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Trade: WAVES/USDT/240/ALMA/HILO/7800

Strategy
WAVES/USDT/240/ALMA/HILO/7800
Pair
WAVES_USDT
Interval
4h
Score
492366
Daily Profit
0.334296
Profit Factor
1.539951
Profitability
50.000000
Streak
0.000000
Best Strategy
Training Data Length
1976.000000
Evaluation Time
2025-10-02 06:30
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 660568.0445 524345.6401 136222.4044 1471324.8139 1793608.8919 -322284.0781
Total P&L (%) 660.568 524.3456 136.2224 1471.3248 1793.6089 -322.2841
Avg Daily Profit (%) 0.3343 0.2654 0.0689 0.1395 0.149 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -129115 -115293 -165430 -1604788 -1218930 -1229366
Profit Factor 1.54 1.8598 1.222 1.1753 1.4443 0.926
Total Trades 350 175 175 350 175 175
Winning Trades 175 80 95 175 80 95
Losing Trades 175 95 80 175 95 80
Profitability (%) 50 45.7143 54.2857 50 45.7143 54.2857
Ratio Avg Win / Avg Loss 1.54 2.2085 1.0291 1.1753 1.7151 0.7798
Largest Winning Trade 133276 133276 61554 792905 792905 534375
Largest Losing Trade -55083 -37497 -55083 -492036 -413634 -492036
Avg Bars in Trades 33 30 36 33 30 36
Avg Bars in Winners 41 40 42 41 40 42
Avg Bars in Losers 25 22 28 25 22 28
Bars Traded 11650 5335 6315 11650 5335 6315
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 492366 389532 -100364 -32304 251331 -579861
Evaluation Data
{
    "trading_pair": "WAVES_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11856,
    "evaluation_days": 1976,
    "actual_first_datapoint_time": 1547798400000,
    "first_datapoint_time": 1548489600000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1759375815927,
    "expiration_time": 1723704192000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "alma",
        "factors": {
            "length": 49,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "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": [
        [
            660568.0444501557,
            524345.6400925582,
            136222.4043575976,
            1471324.813858125,
            1793608.8919160676,
            -322284.078057942
        ],
        [
            660.568044,
            524.34564,
            136.222404,
            1471.324814,
            1793.608892,
            -322.284078
        ],
        [
            0.334296,
            0.265357,
            0.068938,
            0.139495,
            0.14895,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -129115,
            -115293,
            -165430,
            -1604788,
            -1218930,
            -1229366
        ],
        [
            1.539951,
            1.859786,
            1.222031,
            1.175263,
            1.444279,
            0.926045
        ],
        [
            350,
            175,
            175,
            350,
            175,
            175
        ],
        [
            175,
            80,
            95,
            175,
            80,
            95
        ],
        [
            175,
            95,
            80,
            175,
            95,
            80
        ],
        [
            50,
            45.714286,
            54.285714,
            50,
            45.714286,
            54.285714
        ],
        [
            1.539951,
            2.208496,
            1.029079,
            1.175263,
            1.715081,
            0.779827
        ],
        [
            133276,
            133276,
            61554,
            792905,
            792905,
            534375
        ],
        [
            -55083,
            -37497,
            -55083,
            -492036,
            -413634,
            -492036
        ],
        [
            33,
            30,
            36,
            33,
            30,
            36
        ],
        [
            41,
            40,
            42,
            41,
            40,
            42
        ],
        [
            25,
            22,
            28,
            25,
            22,
            28
        ],
        [
            11650,
            5335,
            6315,
            11650,
            5335,
            6315
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            492366,
            389532,
            -100364,
            -32304,
            251331,
            -579861
        ]
    ]
}
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": 1548489600000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1759375815927,
    "expiration_time": 1723704192000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "alma",
        "factors": {
            "length": 49,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "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)