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Trade: WAVES/USDT/360/ALMA/VWMA/3458

Strategy
WAVES/USDT/360/ALMA/VWMA/3458
Pair
WAVES_USDT
Interval
6h
Score
307785
Daily Profit
0.148044
Profit Factor
2.377685
Profitability
48.571429
Streak
0.000000
Best Strategy
Training Data Length
1976.750000
Evaluation Time
2025-09-26 08:51
Expiration Time
2024-08-15 10:15

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 290003.1617 292645.9506 -2642.7889 6431.1946 132131.3969 -125700.2024
Total P&L (%) 290.0032 292.646 -2.6428 6.4312 132.1314 -125.7002
Avg Daily Profit (%) 0.1467 0.148 -0.0013 0.0032 0.0426 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -119304 -82400 -144012 -326221 -72214 -258471
Profit Factor 1.5138 2.3777 0.9925 1.0074 1.4887 0.7888
Total Trades 70 35 35 70 35 35
Winning Trades 35 17 18 35 17 18
Losing Trades 35 18 17 35 18 17
Profitability (%) 50 48.5714 51.4286 50 48.5714 51.4286
Ratio Avg Win / Avg Loss 1.5138 2.5175 0.9374 1.0074 1.5763 0.7449
Largest Winning Trade 175760 175760 77414 146072 74138 146072
Largest Losing Trade -52736 -30427 -52736 -218827 -43343 -218827
Avg Bars in Trades 108 126 90 108 126 90
Avg Bars in Winners 137 160 115 137 160 115
Avg Bars in Losers 79 95 62 79 95 62
Bars Traded 7595 4443 3152 7595 4443 3152
Profit Streak 0 0 580.4942 0 0 580.4942
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -93472 307785 -580019 -665510 -134208 -580019

Evaluation Data

{
    "trading_pair": "WAVES_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7907,
    "evaluation_days": 1976.75,
    "actual_first_datapoint_time": 1547791200000,
    "first_datapoint_time": 1552154400000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1758865900034,
    "expiration_time": 1723706136000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "alma",
        "factors": {
            "length": 171,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 203,
            "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": [
        [
            290003.161711493,
            292645.9506044433,
            -2642.7888929503,
            6431.1945519567,
            132131.3969056329,
            -125700.2023536761
        ],
        [
            290.003162,
            292.645951,
            -2.642789,
            6.431195,
            132.131397,
            -125.700202
        ],
        [
            0.146707,
            0.148044,
            -0.001337,
            0.003153,
            0.042611,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -119304,
            -82400,
            -144012,
            -326221,
            -72214,
            -258471
        ],
        [
            1.513831,
            2.377685,
            0.992492,
            1.007431,
            1.488687,
            0.788762
        ],
        [
            70,
            35,
            35,
            70,
            35,
            35
        ],
        [
            35,
            17,
            18,
            35,
            17,
            18
        ],
        [
            35,
            18,
            17,
            35,
            18,
            17
        ],
        [
            50,
            48.571429,
            51.428571,
            50,
            48.571429,
            51.428571
        ],
        [
            1.513831,
            2.517548,
            0.937353,
            1.007431,
            1.576257,
            0.744942
        ],
        [
            175760,
            175760,
            77414,
            146072,
            74138,
            146072
        ],
        [
            -52736,
            -30427,
            -52736,
            -218827,
            -43343,
            -218827
        ],
        [
            108,
            126,
            90,
            108,
            126,
            90
        ],
        [
            137,
            160,
            115,
            137,
            160,
            115
        ],
        [
            79,
            95,
            62,
            79,
            95,
            62
        ],
        [
            7595,
            4443,
            3152,
            7595,
            4443,
            3152
        ],
        [
            0,
            0,
            580.494213,
            0,
            0,
            580.494213
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -93472,
            307785,
            -580019,
            -665510,
            -134208,
            -580019
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "WAVES_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7907,
    "evaluation_days": 1976.75,
    "actual_first_datapoint_time": 1547791200000,
    "first_datapoint_time": 1552154400000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1758865900034,
    "expiration_time": 1723706136000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "alma",
        "factors": {
            "length": 171,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 203,
            "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)