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Trade: WAVES/USDT/360/KCU/EMA/8542

Strategy
WAVES/USDT/360/KCU/EMA/8542
Pair
WAVES_USDT
Interval
6h
Score
347085
Daily Profit
0.169349
Profit Factor
1.267408
Profitability
67.441860
Streak
515.610711
Best Strategy
Training Data Length
1976.750000
Evaluation Time
2025-09-25 11:39
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 -1773538.5671 44054.8715 -1817593.4386 281069.3662 -2454355.1141 2735424.4803
Total P&L (%) -1773.5386 44.0549 -1817.5934 281.0694 -2454.3551 2735.4245
Avg Daily Profit (%) -0.8972 0.0223 -0.9195 0.0677 0 0.1693
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -2135700 -61537 -2107493 -11850469 -2602475 -9384483
Profit Factor 0.2522 1.2878 0.1808 1.0201 0.3497 1.2674
Total Trades 86 43 43 86 43 43
Winning Trades 55 24 31 51 22 29
Losing Trades 31 19 12 35 21 14
Profitability (%) 63.9535 55.814 72.093 59.3023 51.1628 67.4419
Ratio Avg Win / Avg Loss 0.1422 1.0195 0.07 0.7 0.3338 0.6119
Largest Winning Trade 36703 36645 36703 11691463 409421 11691463
Largest Losing Trade -2051622 -60598 -2051622 -6002305 -1082067 -6002305
Avg Bars in Trades 86 30 142 86 30 142
Avg Bars in Winners 32 23 39 54 23 77
Avg Bars in Losers 182 39 408 134 38 278
Bars Traded 7454 1318 6136 7454 1318 6136
Profit Streak 500.1107 500.1107 515.6107 500.1107 500.1107 515.6107
Trades During Streak 3 1 3 3 1 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -577125 -163553 -576527 -299883 -579992 347085

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": 1551679200000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1758789565458,
    "expiration_time": 1723706136000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "kcu",
        "factors": {
            "length": 28,
            "offset": 242,
            "scalar": 5
        }
    },
    "second_band": {
        "type": "ema",
        "factors": {
            "length": 181,
            "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": [
        [
            -1773538.567056551,
            44054.8715254843,
            -1817593.4385820355,
            281069.3661871946,
            -2454355.1141295526,
            2735424.480316749
        ],
        [
            -1773.538567,
            44.054872,
            -1817.593439,
            281.069366,
            -2454.355114,
            2735.42448
        ],
        [
            -0.897199,
            0.022287,
            -0.919486,
            0.0677,
            0,
            0.169349
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -2135700,
            -61537,
            -2107493,
            -11850469,
            -2602475,
            -9384483
        ],
        [
            0.252245,
            1.287812,
            0.180803,
            1.020071,
            0.349714,
            1.267408
        ],
        [
            86,
            43,
            43,
            86,
            43,
            43
        ],
        [
            55,
            24,
            31,
            51,
            22,
            29
        ],
        [
            31,
            19,
            12,
            35,
            21,
            14
        ],
        [
            63.953488,
            55.813953,
            72.093023,
            59.302326,
            51.162791,
            67.44186
        ],
        [
            0.142175,
            1.019518,
            0.069988,
            0.700049,
            0.333818,
            0.611852
        ],
        [
            36703,
            36645,
            36703,
            11691463,
            409421,
            11691463
        ],
        [
            -2051622,
            -60598,
            -2051622,
            -6002305,
            -1082067,
            -6002305
        ],
        [
            86,
            30,
            142,
            86,
            30,
            142
        ],
        [
            32,
            23,
            39,
            54,
            23,
            77
        ],
        [
            182,
            39,
            408,
            134,
            38,
            278
        ],
        [
            7454,
            1318,
            6136,
            7454,
            1318,
            6136
        ],
        [
            500.110711,
            500.110711,
            515.610711,
            500.110711,
            500.110711,
            515.610711
        ],
        [
            3,
            1,
            3,
            3,
            1,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -577125,
            -163553,
            -576527,
            -299883,
            -579992,
            347085
        ]
    ]
}
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": 1551679200000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1758789565458,
    "expiration_time": 1723706136000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "kcu",
        "factors": {
            "length": 28,
            "offset": 242,
            "scalar": 5
        }
    },
    "second_band": {
        "type": "ema",
        "factors": {
            "length": 181,
            "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)