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Trade: WAVES/USDT/360/ALMA/VWMA/8515

Strategy
WAVES/USDT/360/ALMA/VWMA/8515
Pair
WAVES_USDT
Interval
6h
Score
438234
Daily Profit
0.205653
Profit Factor
2.634058
Profitability
48.648649
Streak
0.000000
Best Strategy
Training Data Length
1976.750000
Evaluation Time
2025-09-25 12:57
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 489421.1621 406525.2823 82895.8798 329572.627 -889940.7488 1219513.3758
Total P&L (%) 489.4212 406.5253 82.8959 329.5726 -889.9407 1219.5134
Avg Daily Profit (%) 0.2476 0.2057 0.0419 0.0738 0 0.1306
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -165385 -128227 -91761 -3134773 -3133241 -1232951
Profit Factor 1.9447 2.6341 1.3078 1.0512 0.7704 1.4753
Total Trades 74 37 37 74 37 37
Winning Trades 36 18 18 36 18 18
Losing Trades 38 19 19 38 19 19
Profitability (%) 48.6486 48.6486 48.6486 48.6486 48.6486 48.6486
Ratio Avg Win / Avg Loss 2.0527 2.7804 1.3805 1.1096 0.8132 1.5572
Largest Winning Trade 168676 168676 65552 1300518 1074766 1300518
Largest Losing Trade -72107 -29028 -72107 -1167439 -943763 -1167439
Avg Bars in Trades 104 109 99 104 109 99
Avg Bars in Winners 159 166 152 159 166 152
Avg Bars in Losers 52 55 48 52 55 48
Bars Traded 7722 4049 3672 7722 4049 3672
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 -57581 438234 -137281 -328012 -581298 -16516

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": 1550296800000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1758794220472,
    "expiration_time": 1723706136000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "alma",
        "factors": {
            "length": 117,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 104,
            "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": [
        [
            489421.1620740556,
            406525.2822997217,
            82895.879774334,
            329572.6269620602,
            -889940.7488274442,
            1219513.3757895047
        ],
        [
            489.421162,
            406.525282,
            82.89588,
            329.572627,
            -889.940749,
            1219.513376
        ],
        [
            0.247589,
            0.205653,
            0.041935,
            0.073765,
            0,
            0.130595
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -165385,
            -128227,
            -91761,
            -3134773,
            -3133241,
            -1232951
        ],
        [
            1.944674,
            2.634058,
            1.307818,
            1.051155,
            0.77044,
            1.475268
        ],
        [
            74,
            37,
            37,
            74,
            37,
            37
        ],
        [
            36,
            18,
            18,
            36,
            18,
            18
        ],
        [
            38,
            19,
            19,
            38,
            19,
            19
        ],
        [
            48.648649,
            48.648649,
            48.648649,
            48.648649,
            48.648649,
            48.648649
        ],
        [
            2.052712,
            2.780395,
            1.380474,
            1.109552,
            0.813242,
            1.557228
        ],
        [
            168676,
            168676,
            65552,
            1300518,
            1074766,
            1300518
        ],
        [
            -72107,
            -29028,
            -72107,
            -1167439,
            -943763,
            -1167439
        ],
        [
            104,
            109,
            99,
            104,
            109,
            99
        ],
        [
            159,
            166,
            152,
            159,
            166,
            152
        ],
        [
            52,
            55,
            48,
            52,
            55,
            48
        ],
        [
            7722,
            4049,
            3672,
            7722,
            4049,
            3672
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -57581,
            438234,
            -137281,
            -328012,
            -581298,
            -16516
        ]
    ]
}
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": 1550296800000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1758794220472,
    "expiration_time": 1723706136000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "alma",
        "factors": {
            "length": 117,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 104,
            "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)