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Trade: WAVES/USDT/240/ALMA/BBM/8962

Strategy
WAVES/USDT/240/ALMA/BBM/8962
Pair
WAVES_USDT
Interval
4h
Score
331864
Daily Profit
0.323420
Profit Factor
1.555912
Profitability
40.000000
Streak
0.000000
Best Strategy
Training Data Length
1976.000000
Evaluation Time
2025-09-28 14:14
Expiration Time
2024-08-15 09:43

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 639078.1571 545439.4427 93638.7144 564356.5296 1273181.9331 -708825.4035
Total P&L (%) 639.0782 545.4394 93.6387 564.3565 1273.1819 -708.8254
Avg Daily Profit (%) 0.3234 0.276 0.0474 0.0959 0.1327 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -168142 -162809 -137967 -2972370 -1495574 -2060363
Profit Factor 1.5559 1.8721 1.1786 1.064 1.2969 0.8433
Total Trades 240 120 120 240 120 120
Winning Trades 96 38 58 96 38 58
Losing Trades 144 82 62 144 82 62
Profitability (%) 40 31.6667 48.3333 40 31.6667 48.3333
Ratio Avg Win / Avg Loss 2.3339 4.0399 1.2599 1.5961 2.7985 0.9015
Largest Winning Trade 167201 167201 54374 1281690 1281690 1044320
Largest Losing Trade -39043 -32905 -39043 -653465 -653465 -629730
Avg Bars in Trades 48 47 49 48 47 49
Avg Bars in Winners 76 88 69 76 88 69
Avg Bars in Losers 29 27 31 29 27 31
Bars Traded 11640 5655 5985 11640 5655 5985
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 331864 175537 -154538 -216151 -21692 -581661
Evaluation Data
{
    "trading_pair": "WAVES_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11856,
    "evaluation_days": 1976,
    "actual_first_datapoint_time": 1547798400000,
    "first_datapoint_time": 1548590400000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1759058098629,
    "expiration_time": 1723704192000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "alma",
        "factors": {
            "length": 56,
            "offset": 0
        }
    },
    "second_band": {
        "type": "bbm",
        "factors": {
            "length": 33,
            "offset": 0,
            "std": 3.03236
        }
    }
}
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": [
        [
            639078.1570574471,
            545439.4426684254,
            93638.7143890217,
            564356.5295929839,
            1273181.933082568,
            -708825.4034895835
        ],
        [
            639.078157,
            545.439443,
            93.638714,
            564.35653,
            1273.181933,
            -708.825403
        ],
        [
            0.32342,
            0.276032,
            0.047388,
            0.095878,
            0.132665,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -168142,
            -162809,
            -137967,
            -2972370,
            -1495574,
            -2060363
        ],
        [
            1.555912,
            1.872143,
            1.178631,
            1.064045,
            1.296867,
            0.843292
        ],
        [
            240,
            120,
            120,
            240,
            120,
            120
        ],
        [
            96,
            38,
            58,
            96,
            38,
            58
        ],
        [
            144,
            82,
            62,
            144,
            82,
            62
        ],
        [
            40,
            31.666667,
            48.333333,
            40,
            31.666667,
            48.333333
        ],
        [
            2.333868,
            4.039887,
            1.259916,
            1.596067,
            2.798503,
            0.90145
        ],
        [
            167201,
            167201,
            54374,
            1281690,
            1281690,
            1044320
        ],
        [
            -39043,
            -32905,
            -39043,
            -653465,
            -653465,
            -629730
        ],
        [
            48,
            47,
            49,
            48,
            47,
            49
        ],
        [
            76,
            88,
            69,
            76,
            88,
            69
        ],
        [
            29,
            27,
            31,
            29,
            27,
            31
        ],
        [
            11640,
            5655,
            5985,
            11640,
            5655,
            5985
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            331864,
            175537,
            -154538,
            -216151,
            -21692,
            -581661
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "WAVES_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11856,
    "evaluation_days": 1976,
    "actual_first_datapoint_time": 1547798400000,
    "first_datapoint_time": 1548590400000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1759058098629,
    "expiration_time": 1723704192000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "alma",
        "factors": {
            "length": 56,
            "offset": 0
        }
    },
    "second_band": {
        "type": "bbm",
        "factors": {
            "length": 33,
            "offset": 0,
            "std": 3.03236
        }
    }
}

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)