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Trade: WAVES/USDT/120/MIDPRICE/ALMA/7598

Strategy
WAVES/USDT/120/MIDPRICE/ALMA/7598
Pair
WAVES_USDT
Interval
2h
Score
439671
Daily Profit
0.303289
Profit Factor
1.692732
Profitability
50.000000
Streak
0.000000
Best Strategy
Training Data Length
1618.000000
Evaluation Time
2025-10-05 17:58
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 520125.6219 490720.9005 29404.7214 296539.4043 207623.215 88916.1893
Total P&L (%) 520.1256 490.7209 29.4047 296.5394 207.6232 88.9162
Avg Daily Profit (%) 0.3215 0.3033 0.0182 0.0852 0.0695 0.0393
Buy And Hold Return (%) 24.7536 24.7536 24.7536 24.7536 24.7536 24.7536
Max Trade Drawdown -136431 -116303 -172038 -519630 -405026 -299227
Profit Factor 1.3485 1.6927 1.0375 1.0877 1.1184 1.0546
Total Trades 404 202 202 404 202 202
Winning Trades 197 101 96 197 101 96
Losing Trades 207 101 106 207 101 106
Profitability (%) 48.7624 50 47.5248 48.7624 50 47.5248
Ratio Avg Win / Avg Loss 1.4169 1.6927 1.1456 1.1429 1.1184 1.1644
Largest Winning Trade 112286 112286 60288 258946 258946 108113
Largest Losing Trade -51872 -34798 -51872 -151355 -110297 -151355
Avg Bars in Trades 47 38 56 47 38 56
Avg Bars in Winners 50 40 59 50 40 59
Avg Bars in Losers 44 36 52 44 36 52
Bars Traded 19124 7795 11328 19124 7795 11328
Profit Streak 0 0 506.7909 0 0 506.7909
Trades During Streak 0 0 2 0 0 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 399113 439671 -454677 -201695 -189950 -302946
Evaluation Data
{
    "trading_pair": "WAVES_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 19416,
    "evaluation_days": 1618,
    "actual_first_datapoint_time": 1578729600000,
    "first_datapoint_time": 1579744800000,
    "last_datapoint_time": 1718589600000,
    "evaluation_time": 1759676336701,
    "expiration_time": 1723622227200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 142,
            "offset": 0
        }
    },
    "second_band": {
        "type": "alma",
        "factors": {
            "length": 23,
            "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": [
        [
            520125.6218848026,
            490720.9004890043,
            29404.7213957993,
            296539.4042909972,
            207623.214985024,
            88916.1893059729
        ],
        [
            520.125622,
            490.7209,
            29.404721,
            296.539404,
            207.623215,
            88.916189
        ],
        [
            0.321462,
            0.303289,
            0.018173,
            0.085179,
            0.069474,
            0.039324
        ],
        [
            24.753623,
            24.753623,
            24.753623,
            24.753623,
            24.753623,
            24.753623
        ],
        [
            -136431,
            -116303,
            -172038,
            -519630,
            -405026,
            -299227
        ],
        [
            1.348479,
            1.692732,
            1.037498,
            1.087669,
            1.118408,
            1.054582
        ],
        [
            404,
            202,
            202,
            404,
            202,
            202
        ],
        [
            197,
            101,
            96,
            197,
            101,
            96
        ],
        [
            207,
            101,
            106,
            207,
            101,
            106
        ],
        [
            48.762376,
            50,
            47.524752,
            48.762376,
            50,
            47.524752
        ],
        [
            1.416929,
            1.692732,
            1.14557,
            1.142881,
            1.118408,
            1.164435
        ],
        [
            112286,
            112286,
            60288,
            258946,
            258946,
            108113
        ],
        [
            -51872,
            -34798,
            -51872,
            -151355,
            -110297,
            -151355
        ],
        [
            47,
            38,
            56,
            47,
            38,
            56
        ],
        [
            50,
            40,
            59,
            50,
            40,
            59
        ],
        [
            44,
            36,
            52,
            44,
            36,
            52
        ],
        [
            19124,
            7795,
            11328,
            19124,
            7795,
            11328
        ],
        [
            0,
            0,
            506.790934,
            0,
            0,
            506.790934
        ],
        [
            0,
            0,
            2,
            0,
            0,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            399113,
            439671,
            -454677,
            -201695,
            -189950,
            -302946
        ]
    ]
}
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": 1579744800000,
    "last_datapoint_time": 1718589600000,
    "evaluation_time": 1759676336701,
    "expiration_time": 1723622227200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 142,
            "offset": 0
        }
    },
    "second_band": {
        "type": "alma",
        "factors": {
            "length": 23,
            "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)