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Trade: WAVES/USDT/120/ALMA/WMA/1090

Strategy
WAVES/USDT/120/ALMA/WMA/1090
Pair
WAVES_USDT
Interval
2h
Score
318093
Daily Profit
0.212261
Profit Factor
2.102777
Profitability
42.500000
Streak
0.000000
Best Strategy
Training Data Length
1618.000000
Evaluation Time
2025-09-29 05:06
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 227668.4764 343438.1642 -115769.6878 -72100.3968 347363.4104 -419463.8073
Total P&L (%) 227.6685 343.4382 -115.7697 -72.1004 347.3634 -419.4638
Avg Daily Profit (%) 0.1407 0.2123 -0.0716 -0.0789 0.0926 0
Buy And Hold Return (%) 23.8205 23.8205 23.8205 23.8205 23.8205 23.8205
Max Trade Drawdown -273664 -179054 -150616 -764741 -582489 -664164
Profit Factor 1.3111 2.1028 0.7247 0.9647 1.4125 0.6508
Total Trades 80 40 40 80 40 40
Winning Trades 30 17 13 30 17 13
Losing Trades 50 23 27 50 23 27
Profitability (%) 37.5 42.5 32.5 37.5 42.5 32.5
Ratio Avg Win / Avg Loss 2.1851 2.8449 1.5051 1.6079 1.911 1.3518
Largest Winning Trade 181395 181395 58883 381956 381956 291213
Largest Losing Trade -56041 -56041 -49023 -440361 -440361 -222643
Avg Bars in Trades 237 236 238 237 236 238
Avg Bars in Winners 387 346 440 387 346 440
Avg Bars in Losers 147 154 141 147 154 141
Bars Traded 18997 9454 9543 18997 9454 9543
Profit Streak 0 0 544.7544 0 0 544.7544
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -32569 318093 -584193 -606638 -70293 -585304
Evaluation Data
{
    "trading_pair": "WAVES_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 19416,
    "evaluation_days": 1618,
    "actual_first_datapoint_time": 1578729600000,
    "first_datapoint_time": 1580371200000,
    "last_datapoint_time": 1718589600000,
    "evaluation_time": 1759111584263,
    "expiration_time": 1723622227200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "alma",
        "factors": {
            "length": 229,
            "offset": 0
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 198,
            "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": [
        [
            227668.4764483447,
            343438.1642476105,
            -115769.6877992655,
            -72100.3968456186,
            347363.4104461881,
            -419463.8072918066
        ],
        [
            227.668476,
            343.438164,
            -115.769688,
            -72.100397,
            347.36341,
            -419.463807
        ],
        [
            0.14071,
            0.212261,
            -0.071551,
            -0.078866,
            0.092639,
            0
        ],
        [
            23.820483,
            23.820483,
            23.820483,
            23.820483,
            23.820483,
            23.820483
        ],
        [
            -273664,
            -179054,
            -150616,
            -764741,
            -582489,
            -664164
        ],
        [
            1.311056,
            2.102777,
            0.72468,
            0.964717,
            1.412501,
            0.650847
        ],
        [
            80,
            40,
            40,
            80,
            40,
            40
        ],
        [
            30,
            17,
            13,
            30,
            17,
            13
        ],
        [
            50,
            23,
            27,
            50,
            23,
            27
        ],
        [
            37.5,
            42.5,
            32.5,
            37.5,
            42.5,
            32.5
        ],
        [
            2.185093,
            2.844934,
            1.505105,
            1.607861,
            1.911031,
            1.351759
        ],
        [
            181395,
            181395,
            58883,
            381956,
            381956,
            291213
        ],
        [
            -56041,
            -56041,
            -49023,
            -440361,
            -440361,
            -222643
        ],
        [
            237,
            236,
            238,
            237,
            236,
            238
        ],
        [
            387,
            346,
            440,
            387,
            346,
            440
        ],
        [
            147,
            154,
            141,
            147,
            154,
            141
        ],
        [
            18997,
            9454,
            9543,
            18997,
            9454,
            9543
        ],
        [
            0,
            0,
            544.754447,
            0,
            0,
            544.754447
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -32569,
            318093,
            -584193,
            -606638,
            -70293,
            -585304
        ]
    ]
}
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": 1580371200000,
    "last_datapoint_time": 1718589600000,
    "evaluation_time": 1759111584263,
    "expiration_time": 1723622227200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "alma",
        "factors": {
            "length": 229,
            "offset": 0
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 198,
            "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)