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Trade: WAVES/USDT/240/KCL/HILO/9271

Strategy
WAVES/USDT/240/KCL/HILO/9271
Pair
WAVES_USDT
Interval
4h
Score
726722
Daily Profit
1.559305
Profit Factor
5.664147
Profitability
44.444444
Streak
0.000000
Best Strategy
Training Data Length
1976.000000
Evaluation Time
2025-10-04 07:46
Expiration Time
2024-08-15 09:43

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 3081186.7926 3122318.6775 -41131.8849 -68642.6286 144136.8899 -212779.5185
Total P&L (%) 3081.1868 3122.3187 -41.1319 -68.6426 144.1369 -212.7795
Avg Daily Profit (%) 1.5593 1.5801 -0.0208 -0.0587 0.0452 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -256648 -212088 -80741 -1121431 -897799 -306890
Profit Factor 5.6641 7.2835 0.7487 0.9561 1.1226 0.4507
Total Trades 90 45 45 90 45 45
Winning Trades 40 19 21 40 19 21
Losing Trades 50 26 24 50 26 24
Profitability (%) 44.4444 42.2222 46.6667 44.4444 42.2222 46.6667
Ratio Avg Win / Avg Loss 7.0802 9.9669 0.8557 1.1951 1.5361 0.5151
Largest Winning Trade 3401622 3401622 29000 1118093 1118093 83356
Largest Losing Trade -53732 -53732 -20219 -298404 -298404 -125609
Avg Bars in Trades 124 223 24 124 223 24
Avg Bars in Winners 185 360 26 185 360 26
Avg Bars in Losers 75 123 23 75 123 23
Bars Traded 11183 10061 1122 11183 10061 1122
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 726722 698858 -581730 -581031 -220135 -581730
Evaluation Data
{
    "trading_pair": "WAVES_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11856,
    "evaluation_days": 1976,
    "actual_first_datapoint_time": 1547798400000,
    "first_datapoint_time": 1550448000000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1759553181857,
    "expiration_time": 1723704192000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "kcl",
        "factors": {
            "length": 185,
            "offset": 0,
            "scalar": 5
        }
    },
    "second_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "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": [
        [
            3081186.7926473347,
            3122318.6775105665,
            -41131.8848632318,
            -68642.6285685646,
            144136.8899179948,
            -212779.5184865594
        ],
        [
            3081.186793,
            3122.318678,
            -41.131885,
            -68.642629,
            144.13689,
            -212.779518
        ],
        [
            1.559305,
            1.580121,
            -0.020816,
            -0.058673,
            0.04518,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -256648,
            -212088,
            -80741,
            -1121431,
            -897799,
            -306890
        ],
        [
            5.664147,
            7.283524,
            0.748744,
            0.956097,
            1.122551,
            0.450684
        ],
        [
            90,
            45,
            45,
            90,
            45,
            45
        ],
        [
            40,
            19,
            21,
            40,
            19,
            21
        ],
        [
            50,
            26,
            24,
            50,
            26,
            24
        ],
        [
            44.444444,
            42.222222,
            46.666667,
            44.444444,
            42.222222,
            46.666667
        ],
        [
            7.080184,
            9.966928,
            0.855708,
            1.195121,
            1.536123,
            0.515068
        ],
        [
            3401622,
            3401622,
            29000,
            1118093,
            1118093,
            83356
        ],
        [
            -53732,
            -53732,
            -20219,
            -298404,
            -298404,
            -125609
        ],
        [
            124,
            223,
            24,
            124,
            223,
            24
        ],
        [
            185,
            360,
            26,
            185,
            360,
            26
        ],
        [
            75,
            123,
            23,
            75,
            123,
            23
        ],
        [
            11183,
            10061,
            1122,
            11183,
            10061,
            1122
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            726722,
            698858,
            -581730,
            -581031,
            -220135,
            -581730
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "WAVES_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11856,
    "evaluation_days": 1976,
    "actual_first_datapoint_time": 1547798400000,
    "first_datapoint_time": 1550448000000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1759553181857,
    "expiration_time": 1723704192000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "kcl",
        "factors": {
            "length": 185,
            "offset": 0,
            "scalar": 5
        }
    },
    "second_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "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)