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Trade: WAVES/USDT/360/KCB/HMA/4886

Strategy
WAVES/USDT/360/KCB/HMA/4886
Pair
WAVES_USDT
Interval
6h
Score
334567
Daily Profit
0.150142
Profit Factor
2.394488
Profitability
43.750000
Streak
0.000000
Best Strategy
Training Data Length
1976.750000
Evaluation Time
2025-09-26 04:09
Expiration Time
2024-08-15 10:15

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 288775.0438 296793.7783 -8018.7345 30836.2077 151190.8245 -120354.6167
Total P&L (%) 288.775 296.7938 -8.0187 30.8362 151.1908 -120.3546
Avg Daily Profit (%) 0.1461 0.1501 -0.0041 0.0136 0.0466 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -130359 -76601 -237677 -182883 -106355 -320862
Profit Factor 1.5372 2.3945 0.9753 1.0419 1.5271 0.7323
Total Trades 64 32 32 64 32 32
Winning Trades 26 14 12 26 14 12
Losing Trades 38 18 20 38 18 20
Profitability (%) 40.625 43.75 37.5 40.625 43.75 37.5
Ratio Avg Win / Avg Loss 2.2467 3.0786 1.6255 1.5227 1.9635 1.2204
Largest Winning Trade 123091 123091 66457 104849 104849 72450
Largest Losing Trade -51896 -45192 -51896 -105785 -70067 -105785
Avg Bars in Trades 119 101 137 119 101 137
Avg Bars in Winners 216 173 266 216 173 266
Avg Bars in Losers 53 46 59 53 46 59
Bars Traded 7652 3263 4389 7652 3263 4389
Profit Streak 0 0 702.7983 0 0 702.7983
Trades During Streak 0 0 2 0 0 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -142803 334567 -581936 -498486 -130546 -583047

Evaluation Data

{
    "trading_pair": "WAVES_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7907,
    "evaluation_days": 1976.75,
    "actual_first_datapoint_time": 1547791200000,
    "first_datapoint_time": 1550858400000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1758848973479,
    "expiration_time": 1723706136000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "kcb",
        "factors": {
            "length": 143,
            "offset": 0,
            "scalar": 4
        }
    },
    "second_band": {
        "type": "hma",
        "factors": {
            "length": 79,
            "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": [
        [
            288775.0437532531,
            296793.7782937472,
            -8018.7345404943,
            30836.2077364922,
            151190.8244836097,
            -120354.6167471175
        ],
        [
            288.775044,
            296.793778,
            -8.018735,
            30.836208,
            151.190824,
            -120.354617
        ],
        [
            0.146086,
            0.150142,
            -0.004057,
            0.013598,
            0.046605,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -130359,
            -76601,
            -237677,
            -182883,
            -106355,
            -320862
        ],
        [
            1.537195,
            2.394488,
            0.975306,
            1.041878,
            1.52714,
            0.73226
        ],
        [
            64,
            32,
            32,
            64,
            32,
            32
        ],
        [
            26,
            14,
            12,
            26,
            14,
            12
        ],
        [
            38,
            18,
            20,
            38,
            18,
            20
        ],
        [
            40.625,
            43.75,
            37.5,
            40.625,
            43.75,
            37.5
        ],
        [
            2.24667,
            3.078627,
            1.62551,
            1.522745,
            1.963465,
            1.220433
        ],
        [
            123091,
            123091,
            66457,
            104849,
            104849,
            72450
        ],
        [
            -51896,
            -45192,
            -51896,
            -105785,
            -70067,
            -105785
        ],
        [
            119,
            101,
            137,
            119,
            101,
            137
        ],
        [
            216,
            173,
            266,
            216,
            173,
            266
        ],
        [
            53,
            46,
            59,
            53,
            46,
            59
        ],
        [
            7652,
            3263,
            4389,
            7652,
            3263,
            4389
        ],
        [
            0,
            0,
            702.798304,
            0,
            0,
            702.798304
        ],
        [
            0,
            0,
            2,
            0,
            0,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -142803,
            334567,
            -581936,
            -498486,
            -130546,
            -583047
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "WAVES_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7907,
    "evaluation_days": 1976.75,
    "actual_first_datapoint_time": 1547791200000,
    "first_datapoint_time": 1550858400000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1758848973479,
    "expiration_time": 1723706136000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "kcb",
        "factors": {
            "length": 143,
            "offset": 0,
            "scalar": 4
        }
    },
    "second_band": {
        "type": "hma",
        "factors": {
            "length": 79,
            "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)