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Trade: WAVES/USDT/120/HL2/ALMA/9621

Strategy
WAVES/USDT/120/HL2/ALMA/9621
Pair
WAVES_USDT
Interval
2h
Score
310815
Daily Profit
0.199907
Profit Factor
1.350466
Profitability
43.809524
Streak
0.000000
Best Strategy
Training Data Length
1618.000000
Evaluation Time
2025-09-26 15:28
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 236278.223 323450.2017 -87171.9787 -75350.6207 58572.2697 -133922.8904
Total P&L (%) 236.2782 323.4502 -87.172 -75.3506 58.5723 -133.9229
Avg Daily Profit (%) 0.146 0.1999 -0.0539 -0.0865 0.0285 0
Buy And Hold Return (%) 23.9774 23.9774 23.9774 23.9774 23.9774 23.9774
Max Trade Drawdown -232164 -214994 -143443 -501946 -540551 -274869
Profit Factor 1.1272 1.3505 0.9067 0.9741 1.0391 0.9053
Total Trades 840 420 420 840 420 420
Winning Trades 379 184 195 379 184 195
Losing Trades 461 236 225 461 236 225
Profitability (%) 45.119 43.8095 46.4286 45.119 43.8095 46.4286
Ratio Avg Win / Avg Loss 1.3711 1.7321 1.0462 1.1849 1.3328 1.0445
Largest Winning Trade 87444 87444 46289 177793 177793 153632
Largest Losing Trade -60543 -50426 -60543 -246157 -246157 -235924
Avg Bars in Trades 22 23 22 22 23 22
Avg Bars in Winners 26 28 25 26 28 25
Avg Bars in Losers 19 19 19 19 19 19
Bars Traded 19132 9859 9273 19132 9859 9273
Profit Streak 0 0 483.1032 0 0 483.1032
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -75949 310815 -577998 -576344 -336738 -577998

Evaluation Data

{
    "trading_pair": "WAVES_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 19416,
    "evaluation_days": 1618,
    "actual_first_datapoint_time": 1578729600000,
    "first_datapoint_time": 1579680000000,
    "last_datapoint_time": 1718589600000,
    "evaluation_time": 1758889719652,
    "expiration_time": 1723622227200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "hl2",
        "factors": {
            "length": 0,
            "offset": 132
        }
    },
    "second_band": {
        "type": "alma",
        "factors": {
            "length": 108,
            "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": [
        [
            236278.2230066629,
            323450.2017458321,
            -87171.9787391688,
            -75350.6206965049,
            58572.2696898112,
            -133922.890386316
        ],
        [
            236.278223,
            323.450202,
            -87.171979,
            -75.350621,
            58.57227,
            -133.92289
        ],
        [
            0.146031,
            0.199907,
            -0.053876,
            -0.086515,
            0.028499,
            0
        ],
        [
            23.977417,
            23.977417,
            23.977417,
            23.977417,
            23.977417,
            23.977417
        ],
        [
            -232164,
            -214994,
            -143443,
            -501946,
            -540551,
            -274869
        ],
        [
            1.12719,
            1.350466,
            0.906745,
            0.974115,
            1.039112,
            0.90525
        ],
        [
            840,
            420,
            420,
            840,
            420,
            420
        ],
        [
            379,
            184,
            195,
            379,
            184,
            195
        ],
        [
            461,
            236,
            225,
            461,
            236,
            225
        ],
        [
            45.119048,
            43.809524,
            46.428571,
            45.119048,
            43.809524,
            46.428571
        ],
        [
            1.371067,
            1.73212,
            1.046244,
            1.184874,
            1.332774,
            1.044519
        ],
        [
            87444,
            87444,
            46289,
            177793,
            177793,
            153632
        ],
        [
            -60543,
            -50426,
            -60543,
            -246157,
            -246157,
            -235924
        ],
        [
            22,
            23,
            22,
            22,
            23,
            22
        ],
        [
            26,
            28,
            25,
            26,
            28,
            25
        ],
        [
            19,
            19,
            19,
            19,
            19,
            19
        ],
        [
            19132,
            9859,
            9273,
            19132,
            9859,
            9273
        ],
        [
            0,
            0,
            483.103236,
            0,
            0,
            483.103237
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -75949,
            310815,
            -577998,
            -576344,
            -336738,
            -577998
        ]
    ]
}
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": 1579680000000,
    "last_datapoint_time": 1718589600000,
    "evaluation_time": 1758889719652,
    "expiration_time": 1723622227200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hl2",
        "factors": {
            "length": 0,
            "offset": 132
        }
    },
    "second_band": {
        "type": "alma",
        "factors": {
            "length": 108,
            "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)