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Trade: WAVES/USDT/120/ALMA/KCU/4119

Strategy
WAVES/USDT/120/ALMA/KCU/4119
Pair
WAVES_USDT
Interval
2h
Score
309438
Daily Profit
0.223380
Profit Factor
2.016347
Profitability
42.105263
Streak
0.000000
Best Strategy
Training Data Length
1618.000000
Evaluation Time
2025-09-29 01:51
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 392745.7686 361428.8063 31316.9624 164977.3783 123524.2735 41453.1048
Total P&L (%) 392.7458 361.4288 31.317 164.9774 123.5243 41.4531
Avg Daily Profit (%) 0.2427 0.2234 0.0194 0.0602 0.0497 0.0214
Buy And Hold Return (%) 22.1062 22.1062 22.1062 22.1062 22.1062 22.1062
Max Trade Drawdown -145396 -152243 -54325 -563186 -671955 -295726
Profit Factor 1.7745 2.0163 1.2068 1.0912 1.099 1.0738
Total Trades 76 38 38 76 38 38
Winning Trades 40 16 24 40 16 24
Losing Trades 36 22 14 36 22 14
Profitability (%) 52.6316 42.1053 63.1579 52.6316 42.1053 63.1579
Ratio Avg Win / Avg Loss 1.5971 2.7725 0.704 0.9821 1.5111 0.6264
Largest Winning Trade 151830 151830 43686 260956 260956 187546
Largest Losing Trade -51380 -51380 -29497 -259557 -259557 -142264
Avg Bars in Trades 245 393 97 245 393 97
Avg Bars in Winners 333 673 105 333 673 105
Avg Bars in Losers 148 190 82 148 190 82
Bars Traded 18659 14964 3695 18659 14964 3695
Profit Streak 0 0 860.7856 0 0 860.7856
Trades During Streak 0 0 6 0 0 6
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -42084 309438 -202209 -287826 -241048 -309850
Evaluation Data
{
    "trading_pair": "WAVES_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 19416,
    "evaluation_days": 1618,
    "actual_first_datapoint_time": 1578729600000,
    "first_datapoint_time": 1580284800000,
    "last_datapoint_time": 1718589600000,
    "evaluation_time": 1759099876939,
    "expiration_time": 1723622227200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "alma",
        "factors": {
            "length": 217,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcu",
        "factors": {
            "length": 136,
            "offset": 0,
            "scalar": 5
        }
    }
}
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": [
        [
            392745.7686233273,
            361428.8062694162,
            31316.9623539111,
            164977.3783235771,
            123524.2735371513,
            41453.1047864257
        ],
        [
            392.745769,
            361.428806,
            31.316962,
            164.977378,
            123.524274,
            41.453105
        ],
        [
            0.242735,
            0.22338,
            0.019355,
            0.060245,
            0.049725,
            0.021436
        ],
        [
            22.106219,
            22.106219,
            22.106219,
            22.106219,
            22.106219,
            22.106219
        ],
        [
            -145396,
            -152243,
            -54325,
            -563186,
            -671955,
            -295726
        ],
        [
            1.774541,
            2.016347,
            1.206777,
            1.091167,
            1.098975,
            1.073815
        ],
        [
            76,
            38,
            38,
            76,
            38,
            38
        ],
        [
            40,
            16,
            24,
            40,
            16,
            24
        ],
        [
            36,
            22,
            14,
            36,
            22,
            14
        ],
        [
            52.631579,
            42.105263,
            63.157895,
            52.631579,
            42.105263,
            63.157895
        ],
        [
            1.597087,
            2.772476,
            0.703953,
            0.98205,
            1.51109,
            0.626392
        ],
        [
            151830,
            151830,
            43686,
            260956,
            260956,
            187546
        ],
        [
            -51380,
            -51380,
            -29497,
            -259557,
            -259557,
            -142264
        ],
        [
            245,
            393,
            97,
            245,
            393,
            97
        ],
        [
            333,
            673,
            105,
            333,
            673,
            105
        ],
        [
            148,
            190,
            82,
            148,
            190,
            82
        ],
        [
            18659,
            14964,
            3695,
            18659,
            14964,
            3695
        ],
        [
            0,
            0,
            860.785613,
            0,
            0,
            860.785613
        ],
        [
            0,
            0,
            6,
            0,
            0,
            6
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -42084,
            309438,
            -202209,
            -287826,
            -241048,
            -309850
        ]
    ]
}
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": 1580284800000,
    "last_datapoint_time": 1718589600000,
    "evaluation_time": 1759099876939,
    "expiration_time": 1723622227200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "alma",
        "factors": {
            "length": 217,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcu",
        "factors": {
            "length": 136,
            "offset": 0,
            "scalar": 5
        }
    }
}

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)