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Trade: WAVES/USDT/240/ALMA/DEMA/5815

Strategy
WAVES/USDT/240/ALMA/DEMA/5815
Pair
WAVES_USDT
Interval
4h
Score
380520
Daily Profit
0.311917
Profit Factor
1.670434
Profitability
41.666667
Streak
494.813884
Best Strategy
Training Data Length
1976.000000
Evaluation Time
2025-09-26 14:32
Expiration Time
2024-08-15 09:43

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 616347.4499 512905.5621 103441.8878 882499.6156 190726.796 691772.8196
Total P&L (%) 616.3475 512.9056 103.4419 882.4996 190.7268 691.7728
Avg Daily Profit (%) 0.3119 0.2596 0.0523 0.1157 0.054 0.1048
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -115009 -71927 -100625 -2648182 -1580010 -2267370
Profit Factor 1.6704 2.0354 1.244 1.0757 1.0302 1.1296
Total Trades 204 102 102 204 102 102
Winning Trades 85 42 43 85 42 43
Losing Trades 119 60 59 119 60 59
Profitability (%) 41.6667 41.1765 42.1569 41.6667 41.1765 42.1569
Ratio Avg Win / Avg Loss 2.3386 2.9077 1.7069 1.506 1.4717 1.5499
Largest Winning Trade 144788 144788 46501 978106 978106 856847
Largest Losing Trade -32687 -32687 -29906 -807619 -497018 -807619
Avg Bars in Trades 56 50 62 56 50 62
Avg Bars in Winners 85 76 94 85 76 94
Avg Bars in Losers 35 31 40 35 31 40
Bars Traded 11517 5106 6411 11517 5106 6411
Profit Streak 494.8139 518.3139 0 494.8139 518.3139 0
Trades During Streak 1 1 0 1 1 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 380520 334287 -125487 -175846 -311225 -132909

Evaluation Data

{
    "trading_pair": "WAVES_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11856,
    "evaluation_days": 1976,
    "actual_first_datapoint_time": 1547798400000,
    "first_datapoint_time": 1550030400000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1758886319606,
    "expiration_time": 1723704192000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "alma",
        "factors": {
            "length": 56,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dema",
        "factors": {
            "length": 156,
            "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": [
        [
            616347.4498847391,
            512905.5620606515,
            103441.8878240875,
            882499.6156122073,
            190726.7959772188,
            691772.8196349889
        ],
        [
            616.34745,
            512.905562,
            103.441888,
            882.499616,
            190.726796,
            691.77282
        ],
        [
            0.311917,
            0.259568,
            0.052349,
            0.115701,
            0.054023,
            0.104767
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -115009,
            -71927,
            -100625,
            -2648182,
            -1580010,
            -2267370
        ],
        [
            1.670434,
            2.035413,
            1.243988,
            1.075709,
            1.030188,
            1.129581
        ],
        [
            204,
            102,
            102,
            204,
            102,
            102
        ],
        [
            85,
            42,
            43,
            85,
            42,
            43
        ],
        [
            119,
            60,
            59,
            119,
            60,
            59
        ],
        [
            41.666667,
            41.176471,
            42.156863,
            41.666667,
            41.176471,
            42.156863
        ],
        [
            2.338607,
            2.907733,
            1.706867,
            1.505993,
            1.471698,
            1.54989
        ],
        [
            144788,
            144788,
            46501,
            978106,
            978106,
            856847
        ],
        [
            -32687,
            -32687,
            -29906,
            -807619,
            -497018,
            -807619
        ],
        [
            56,
            50,
            62,
            56,
            50,
            62
        ],
        [
            85,
            76,
            94,
            85,
            76,
            94
        ],
        [
            35,
            31,
            40,
            35,
            31,
            40
        ],
        [
            11517,
            5106,
            6411,
            11517,
            5106,
            6411
        ],
        [
            494.813884,
            518.313884,
            0,
            494.813884,
            518.313884,
            0
        ],
        [
            1,
            1,
            0,
            1,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            380520,
            334287,
            -125487,
            -175846,
            -311225,
            -132909
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "WAVES_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11856,
    "evaluation_days": 1976,
    "actual_first_datapoint_time": 1547798400000,
    "first_datapoint_time": 1550030400000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1758886319606,
    "expiration_time": 1723704192000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "alma",
        "factors": {
            "length": 56,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dema",
        "factors": {
            "length": 156,
            "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)