            14
        ],
        [
            49.315068,
            37.837838,
            61.111111,
            49.315068,
            37.837838,
            61.111111
        ],
        [
            3.620481,
            8.136354,
            0.446857,
            1.006848,
            1.981206,
            0.360321
        ],
        [
            1752319,
            1752319,
            22493,
            2049469,
            2049469,
            294079
        ],
        [
            -58588,
            -58588,
            -53139,
            -1139748,
            -1139748,
            -507153
        ],
        [
            50,
            83,
            17,
            50,
            83,
            17
        ],
        [
            57,
            121,
            17,
            57,
            121,
            17
        ],
        [
            44,
            60,
            18,
            44,
            60,
            18
        ],
        [
            3718,
            3076,
            642,
            3718,
            3076,
            642
        ],
        [
            0,
            0,
            825.301078,
            0,
            0,
            825.301078
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -57355,
            567250,
            -578479,
            -655655,
            -71796,
            -578479
        ]
    ]
}
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": 1557014400000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1758957213124,
    "expiration_time": 1723708080000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "kcl",
        "factors": {
            "length": 215,
            "offset": 0,
            "scalar": 5
        }
    },
    "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)