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Trade: WAVES/USDT/360/KCL/ALMA/2436

Strategy
WAVES/USDT/360/KCL/ALMA/2436
Pair
WAVES_USDT
Interval
6h
Score
305159
Daily Profit
0.151108
Profit Factor
1.431758
Profitability
62.992126
Streak
520.239388
Best Strategy
Training Data Length
1976.750000
Evaluation Time
2025-10-07 20:44
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 178998.6222 298702.6214 -119703.9992 -98399.8188 41722.481 -140122.2998
Total P&L (%) 178.9986 298.7026 -119.704 -98.3998 41.7225 -140.1223
Avg Daily Profit (%) 0.0906 0.1511 -0.0606 -0.209 0.0176 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -139414 -167625 -172952 -140765 -76538 -150348
Profit Factor 1.1522 1.4318 0.7529 0.7499 1.2313 0.3424
Total Trades 254 127 127 254 127 127
Winning Trades 159 80 79 159 80 79
Losing Trades 95 47 48 95 47 48
Profitability (%) 62.5984 62.9921 62.2047 62.5984 62.9921 62.2047
Ratio Avg Win / Avg Loss 0.6884 0.8412 0.4574 0.4481 0.7234 0.208
Largest Winning Trade 93095 93095 13789 51215 51215 8773
Largest Losing Trade -93001 -81635 -93001 -125286 -56899 -125286
Avg Bars in Trades 30 54 6 30 54 6
Avg Bars in Winners 16 26 5 16 26 5
Avg Bars in Losers 54 101 8 54 101 8
Bars Traded 7769 6915 854 7769 6915 854
Profit Streak 0 520.2394 0 0 520.2394 0
Trades During Streak 0 1 0 0 1 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -123895 305159 -579135 -577815 -171304 -579135
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": 1548288000000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1759859083104,
    "expiration_time": 1723706136000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "kcl",
        "factors": {
            "length": 8,
            "offset": 0,
            "scalar": 2
        }
    },
    "second_band": {
        "type": "alma",
        "factors": {
            "length": 24,
            "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": [
        [
            178998.6221729941,
            298702.6214101627,
            -119703.9992371689,
            -98399.8188257339,
            41722.48096828,
            -140122.2997940138
        ],
        [
            178.998622,
            298.702621,
            -119.703999,
            -98.399819,
            41.722481,
            -140.1223
        ],
        [
            0.090552,
            0.151108,
            -0.060556,
            -0.208966,
            0.017642,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -139414,
            -167625,
            -172952,
            -140765,
            -76538,
            -150348
        ],
        [
            1.152188,
            1.431758,
            0.75285,
            0.74993,
            1.231272,
            0.34241
        ],
        [
            254,
            127,
            127,
            254,
            127,
            127
        ],
        [
            159,
            80,
            79,
            159,
            80,
            79
        ],
        [
            95,
            47,
            48,
            95,
            47,
            48
        ],
        [
            62.598425,
            62.992126,
            62.204724,
            62.598425,
            62.992126,
            62.204724
        ],
        [
            0.688414,
            0.841158,
            0.457428,
            0.448071,
            0.723372,
            0.208046
        ],
        [
            93095,
            93095,
            13789,
            51215,
            51215,
            8773
        ],
        [
            -93001,
            -81635,
            -93001,
            -125286,
            -56899,
            -125286
        ],
        [
            30,
            54,
            6,
            30,
            54,
            6
        ],
        [
            16,
            26,
            5,
            16,
            26,
            5
        ],
        [
            54,
            101,
            8,
            54,
            101,
            8
        ],
        [
            7769,
            6915,
            854,
            7769,
            6915,
            854
        ],
        [
            0,
            520.239388,
            0,
            0,
            520.239388,
            0
        ],
        [
            0,
            1,
            0,
            0,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -123895,
            305159,
            -579135,
            -577815,
            -171304,
            -579135
        ]
    ]
}
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": 1548288000000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1759859083104,
    "expiration_time": 1723706136000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "kcl",
        "factors": {
            "length": 8,
            "offset": 0,
            "scalar": 2
        }
    },
    "second_band": {
        "type": "alma",
        "factors": {
            "length": 24,
            "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)