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Trade: WAVES/USDT/360/RMA/ALMA/4437

Strategy
WAVES/USDT/360/RMA/ALMA/4437
Pair
WAVES_USDT
Interval
6h
Score
579861
Daily Profit
0.221089
Profit Factor
4.636092
Profitability
56.250000
Streak
0.000000
Best Strategy
Training Data Length
1976.750000
Evaluation Time
2025-10-09 05:25
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 538684.6984 437036.996 101647.7025 2290162.9193 1048078.1585 1242084.7609
Total P&L (%) 538.6847 437.037 101.6477 2290.1629 1048.0782 1242.0848
Avg Daily Profit (%) 0.2725 0.2211 0.0514 0.1607 0.1235 0.1315
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -39503 -36505 -68774 -852837 -620515 -517958
Profit Factor 3.0683 4.6361 1.7248 2.1042 1.8702 2.4282
Total Trades 63 32 31 63 32 31
Winning Trades 30 18 12 30 18 12
Losing Trades 33 14 19 33 14 19
Profitability (%) 47.619 56.25 38.7097 47.619 56.25 38.7097
Ratio Avg Win / Avg Loss 3.3751 3.6058 2.7309 2.3146 1.4546 3.8446
Largest Winning Trade 139955 139955 90100 1123833 451571 1123833
Largest Losing Trade -22406 -20149 -22406 -465274 -465274 -277478
Avg Bars in Trades 119 109 129 119 109 129
Avg Bars in Winners 186 146 247 186 146 247
Avg Bars in Losers 57 61 55 57 61 55
Bars Traded 7513 3494 4019 7513 3494 4019
Profit Streak 0 0 589.6013 0 0 589.6013
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -137406 579861 -124821 -140222 -24446 -16338
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": 1550750400000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1759976750288,
    "expiration_time": 1723706136000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "rma",
        "factors": {
            "length": 138,
            "offset": 0
        }
    },
    "second_band": {
        "type": "alma",
        "factors": {
            "length": 27,
            "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": [
        [
            538684.6984417757,
            437036.9959720714,
            101647.7024697045,
            2290162.9193357094,
            1048078.158463785,
            1242084.7608719238
        ],
        [
            538.684698,
            437.036996,
            101.647702,
            2290.162919,
            1048.078158,
            1242.084761
        ],
        [
            0.27251,
            0.221089,
            0.051422,
            0.160693,
            0.123545,
            0.131454
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -39503,
            -36505,
            -68774,
            -852837,
            -620515,
            -517958
        ],
        [
            3.068316,
            4.636092,
            1.724751,
            2.104175,
            1.870223,
            2.428152
        ],
        [
            63,
            32,
            31,
            63,
            32,
            31
        ],
        [
            30,
            18,
            12,
            30,
            18,
            12
        ],
        [
            33,
            14,
            19,
            33,
            14,
            19
        ],
        [
            47.619048,
            56.25,
            38.709677,
            47.619048,
            56.25,
            38.709677
        ],
        [
            3.375148,
            3.605849,
            2.730856,
            2.314593,
            1.454618,
            3.844575
        ],
        [
            139955,
            139955,
            90100,
            1123833,
            451571,
            1123833
        ],
        [
            -22406,
            -20149,
            -22406,
            -465274,
            -465274,
            -277478
        ],
        [
            119,
            109,
            129,
            119,
            109,
            129
        ],
        [
            186,
            146,
            247,
            186,
            146,
            247
        ],
        [
            57,
            61,
            55,
            57,
            61,
            55
        ],
        [
            7513,
            3494,
            4019,
            7513,
            3494,
            4019
        ],
        [
            0,
            0,
            589.601276,
            0,
            0,
            589.601276
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -137406,
            579861,
            -124821,
            -140222,
            -24446,
            -16338
        ]
    ]
}
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": 1550750400000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1759976750288,
    "expiration_time": 1723706136000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "rma",
        "factors": {
            "length": 138,
            "offset": 0
        }
    },
    "second_band": {
        "type": "alma",
        "factors": {
            "length": 27,
            "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)