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Trade: WAVES/USDT/120/ALMA/DEMA/2618

Strategy
WAVES/USDT/120/ALMA/DEMA/2618
Pair
WAVES_USDT
Interval
2h
Score
316980
Daily Profit
0.234486
Profit Factor
1.950153
Profitability
42.553191
Streak
0.000000
Best Strategy
Training Data Length
1618.000000
Evaluation Time
2025-09-27 01:20
Expiration Time
2024-08-14 10:57

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 296068.4753 379399.0597 -83330.5844 -33947.5769 -8029.8053 -25917.7716
Total P&L (%) 296.0685 379.3991 -83.3306 -33.9476 -8.0298 -25.9178
Avg Daily Profit (%) 0.183 0.2345 -0.0515 -0.0256 -0.0052 -0.0185
Buy And Hold Return (%) 24.3931 24.3931 24.3931 24.3931 24.3931 24.3931
Max Trade Drawdown -146634 -131976 -209384 -151707 -122844 -90174
Profit Factor 1.3785 1.9502 0.7824 0.9325 0.9736 0.8698
Total Trades 93 47 46 93 47 46
Winning Trades 38 20 18 38 20 18
Losing Trades 55 27 28 55 27 28
Profitability (%) 40.8602 42.5532 39.1304 40.8602 42.5532 39.1304
Ratio Avg Win / Avg Loss 1.9952 2.6327 1.2171 1.3497 1.3143 1.353
Largest Winning Trade 121768 121768 63603 69065 59623 69065
Largest Losing Trade -52132 -52132 -47570 -76139 -76139 -33257
Avg Bars in Trades 203 194 212 203 194 212
Avg Bars in Winners 367 338 400 367 338 400
Avg Bars in Losers 90 88 92 90 88 92
Bars Traded 18939 9143 9796 18939 9143 9796
Profit Streak 0 0 546.9311 0 0 546.9311
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 210376 316980 -582681 -582417 -581926 -582681

Evaluation Data

{
    "trading_pair": "WAVES_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 19416,
    "evaluation_days": 1618,
    "actual_first_datapoint_time": 1578729600000,
    "first_datapoint_time": 1580090400000,
    "last_datapoint_time": 1718589600000,
    "evaluation_time": 1758925244904,
    "expiration_time": 1723622227200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "alma",
        "factors": {
            "length": 180,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dema",
        "factors": {
            "length": 190,
            "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": [
        [
            296068.4753086061,
            379399.0597039731,
            -83330.584395367,
            -33947.5769140053,
            -8029.8053143783,
            -25917.771599627
        ],
        [
            296.068475,
            379.39906,
            -83.330584,
            -33.947577,
            -8.029805,
            -25.917772
        ],
        [
            0.182984,
            0.234486,
            -0.051502,
            -0.025628,
            -0.005173,
            -0.018539
        ],
        [
            24.393064,
            24.393064,
            24.393064,
            24.393064,
            24.393064,
            24.393064
        ],
        [
            -146634,
            -131976,
            -209384,
            -151707,
            -122844,
            -90174
        ],
        [
            1.378468,
            1.950153,
            0.782414,
            0.932497,
            0.973574,
            0.86979
        ],
        [
            93,
            47,
            46,
            93,
            47,
            46
        ],
        [
            38,
            20,
            18,
            38,
            20,
            18
        ],
        [
            55,
            27,
            28,
            55,
            27,
            28
        ],
        [
            40.860215,
            42.553191,
            39.130435,
            40.860215,
            42.553191,
            39.130435
        ],
        [
            1.995151,
            2.632707,
            1.217088,
            1.349667,
            1.314325,
            1.353007
        ],
        [
            121768,
            121768,
            63603,
            69065,
            59623,
            69065
        ],
        [
            -52132,
            -52132,
            -47570,
            -76139,
            -76139,
            -33257
        ],
        [
            203,
            194,
            212,
            203,
            194,
            212
        ],
        [
            367,
            338,
            400,
            367,
            338,
            400
        ],
        [
            90,
            88,
            92,
            90,
            88,
            92
        ],
        [
            18939,
            9143,
            9796,
            18939,
            9143,
            9796
        ],
        [
            0,
            0,
            546.931075,
            0,
            0,
            546.931075
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            210376,
            316980,
            -582681,
            -582417,
            -581926,
            -582681
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "WAVES_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 19416,
    "evaluation_days": 1618,
    "actual_first_datapoint_time": 1578729600000,
    "first_datapoint_time": 1580090400000,
    "last_datapoint_time": 1718589600000,
    "evaluation_time": 1758925244904,
    "expiration_time": 1723622227200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "alma",
        "factors": {
            "length": 180,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dema",
        "factors": {
            "length": 190,
            "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)