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Trade: WAVES/USDT/120/ALMA/KCU/3520

Strategy
WAVES/USDT/120/ALMA/KCU/3520
Pair
WAVES_USDT
Interval
2h
Score
310997
Daily Profit
0.280768
Profit Factor
1.966205
Profitability
41.379310
Streak
0.000000
Best Strategy
Training Data Length
1618.000000
Evaluation Time
2025-09-29 15:23
Expiration Time
2024-08-14 10:57

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 432318.7913 454282.5311 -21963.7399 -30870.2483 -36111.335 5241.0868
Total P&L (%) 432.3188 454.2825 -21.9637 -30.8702 -36.1113 5.2411
Avg Daily Profit (%) 0.2672 0.2808 -0.0136 -0.0228 -0.0277 0.0032
Buy And Hold Return (%) 21.5819 21.5819 21.5819 21.5819 21.5819 21.5819
Max Trade Drawdown -140978 -159655 -63218 -820693 -927273 -165701
Profit Factor 1.7269 1.9662 0.8237 0.9842 0.9788 1.0206
Total Trades 59 29 30 59 29 30
Winning Trades 22 12 10 22 12 10
Losing Trades 37 17 20 37 17 20
Profitability (%) 37.2881 41.3793 33.3333 37.2881 41.3793 33.3333
Ratio Avg Win / Avg Loss 2.9043 2.7855 1.6473 1.6553 1.3866 2.0411
Largest Winning Trade 186349 186349 23915 458425 458425 151739
Largest Losing Trade -70893 -70893 -15652 -587904 -587904 -55148
Avg Bars in Trades 318 601 44 318 601 44
Avg Bars in Winners 504 877 56 504 877 56
Avg Bars in Losers 207 406 38 207 406 38
Bars Traded 18780 17448 1332 18780 17448 1332
Profit Streak 481.6828 0 536.4328 481.6828 0 536.4328
Trades During Streak 1 0 1 1 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -172668 310997 -583945 -762136 -582518 -557113
Evaluation Data
{
    "trading_pair": "WAVES_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 19416,
    "evaluation_days": 1618,
    "actual_first_datapoint_time": 1578729600000,
    "first_datapoint_time": 1580306400000,
    "last_datapoint_time": 1718589600000,
    "evaluation_time": 1759148595122,
    "expiration_time": 1723622227200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "alma",
        "factors": {
            "length": 149,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcu",
        "factors": {
            "length": 220,
            "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": [
        [
            432318.7912563569,
            454282.5311475209,
            -21963.7398911638,
            -30870.2482987109,
            -36111.3350499529,
            5241.086751242
        ],
        [
            432.318791,
            454.282531,
            -21.96374,
            -30.870248,
            -36.111335,
            5.241087
        ],
        [
            0.267193,
            0.280768,
            -0.013575,
            -0.022815,
            -0.027686,
            0.003157
        ],
        [
            21.581921,
            21.581921,
            21.581921,
            21.581921,
            21.581921,
            21.581921
        ],
        [
            -140978,
            -159655,
            -63218,
            -820693,
            -927273,
            -165701
        ],
        [
            1.72691,
            1.966205,
            0.823673,
            0.984226,
            0.978785,
            1.020566
        ],
        [
            59,
            29,
            30,
            59,
            29,
            30
        ],
        [
            22,
            12,
            10,
            22,
            12,
            10
        ],
        [
            37,
            17,
            20,
            37,
            17,
            20
        ],
        [
            37.288136,
            41.37931,
            33.333333,
            37.288136,
            41.37931,
            33.333333
        ],
        [
            2.904349,
            2.785458,
            1.647347,
            1.655289,
            1.386613,
            2.041132
        ],
        [
            186349,
            186349,
            23915,
            458425,
            458425,
            151739
        ],
        [
            -70893,
            -70893,
            -15652,
            -587904,
            -587904,
            -55148
        ],
        [
            318,
            601,
            44,
            318,
            601,
            44
        ],
        [
            504,
            877,
            56,
            504,
            877,
            56
        ],
        [
            207,
            406,
            38,
            207,
            406,
            38
        ],
        [
            18780,
            17448,
            1332,
            18780,
            17448,
            1332
        ],
        [
            481.682814,
            0,
            536.432814,
            481.682814,
            0,
            536.432814
        ],
        [
            1,
            0,
            1,
            1,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -172668,
            310997,
            -583945,
            -762136,
            -582518,
            -557113
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "WAVES_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 19416,
    "evaluation_days": 1618,
    "actual_first_datapoint_time": 1578729600000,
    "first_datapoint_time": 1580306400000,
    "last_datapoint_time": 1718589600000,
    "evaluation_time": 1759148595122,
    "expiration_time": 1723622227200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "alma",
        "factors": {
            "length": 149,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcu",
        "factors": {
            "length": 220,
            "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)