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Trade: WAVES/USDT/120/SINWMA/KCB/7772

Strategy
WAVES/USDT/120/SINWMA/KCB/7772
Pair
WAVES_USDT
Interval
2h
Score
345693
Daily Profit
0.428957
Profit Factor
1.690529
Profitability
37.606838
Streak
0.000000
Best Strategy
Training Data Length
1618.000000
Evaluation Time
2025-09-26 13:45
Expiration Time
2024-08-14 10:57

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 694052.2246 609593.3464 84458.8781 2391961.3594 1939023.6502 452937.7092
Total P&L (%) 694.0522 609.5933 84.4589 2391.9614 1939.0237 452.9377
Avg Daily Profit (%) 0.429 0.3768 0.0522 0.1989 0.1865 0.1057
Buy And Hold Return (%) 25.3349 25.3349 25.3349 25.3349 25.3349 25.3349
Max Trade Drawdown -148460 -112638 -125059 -2217192 -1861073 -1636021
Profit Factor 1.6905 2.1918 1.1711 1.161 1.2426 1.066
Total Trades 234 117 117 234 117 117
Winning Trades 88 42 46 88 42 46
Losing Trades 146 75 71 146 75 71
Profitability (%) 37.6068 35.8974 39.3162 37.6068 35.8974 39.3162
Ratio Avg Win / Avg Loss 2.8047 3.9139 1.8076 1.9262 2.219 1.6453
Largest Winning Trade 146301 146301 63903 1692101 1692101 619645
Largest Losing Trade -20663 -20663 -18985 -665194 -665194 -433273
Avg Bars in Trades 81 82 79 81 82 79
Avg Bars in Winners 138 145 131 138 145 131
Avg Bars in Losers 46 47 46 46 47 46
Bars Traded 19012 9698 9314 19012 9698 9314
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 345693 287684 -161616 -37866 109417 -203039

Evaluation Data

{
    "trading_pair": "WAVES_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 19416,
    "evaluation_days": 1618,
    "actual_first_datapoint_time": 1578729600000,
    "first_datapoint_time": 1579456800000,
    "last_datapoint_time": 1718589600000,
    "evaluation_time": 1758883505298,
    "expiration_time": 1723622227200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 102,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcb",
        "factors": {
            "length": 53,
            "offset": 0,
            "scalar": 4
        }
    }
}
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": [
        [
            694052.2245628329,
            609593.3464150263,
            84458.8781478066,
            2391961.359368187,
            1939023.6501563047,
            452937.7092118801
        ],
        [
            694.052225,
            609.593346,
            84.458878,
            2391.961359,
            1939.02365,
            452.937709
        ],
        [
            0.428957,
            0.376757,
            0.0522,
            0.19894,
            0.186518,
            0.105747
        ],
        [
            25.334886,
            25.334886,
            25.334886,
            25.334886,
            25.334886,
            25.334886
        ],
        [
            -148460,
            -112638,
            -125059,
            -2217192,
            -1861073,
            -1636021
        ],
        [
            1.690529,
            2.191771,
            1.171108,
            1.161015,
            1.24264,
            1.065986
        ],
        [
            234,
            117,
            117,
            234,
            117,
            117
        ],
        [
            88,
            42,
            46,
            88,
            42,
            46
        ],
        [
            146,
            75,
            71,
            146,
            75,
            71
        ],
        [
            37.606838,
            35.897436,
            39.316239,
            37.606838,
            35.897436,
            39.316239
        ],
        [
            2.804741,
            3.913876,
            1.80758,
            1.926229,
            2.219,
            1.645326
        ],
        [
            146301,
            146301,
            63903,
            1692101,
            1692101,
            619645
        ],
        [
            -20663,
            -20663,
            -18985,
            -665194,
            -665194,
            -433273
        ],
        [
            81,
            82,
            79,
            81,
            82,
            79
        ],
        [
            138,
            145,
            131,
            138,
            145,
            131
        ],
        [
            46,
            47,
            46,
            46,
            47,
            46
        ],
        [
            19012,
            9698,
            9314,
            19012,
            9698,
            9314
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            345693,
            287684,
            -161616,
            -37866,
            109417,
            -203039
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "WAVES_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 19416,
    "evaluation_days": 1618,
    "actual_first_datapoint_time": 1578729600000,
    "first_datapoint_time": 1579456800000,
    "last_datapoint_time": 1718589600000,
    "evaluation_time": 1758883505298,
    "expiration_time": 1723622227200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 102,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcb",
        "factors": {
            "length": 53,
            "offset": 0,
            "scalar": 4
        }
    }
}

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)