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Trade: WAVES/USDT/240/ALMA/SINWMA/7056

Strategy
WAVES/USDT/240/ALMA/SINWMA/7056
Pair
WAVES_USDT
Interval
4h
Score
495626
Daily Profit
0.190950
Profit Factor
2.980637
Profitability
54.054054
Streak
0.000000
Best Strategy
Training Data Length
1976.000000
Evaluation Time
2025-10-01 18:40
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 472298.0729 377316.3619 94981.7111 551323.357 -130704.6999 682028.0569
Total P&L (%) 472.2981 377.3164 94.9817 551.3234 -130.7047 682.0281
Avg Daily Profit (%) 0.239 0.191 0.0481 0.0949 0 0.1041
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -99704 -54899 -190389 -587297 -624763 -315261
Profit Factor 1.9218 2.9806 1.2951 1.2181 0.9092 1.6266
Total Trades 73 37 36 73 37 36
Winning Trades 41 20 21 41 20 21
Losing Trades 32 17 15 32 17 15
Profitability (%) 56.1644 54.0541 58.3333 56.1644 54.0541 58.3333
Ratio Avg Win / Avg Loss 1.4999 2.5335 0.9251 0.9507 0.7728 1.1619
Largest Winning Trade 114694 114694 69942 323508 262007 323508
Largest Losing Trade -47561 -46314 -47561 -561887 -561887 -315261
Avg Bars in Trades 158 150 166 158 150 166
Avg Bars in Winners 205 199 211 205 199 211
Avg Bars in Losers 97 92 103 97 92 103
Bars Traded 11542 5565 5977 11542 5565 5977
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 -64708 495626 -129250 -143173 -580247 -50490
Evaluation Data
{
    "trading_pair": "WAVES_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11856,
    "evaluation_days": 1976,
    "actual_first_datapoint_time": 1547798400000,
    "first_datapoint_time": 1551340800000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1759333203587,
    "expiration_time": 1723704192000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "alma",
        "factors": {
            "length": 197,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 247,
            "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": [
        [
            472298.0729391807,
            377316.3618737669,
            94981.711065414,
            551323.3570189998,
            -130704.6999143159,
            682028.0569333157
        ],
        [
            472.298073,
            377.316362,
            94.981711,
            551.323357,
            -130.7047,
            682.028057
        ],
        [
            0.239017,
            0.19095,
            0.048068,
            0.094875,
            0,
            0.104139
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -99704,
            -54899,
            -190389,
            -587297,
            -624763,
            -315261
        ],
        [
            1.921761,
            2.980637,
            1.29508,
            1.218095,
            0.909201,
            1.626631
        ],
        [
            73,
            37,
            36,
            73,
            37,
            36
        ],
        [
            41,
            20,
            21,
            41,
            20,
            21
        ],
        [
            32,
            17,
            15,
            32,
            17,
            15
        ],
        [
            56.164384,
            54.054054,
            58.333333,
            56.164384,
            54.054054,
            58.333333
        ],
        [
            1.499911,
            2.533541,
            0.925057,
            0.950708,
            0.772821,
            1.161879
        ],
        [
            114694,
            114694,
            69942,
            323508,
            262007,
            323508
        ],
        [
            -47561,
            -46314,
            -47561,
            -561887,
            -561887,
            -315261
        ],
        [
            158,
            150,
            166,
            158,
            150,
            166
        ],
        [
            205,
            199,
            211,
            205,
            199,
            211
        ],
        [
            97,
            92,
            103,
            97,
            92,
            103
        ],
        [
            11542,
            5565,
            5977,
            11542,
            5565,
            5977
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -64708,
            495626,
            -129250,
            -143173,
            -580247,
            -50490
        ]
    ]
}
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": 1551340800000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1759333203587,
    "expiration_time": 1723704192000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "alma",
        "factors": {
            "length": 197,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 247,
            "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)