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Trade: WAVES/USDT/360/ALMA/TEMA/5409

Strategy
WAVES/USDT/360/ALMA/TEMA/5409
Pair
WAVES_USDT
Interval
6h
Score
332620
Daily Profit
0.204424
Profit Factor
2.889580
Profitability
40.000000
Streak
0.000000
Best Strategy
Training Data Length
1976.750000
Evaluation Time
2025-09-27 12:35
Expiration Time
2024-08-15 10:15

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 457814.4312 404094.6245 53719.8067 363772.4062 473845.098 -110072.6918
Total P&L (%) 457.8144 404.0946 53.7198 363.7724 473.8451 -110.0727
Avg Daily Profit (%) 0.2316 0.2044 0.0272 0.0776 0.0884 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -100779 -63403 -150869 -1161714 -815802 -748023
Profit Factor 1.9042 2.8896 1.1837 1.1036 1.2748 0.9384
Total Trades 60 30 30 60 30 30
Winning Trades 23 12 11 23 12 11
Losing Trades 37 18 19 37 18 19
Profitability (%) 38.3333 40 36.6667 38.3333 40 36.6667
Ratio Avg Win / Avg Loss 3.0633 4.3344 2.0445 1.7753 1.9122 1.6209
Largest Winning Trade 156556 156556 68110 621342 499717 621342
Largest Losing Trade -55609 -38164 -55609 -665529 -585289 -665529
Avg Bars in Trades 128 111 145 128 111 145
Avg Bars in Winners 245 203 291 245 203 291
Avg Bars in Losers 55 50 60 55 50 60
Bars Traded 7693 3343 4350 7693 3343 4350
Profit Streak 0 0 625.15 0 0 625.15
Trades During Streak 0 0 2 0 0 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -166808 332620 -179303 -373068 -77800 -582274
Evaluation Data
{
    "trading_pair": "WAVES_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7907,
    "evaluation_days": 1976.75,
    "actual_first_datapoint_time": 1547791200000,
    "first_datapoint_time": 1550620800000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1758965756108,
    "expiration_time": 1723706136000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "alma",
        "factors": {
            "length": 132,
            "offset": 0
        }
    },
    "second_band": {
        "type": "tema",
        "factors": {
            "length": 53,
            "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": [
        [
            457814.4312313484,
            404094.6245167184,
            53719.8067146303,
            363772.4061988442,
            473845.0979604146,
            -110072.69176157
        ],
        [
            457.814431,
            404.094625,
            53.719807,
            363.772406,
            473.845098,
            -110.072692
        ],
        [
            0.2316,
            0.204424,
            0.027176,
            0.077644,
            0.088426,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -100779,
            -63403,
            -150869,
            -1161714,
            -815802,
            -748023
        ],
        [
            1.904193,
            2.88958,
            1.183677,
            1.103585,
            1.274791,
            0.938419
        ],
        [
            60,
            30,
            30,
            60,
            30,
            30
        ],
        [
            23,
            12,
            11,
            23,
            12,
            11
        ],
        [
            37,
            18,
            19,
            37,
            18,
            19
        ],
        [
            38.333333,
            40,
            36.666667,
            38.333333,
            40,
            36.666667
        ],
        [
            3.063267,
            4.334369,
            2.044532,
            1.775333,
            1.912186,
            1.620905
        ],
        [
            156556,
            156556,
            68110,
            621342,
            499717,
            621342
        ],
        [
            -55609,
            -38164,
            -55609,
            -665529,
            -585289,
            -665529
        ],
        [
            128,
            111,
            145,
            128,
            111,
            145
        ],
        [
            245,
            203,
            291,
            245,
            203,
            291
        ],
        [
            55,
            50,
            60,
            55,
            50,
            60
        ],
        [
            7693,
            3343,
            4350,
            7693,
            3343,
            4350
        ],
        [
            0,
            0,
            625.149955,
            0,
            0,
            625.149955
        ],
        [
            0,
            0,
            2,
            0,
            0,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -166808,
            332620,
            -179303,
            -373068,
            -77800,
            -582274
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "WAVES_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7907,
    "evaluation_days": 1976.75,
    "actual_first_datapoint_time": 1547791200000,
    "first_datapoint_time": 1550620800000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1758965756108,
    "expiration_time": 1723706136000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "alma",
        "factors": {
            "length": 132,
            "offset": 0
        }
    },
    "second_band": {
        "type": "tema",
        "factors": {
            "length": 53,
            "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)