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Trade: WAVES/USDT/360/ALMA/WMA/3283

Strategy
WAVES/USDT/360/ALMA/WMA/3283
Pair
WAVES_USDT
Interval
6h
Score
305164
Daily Profit
0.182994
Profit Factor
1.298379
Profitability
47.236181
Streak
505.181504
Best Strategy
Training Data Length
1976.750000
Evaluation Time
2025-10-03 19:21
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 361733.8163 376235.4224 -14501.6062 -77497.7211 586876.9846 -664374.7058
Total P&L (%) 361.7338 376.2354 -14.5016 -77.4977 586.877 -664.3747
Avg Daily Profit (%) 0.183 0.1903 -0.0073 -0.0754 0.0975 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -163409 -141744 -201143 -515357 -311925 -723118
Profit Factor 1.2984 1.6245 0.9762 0.9637 1.7805 0.5197
Total Trades 199 99 100 199 99 100
Winning Trades 94 43 51 94 43 51
Losing Trades 105 56 49 105 56 49
Profitability (%) 47.2362 43.4343 51 47.2362 43.4343 51
Ratio Avg Win / Avg Loss 1.4503 2.1157 0.9379 1.0765 2.3188 0.4993
Largest Winning Trade 147092 147092 56953 175788 163480 175788
Largest Losing Trade -79691 -68765 -79691 -257994 -78990 -257994
Avg Bars in Trades 38 42 35 38 42 35
Avg Bars in Winners 43 47 40 43 47 40
Avg Bars in Losers 34 38 29 34 38 29
Bars Traded 7755 4236 3519 7755 4236 3519
Profit Streak 505.1815 508.1815 505.1815 505.1815 508.1815 505.1815
Trades During Streak 2 1 1 2 1 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 305164 300770 -580351 -578184 -61232 -580351
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": 1759508481919,
    "expiration_time": 1723706136000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "alma",
        "factors": {
            "length": 46,
            "offset": 0
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 132,
            "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": [
        [
            361733.8162547415,
            376235.4224386769,
            -14501.6061839353,
            -77497.7211444987,
            586876.9846476777,
            -664374.7057921762
        ],
        [
            361.733816,
            376.235422,
            -14.501606,
            -77.497721,
            586.876985,
            -664.374706
        ],
        [
            0.182994,
            0.19033,
            -0.007336,
            -0.075426,
            0.09753,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -163409,
            -141744,
            -201143,
            -515357,
            -311925,
            -723118
        ],
        [
            1.298379,
            1.62454,
            0.976223,
            0.963703,
            1.780527,
            0.519683
        ],
        [
            199,
            99,
            100,
            199,
            99,
            100
        ],
        [
            94,
            43,
            51,
            94,
            43,
            51
        ],
        [
            105,
            56,
            49,
            105,
            56,
            49
        ],
        [
            47.236181,
            43.434343,
            51,
            47.236181,
            43.434343,
            51
        ],
        [
            1.450317,
            2.11568,
            0.93794,
            1.076477,
            2.318826,
            0.499303
        ],
        [
            147092,
            147092,
            56953,
            175788,
            163480,
            175788
        ],
        [
            -79691,
            -68765,
            -79691,
            -257994,
            -78990,
            -257994
        ],
        [
            38,
            42,
            35,
            38,
            42,
            35
        ],
        [
            43,
            47,
            40,
            43,
            47,
            40
        ],
        [
            34,
            38,
            29,
            34,
            38,
            29
        ],
        [
            7755,
            4236,
            3519,
            7755,
            4236,
            3519
        ],
        [
            505.181504,
            508.181504,
            505.181504,
            505.181504,
            508.181504,
            505.181504
        ],
        [
            2,
            1,
            1,
            2,
            1,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            305164,
            300770,
            -580351,
            -578184,
            -61232,
            -580351
        ]
    ]
}
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": 1759508481919,
    "expiration_time": 1723706136000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "alma",
        "factors": {
            "length": 46,
            "offset": 0
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 132,
            "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)