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Trade: WAVES/USDT/360/PWMA/KCU/5267

Strategy
WAVES/USDT/360/PWMA/KCU/5267
Pair
WAVES_USDT
Interval
6h
Score
418241
Daily Profit
0.155048
Profit Factor
2.213279
Profitability
51.612903
Streak
0.000000
Best Strategy
Training Data Length
1976.750000
Evaluation Time
2025-09-26 03:23
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 90208.1876 306491.3884 -216283.2008 -103467.2522 1113077.5952 -1216544.8474
Total P&L (%) 90.2082 306.4914 -216.2832 -103.4673 1113.0776 -1216.5448
Avg Daily Profit (%) 0.0456 0.155 -0.1094 0 0.1263 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -312573 -163344 -256433 -1659256 -677105 -1297741
Profit Factor 1.1377 2.2133 0.4628 0.9639 2.0189 0.3143
Total Trades 63 31 32 63 31 32
Winning Trades 31 16 15 31 16 15
Losing Trades 32 15 17 32 15 17
Profitability (%) 49.2063 51.6129 46.875 49.2063 51.6129 46.875
Ratio Avg Win / Avg Loss 1.1744 2.0749 0.5246 0.995 1.8927 0.3562
Largest Winning Trade 88729 88729 51260 362613 362613 241758
Largest Losing Trade -118551 -92020 -118551 -655054 -655054 -567008
Avg Bars in Trades 97 174 23 97 174 23
Avg Bars in Winners 73 120 23 123 220 19
Avg Bars in Losers 121 232 23 72 125 26
Bars Traded 6164 5413 751 6164 5413 751
Profit Streak 558.266 0 561.516 0 567.266 0
Trades During Streak 1 0 1 0 1 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -351777 418241 -581164 -732086 -19353 -581747

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": 1551549600000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1758846185246,
    "expiration_time": 1723706136000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 36,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcu",
        "factors": {
            "length": 175,
            "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": [
        [
            90208.187606099,
            306491.3884382014,
            -216283.2008321025,
            -103467.2522004975,
            1113077.5952364658,
            -1216544.8474369626
        ],
        [
            90.208188,
            306.491388,
            -216.283201,
            -103.467252,
            1113.077595,
            -1216.544847
        ],
        [
            0.045635,
            0.155048,
            -0.109414,
            0,
            0.126335,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -312573,
            -163344,
            -256433,
            -1659256,
            -677105,
            -1297741
        ],
        [
            1.137667,
            2.213279,
            0.462848,
            0.963905,
            2.018899,
            0.314279
        ],
        [
            63,
            31,
            32,
            63,
            31,
            32
        ],
        [
            31,
            16,
            15,
            31,
            16,
            15
        ],
        [
            32,
            15,
            17,
            32,
            15,
            17
        ],
        [
            49.206349,
            51.612903,
            46.875,
            49.206349,
            51.612903,
            46.875
        ],
        [
            1.174366,
            2.074949,
            0.524561,
            0.994999,
            1.892717,
            0.356183
        ],
        [
            88729,
            88729,
            51260,
            362613,
            362613,
            241758
        ],
        [
            -118551,
            -92020,
            -118551,
            -655054,
            -655054,
            -567008
        ],
        [
            97,
            174,
            23,
            97,
            174,
            23
        ],
        [
            73,
            120,
            23,
            123,
            220,
            19
        ],
        [
            121,
            232,
            23,
            72,
            125,
            26
        ],
        [
            6164,
            5413,
            751,
            6164,
            5413,
            751
        ],
        [
            558.266033,
            0,
            561.516033,
            0,
            567.266033,
            0
        ],
        [
            1,
            0,
            1,
            0,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -351777,
            418241,
            -581164,
            -732086,
            -19353,
            -581747
        ]
    ]
}
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": 1551549600000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1758846185246,
    "expiration_time": 1723706136000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 36,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcu",
        "factors": {
            "length": 175,
            "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)