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Trade: WAVES/USDT/120/ALMA/KCL/4599

Strategy
WAVES/USDT/120/ALMA/KCL/4599
Pair
WAVES_USDT
Interval
2h
Score
397328
Daily Profit
0.184374
Profit Factor
2.097242
Profitability
48.780488
Streak
0.000000
Best Strategy
Training Data Length
1618.000000
Evaluation Time
2025-09-26 05:29
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 146322.3538 298316.9619 -151994.6081 -95637.1581 333216.8961 -428854.0542
Total P&L (%) 146.3224 298.317 -151.9946 -95.6372 333.2169 -428.8541
Avg Daily Profit (%) 0.0904 0.1844 -0.0939 -0.1934 0.0907 0
Buy And Hold Return (%) 22.6071 22.6071 22.6071 22.6071 22.6071 22.6071
Max Trade Drawdown -204666 -151971 -207511 -345532 -52607 -471553
Profit Factor 1.1869 2.0972 0.7025 0.8696 3.6598 0.2949
Total Trades 82 41 41 82 41 41
Winning Trades 35 20 15 35 20 15
Losing Trades 47 21 26 47 21 26
Profitability (%) 42.6829 48.7805 36.5854 42.6829 48.7805 36.5854
Ratio Avg Win / Avg Loss 1.5939 2.2021 1.2177 1.1678 3.8428 0.5111
Largest Winning Trade 96551 96551 63454 164807 164807 73587
Largest Losing Trade -84044 -54627 -84044 -152627 -52607 -152627
Avg Bars in Trades 231 196 266 231 196 266
Avg Bars in Winners 360 286 459 360 286 459
Avg Bars in Losers 135 111 155 135 111 155
Bars Traded 18983 8059 10924 18983 8059 10924
Profit Streak 0 0 659.3537 0 0 659.3537
Trades During Streak 0 0 2 0 0 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -98014 397328 -583334 -590734 -65564 -585001

Evaluation Data

{
    "trading_pair": "WAVES_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 19416,
    "evaluation_days": 1618,
    "actual_first_datapoint_time": 1578729600000,
    "first_datapoint_time": 1580392800000,
    "last_datapoint_time": 1718589600000,
    "evaluation_time": 1758853762029,
    "expiration_time": 1723622227200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "alma",
        "factors": {
            "length": 232,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcl",
        "factors": {
            "length": 178,
            "offset": 0,
            "scalar": 1
        }
    }
}
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": [
        [
            146322.3538290273,
            298316.9619397771,
            -151994.6081107497,
            -95637.1580506591,
            333216.8961218985,
            -428854.0541725575
        ],
        [
            146.322354,
            298.316962,
            -151.994608,
            -95.637158,
            333.216896,
            -428.854054
        ],
        [
            0.090434,
            0.184374,
            -0.09394,
            -0.193388,
            0.090651,
            0
        ],
        [
            22.60711,
            22.60711,
            22.60711,
            22.60711,
            22.60711,
            22.60711
        ],
        [
            -204666,
            -151971,
            -207511,
            -345532,
            -52607,
            -471553
        ],
        [
            1.186913,
            2.097242,
            0.702529,
            0.869609,
            3.659815,
            0.294864
        ],
        [
            82,
            41,
            41,
            82,
            41,
            41
        ],
        [
            35,
            20,
            15,
            35,
            20,
            15
        ],
        [
            47,
            21,
            26,
            47,
            21,
            26
        ],
        [
            42.682927,
            48.780488,
            36.585366,
            42.682927,
            48.780488,
            36.585366
        ],
        [
            1.593855,
            2.202104,
            1.217718,
            1.167761,
            3.842806,
            0.511097
        ],
        [
            96551,
            96551,
            63454,
            164807,
            164807,
            73587
        ],
        [
            -84044,
            -54627,
            -84044,
            -152627,
            -52607,
            -152627
        ],
        [
            231,
            196,
            266,
            231,
            196,
            266
        ],
        [
            360,
            286,
            459,
            360,
            286,
            459
        ],
        [
            135,
            111,
            155,
            135,
            111,
            155
        ],
        [
            18983,
            8059,
            10924,
            18983,
            8059,
            10924
        ],
        [
            0,
            0,
            659.353727,
            0,
            0,
            659.353727
        ],
        [
            0,
            0,
            2,
            0,
            0,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -98014,
            397328,
            -583334,
            -590734,
            -65564,
            -585001
        ]
    ]
}
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": 1580392800000,
    "last_datapoint_time": 1718589600000,
    "evaluation_time": 1758853762029,
    "expiration_time": 1723622227200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "alma",
        "factors": {
            "length": 232,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcl",
        "factors": {
            "length": 178,
            "offset": 0,
            "scalar": 1
        }
    }
}

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)