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Trade: WAVES/USDT/120/ALMA/HILO/3798

Strategy
WAVES/USDT/120/ALMA/HILO/3798
Pair
WAVES_USDT
Interval
2h
Score
430602
Daily Profit
0.441809
Profit Factor
2.045814
Profitability
42.592593
Streak
0.000000
Best Strategy
Training Data Length
1618.000000
Evaluation Time
2025-10-02 15:45
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 714847.4638 641847.1565 73000.3073 1375426.5945 875327.8514 500098.7431
Total P&L (%) 714.8475 641.8472 73.0003 1375.4266 875.3279 500.0987
Avg Daily Profit (%) 0.4418 0.3967 0.0451 0.1665 0.1409 0.1108
Buy And Hold Return (%) 20.8989 20.8989 20.8989 20.8989 20.8989 20.8989
Max Trade Drawdown -142002 -131155 -82523 -3477408 -3020882 -1633192
Profit Factor 2.0458 2.8451 1.2175 1.128 1.1453 1.1059
Total Trades 162 81 81 162 81 81
Winning Trades 69 32 37 69 32 37
Losing Trades 93 49 44 93 49 44
Profitability (%) 42.5926 39.5062 45.679 42.5926 39.5062 45.679
Ratio Avg Win / Avg Loss 2.7574 4.3565 1.4478 1.5203 1.7537 1.3152
Largest Winning Trade 208146 208146 62495 1517556 1369704 1517556
Largest Losing Trade -55454 -55454 -49426 -2188143 -2188143 -1044553
Avg Bars in Trades 117 114 120 117 114 120
Avg Bars in Winners 187 196 180 187 196 180
Avg Bars in Losers 64 60 69 64 60 69
Bars Traded 18969 9249 9720 18969 9249 9720
Profit Streak 0 0 666.8647 0 0 666.8647
Trades During Streak 0 0 6 0 0 6
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 430602 -889 -148000 -72898 -80206 -160900
Evaluation Data
{
    "trading_pair": "WAVES_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 19416,
    "evaluation_days": 1618,
    "actual_first_datapoint_time": 1578729600000,
    "first_datapoint_time": 1580486400000,
    "last_datapoint_time": 1718589600000,
    "evaluation_time": 1759409106595,
    "expiration_time": 1723622227200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "alma",
        "factors": {
            "length": 245,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "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": [
        [
            714847.4638278771,
            641847.1565095473,
            73000.3073183302,
            1375426.5945238792,
            875327.8514303326,
            500098.7430935464
        ],
        [
            714.847464,
            641.847157,
            73.000307,
            1375.426595,
            875.327851,
            500.098743
        ],
        [
            0.441809,
            0.396692,
            0.045118,
            0.166488,
            0.140866,
            0.110811
        ],
        [
            20.898876,
            20.898876,
            20.898876,
            20.898876,
            20.898876,
            20.898876
        ],
        [
            -142002,
            -131155,
            -82523,
            -3477408,
            -3020882,
            -1633192
        ],
        [
            2.045814,
            2.845092,
            1.21748,
            1.127998,
            1.145288,
            1.105933
        ],
        [
            162,
            81,
            81,
            162,
            81,
            81
        ],
        [
            69,
            32,
            37,
            69,
            32,
            37
        ],
        [
            93,
            49,
            44,
            93,
            49,
            44
        ],
        [
            42.592593,
            39.506173,
            45.679012,
            42.592593,
            39.506173,
            45.679012
        ],
        [
            2.757401,
            4.356547,
            1.447814,
            1.520345,
            1.753722,
            1.315163
        ],
        [
            208146,
            208146,
            62495,
            1517556,
            1369704,
            1517556
        ],
        [
            -55454,
            -55454,
            -49426,
            -2188143,
            -2188143,
            -1044553
        ],
        [
            117,
            114,
            120,
            117,
            114,
            120
        ],
        [
            187,
            196,
            180,
            187,
            196,
            180
        ],
        [
            64,
            60,
            69,
            64,
            60,
            69
        ],
        [
            18969,
            9249,
            9720,
            18969,
            9249,
            9720
        ],
        [
            0,
            0,
            666.86466,
            0,
            0,
            666.86466
        ],
        [
            0,
            0,
            6,
            0,
            0,
            6
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            430602,
            -889,
            -148000,
            -72898,
            -80206,
            -160900
        ]
    ]
}
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": 1580486400000,
    "last_datapoint_time": 1718589600000,
    "evaluation_time": 1759409106595,
    "expiration_time": 1723622227200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "alma",
        "factors": {
            "length": 245,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "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)