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Trade: WAVES/USDT/240/ALMA/HL2/7118

Strategy
WAVES/USDT/240/ALMA/HL2/7118
Pair
WAVES_USDT
Interval
4h
Score
344959
Daily Profit
0.158174
Profit Factor
1.858516
Profitability
45.967742
Streak
479.392647
Best Strategy
Training Data Length
1976.000000
Evaluation Time
2025-10-03 20:25
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 290100.9157 312551.7228 -22450.8071 -54184.5947 -21754.7253 -32429.8694
Total P&L (%) 290.1009 312.5517 -22.4508 -54.1846 -21.7547 -32.4299
Avg Daily Profit (%) 0.1468 0.1582 -0.0114 -0.0395 -0.0124 -0.0198
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -142560 -96535 -231946 -184374 -166547 -178590
Profit Factor 1.3179 1.8585 0.9591 0.9393 0.9464 0.9333
Total Trades 248 124 124 248 124 124
Winning Trades 114 57 57 114 57 57
Losing Trades 134 67 67 134 67 67
Profitability (%) 45.9677 45.9677 45.9677 45.9677 45.9677 45.9677
Ratio Avg Win / Avg Loss 1.5491 2.1846 1.1273 1.104 1.1124 1.0971
Largest Winning Trade 100830 100830 66809 65044 50103 65044
Largest Losing Trade -66464 -66464 -61948 -91090 -91090 -68468
Avg Bars in Trades 46 40 52 46 40 52
Avg Bars in Winners 66 61 71 66 61 71
Avg Bars in Losers 29 23 36 29 23 36
Bars Traded 11595 5079 6516 11595 5079 6516
Profit Streak 478.3926 479.3926 0 478.3926 479.3926 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 164206 344959 -580904 -578797 -580319 -580904
Evaluation Data
{
    "trading_pair": "WAVES_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11856,
    "evaluation_days": 1976,
    "actual_first_datapoint_time": 1547798400000,
    "first_datapoint_time": 1551124800000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1759512324672,
    "expiration_time": 1723704192000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "alma",
        "factors": {
            "length": 232,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hl2",
        "factors": {
            "length": 0,
            "offset": 62
        }
    }
}
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": [
        [
            290100.9156690965,
            312551.7227542363,
            -22450.8070851399,
            -54184.5947462694,
            -21754.7253279919,
            -32429.8694182773
        ],
        [
            290.100916,
            312.551723,
            -22.450807,
            -54.184595,
            -21.754725,
            -32.429869
        ],
        [
            0.146812,
            0.158174,
            -0.011362,
            -0.039494,
            -0.012414,
            -0.019836
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -142560,
            -96535,
            -231946,
            -184374,
            -166547,
            -178590
        ],
        [
            1.317882,
            1.858516,
            0.959072,
            0.93926,
            0.94638,
            0.933321
        ],
        [
            248,
            124,
            124,
            248,
            124,
            124
        ],
        [
            114,
            57,
            57,
            114,
            57,
            57
        ],
        [
            134,
            67,
            67,
            134,
            67,
            67
        ],
        [
            45.967742,
            45.967742,
            45.967742,
            45.967742,
            45.967742,
            45.967742
        ],
        [
            1.549089,
            2.184572,
            1.12733,
            1.104043,
            1.112412,
            1.097061
        ],
        [
            100830,
            100830,
            66809,
            65044,
            50103,
            65044
        ],
        [
            -66464,
            -66464,
            -61948,
            -91090,
            -91090,
            -68468
        ],
        [
            46,
            40,
            52,
            46,
            40,
            52
        ],
        [
            66,
            61,
            71,
            66,
            61,
            71
        ],
        [
            29,
            23,
            36,
            29,
            23,
            36
        ],
        [
            11595,
            5079,
            6516,
            11595,
            5079,
            6516
        ],
        [
            478.392647,
            479.392647,
            0,
            478.392647,
            479.392647,
            0
        ],
        [
            1,
            1,
            0,
            1,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            164206,
            344959,
            -580904,
            -578797,
            -580319,
            -580904
        ]
    ]
}
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": 1551124800000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1759512324672,
    "expiration_time": 1723704192000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "alma",
        "factors": {
            "length": 232,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hl2",
        "factors": {
            "length": 0,
            "offset": 62
        }
    }
}

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)