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Trade: WAVES/USDT/120/ALMA/PWMA/8803

Strategy
WAVES/USDT/120/ALMA/PWMA/8803
Pair
WAVES_USDT
Interval
2h
Score
344504
Daily Profit
0.387991
Profit Factor
1.947992
Profitability
39.393939
Streak
0.000000
Best Strategy
Training Data Length
1618.000000
Evaluation Time
2025-10-08 03:08
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 627769.4785 578922.2095 48847.269 740826.8934 -143715.7928 884542.6862
Total P&L (%) 627.7695 578.9222 48.8473 740.8269 -143.7158 884.5427
Avg Daily Profit (%) 0.388 0.3578 0.0302 0.1317 0 0.1414
Buy And Hold Return (%) 23.1403 23.1403 23.1403 23.1403 23.1403 23.1403
Max Trade Drawdown -191109 -149206 -74812 -3001859 -2442756 -604267
Profit Factor 1.948 2.9324 1.1347 1.1084 0.9634 1.3036
Total Trades 132 66 66 132 66 66
Winning Trades 52 26 26 52 26 26
Losing Trades 80 40 40 80 40 40
Profitability (%) 39.3939 39.3939 39.3939 39.3939 39.3939 39.3939
Ratio Avg Win / Avg Loss 2.9969 4.5113 1.7457 1.7052 1.4821 2.0055
Largest Winning Trade 173765 173765 69744 1329582 1094283 1329582
Largest Losing Trade -50899 -47661 -50899 -1542300 -1542300 -399407
Avg Bars in Trades 141 140 142 141 140 142
Avg Bars in Winners 250 241 260 250 241 260
Avg Bars in Losers 70 74 66 70 74 66
Bars Traded 18664 9242 9422 18664 9242 9422
Profit Streak 0 0 0 0 0 0
Trades During Streak 0 0 0 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 344504 -113596 -358523 -120786 -707694 -131158
Evaluation Data
{
    "trading_pair": "WAVES_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 19416,
    "evaluation_days": 1618,
    "actual_first_datapoint_time": 1578729600000,
    "first_datapoint_time": 1580400000000,
    "last_datapoint_time": 1718589600000,
    "evaluation_time": 1759882114438,
    "expiration_time": 1723622227200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "alma",
        "factors": {
            "length": 57,
            "offset": 176
        }
    },
    "second_band": {
        "type": "pwma",
        "factors": {
            "length": 26,
            "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": [
        [
            627769.47848912,
            578922.2095133986,
            48847.2689757207,
            740826.8933866435,
            -143715.7927723174,
            884542.6861589609
        ],
        [
            627.769478,
            578.92221,
            48.847269,
            740.826893,
            -143.715793,
            884.542686
        ],
        [
            0.387991,
            0.357801,
            0.03019,
            0.131682,
            0,
            0.141448
        ],
        [
            23.140307,
            23.140307,
            23.140307,
            23.140307,
            23.140307,
            23.140307
        ],
        [
            -191109,
            -149206,
            -74812,
            -3001859,
            -2442756,
            -604267
        ],
        [
            1.947992,
            2.932374,
            1.134707,
            1.10838,
            0.963356,
            1.303596
        ],
        [
            132,
            66,
            66,
            132,
            66,
            66
        ],
        [
            52,
            26,
            26,
            52,
            26,
            26
        ],
        [
            80,
            40,
            40,
            80,
            40,
            40
        ],
        [
            39.393939,
            39.393939,
            39.393939,
            39.393939,
            39.393939,
            39.393939
        ],
        [
            2.996911,
            4.511345,
            1.745703,
            1.705199,
            1.482086,
            2.005532
        ],
        [
            173765,
            173765,
            69744,
            1329582,
            1094283,
            1329582
        ],
        [
            -50899,
            -47661,
            -50899,
            -1542300,
            -1542300,
            -399407
        ],
        [
            141,
            140,
            142,
            141,
            140,
            142
        ],
        [
            250,
            241,
            260,
            250,
            241,
            260
        ],
        [
            70,
            74,
            66,
            70,
            74,
            66
        ],
        [
            18664,
            9242,
            9422,
            18664,
            9242,
            9422
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            344504,
            -113596,
            -358523,
            -120786,
            -707694,
            -131158
        ]
    ]
}
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": 1580400000000,
    "last_datapoint_time": 1718589600000,
    "evaluation_time": 1759882114438,
    "expiration_time": 1723622227200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "alma",
        "factors": {
            "length": 57,
            "offset": 176
        }
    },
    "second_band": {
        "type": "pwma",
        "factors": {
            "length": 26,
            "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)