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Trade: WAVES/USDT/720/MIDPOINT/ALMA/3314

Strategy
WAVES/USDT/720/MIDPOINT/ALMA/3314
Pair
WAVES_USDT
Interval
12h
Score
535411
Daily Profit
0.244969
Profit Factor
4.443940
Profitability
48.648649
Streak
0.000000
Best Strategy
Training Data Length
1977.500000
Evaluation Time
2025-09-27 05:08
Expiration Time
2024-08-15 10:48

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 557472.4799 484425.5841 73046.8958 2395705.7219 1448471.1992 947234.5226
Total P&L (%) 557.4725 484.4256 73.0469 2395.7057 1448.4712 947.2345
Avg Daily Profit (%) 0.2819 0.245 0.0369 0.1628 0.1386 0.1188
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -83346 -49980 -104604 -3092368 -1779658 -1785710
Profit Factor 2.6002 4.4439 1.3517 1.4519 1.5706 1.3428
Total Trades 74 37 37 74 37 37
Winning Trades 33 18 15 33 18 15
Losing Trades 41 19 22 41 19 22
Profitability (%) 44.5946 48.6486 40.5405 44.5946 48.6486 40.5405
Ratio Avg Win / Avg Loss 3.2306 4.6908 1.9825 1.8039 1.6579 1.9695
Largest Winning Trade 144624 144624 92336 2326740 973708 2326740
Largest Losing Trade -22627 -20559 -22627 -846164 -846164 -740359
Avg Bars in Trades 49 39 58 49 39 58
Avg Bars in Winners 84 66 106 84 66 106
Avg Bars in Losers 20 14 26 20 14 26
Bars Traded 3641 1473 2168 3641 1473 2168
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 -57183 535411 -145716 -61036 -5198 -36147
Evaluation Data
{
    "trading_pair": "WAVES_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3955,
    "evaluation_days": 1977.5,
    "actual_first_datapoint_time": 1547769600000,
    "first_datapoint_time": 1554638400000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1758938911453,
    "expiration_time": 1723708080000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "midpoint",
        "factors": {
            "length": 160,
            "offset": 0
        }
    },
    "second_band": {
        "type": "alma",
        "factors": {
            "length": 4,
            "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": [
        [
            557472.4798662125,
            484425.5840793711,
            73046.8957868413,
            2395705.721875744,
            1448471.1992419083,
            947234.522633836
        ],
        [
            557.47248,
            484.425584,
            73.046896,
            2395.705722,
            1448.471199,
            947.234523
        ],
        [
            0.281908,
            0.244969,
            0.036939,
            0.16282,
            0.138647,
            0.118844
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -83346,
            -49980,
            -104604,
            -3092368,
            -1779658,
            -1785710
        ],
        [
            2.600213,
            4.44394,
            1.351671,
            1.451912,
            1.570643,
            1.342835
        ],
        [
            74,
            37,
            37,
            74,
            37,
            37
        ],
        [
            33,
            18,
            15,
            33,
            18,
            15
        ],
        [
            41,
            19,
            22,
            41,
            19,
            22
        ],
        [
            44.594595,
            48.648649,
            40.540541,
            44.594595,
            48.648649,
            40.540541
        ],
        [
            3.230568,
            4.690826,
            1.982451,
            1.803891,
            1.657901,
            1.969491
        ],
        [
            144624,
            144624,
            92336,
            2326740,
            973708,
            2326740
        ],
        [
            -22627,
            -20559,
            -22627,
            -846164,
            -846164,
            -740359
        ],
        [
            49,
            39,
            58,
            49,
            39,
            58
        ],
        [
            84,
            66,
            106,
            84,
            66,
            106
        ],
        [
            20,
            14,
            26,
            20,
            14,
            26
        ],
        [
            3641,
            1473,
            2168,
            3641,
            1473,
            2168
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -57183,
            535411,
            -145716,
            -61036,
            -5198,
            -36147
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "WAVES_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3955,
    "evaluation_days": 1977.5,
    "actual_first_datapoint_time": 1547769600000,
    "first_datapoint_time": 1554638400000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1758938911453,
    "expiration_time": 1723708080000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midpoint",
        "factors": {
            "length": 160,
            "offset": 0
        }
    },
    "second_band": {
        "type": "alma",
        "factors": {
            "length": 4,
            "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)