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Trade: WAVES/USDT/480/MIDPOINT/ALMA/1714

Strategy
WAVES/USDT/480/MIDPOINT/ALMA/1714
Pair
WAVES_USDT
Interval
8h
Score
545408
Daily Profit
0.279603
Profit Factor
3.177894
Profitability
52.083333
Streak
0.000000
Best Strategy
Training Data Length
1977.000000
Evaluation Time
2025-10-03 16:09
Expiration Time
2024-08-15 10:26

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 663399.6851 552774.5007 110625.1845 2135071.3505 855149.2624 1279922.0881
Total P&L (%) 663.3997 552.7745 110.6252 2135.0714 855.1493 1279.9221
Avg Daily Profit (%) 0.3356 0.2796 0.056 0.1573 0.1142 0.1328
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -127844 -43101 -147578 -1096826 -1057329 -925291
Profit Factor 2.2622 3.1779 1.4071 1.5062 1.3437 1.74
Total Trades 95 48 47 95 48 47
Winning Trades 48 25 23 48 25 23
Losing Trades 47 23 24 47 23 24
Profitability (%) 50.5263 52.0833 48.9362 50.5263 52.0833 48.9362
Ratio Avg Win / Avg Loss 2.2151 2.9237 1.4682 1.4749 1.2362 1.8157
Largest Winning Trade 202324 202324 78464 1020319 747849 1020319
Largest Losing Trade -45278 -32559 -45278 -492785 -492785 -408554
Avg Bars in Trades 58 44 71 58 44 71
Avg Bars in Winners 87 62 114 87 62 114
Avg Bars in Losers 28 25 30 28 25 30
Bars Traded 5522 2142 3380 5522 2142 3380
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 497667 545408 -117792 336177 -39395 -12297
Evaluation Data
{
    "trading_pair": "WAVES_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5931,
    "evaluation_days": 1977,
    "actual_first_datapoint_time": 1547798400000,
    "first_datapoint_time": 1553011200000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1759496947495,
    "expiration_time": 1723706784000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "midpoint",
        "factors": {
            "length": 182,
            "offset": 0
        }
    },
    "second_band": {
        "type": "alma",
        "factors": {
            "length": 8,
            "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": [
        [
            663399.6851461808,
            552774.5006658992,
            110625.1844802817,
            2135071.3504556348,
            855149.2624002915,
            1279922.0880553434
        ],
        [
            663.399685,
            552.774501,
            110.625184,
            2135.07135,
            855.149262,
            1279.922088
        ],
        [
            0.335559,
            0.279603,
            0.055956,
            0.157274,
            0.114213,
            0.132845
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -127844,
            -43101,
            -147578,
            -1096826,
            -1057329,
            -925291
        ],
        [
            2.262216,
            3.177894,
            1.407052,
            1.506247,
            1.343734,
            1.739999
        ],
        [
            95,
            48,
            47,
            95,
            48,
            47
        ],
        [
            48,
            25,
            23,
            48,
            25,
            23
        ],
        [
            47,
            23,
            24,
            47,
            23,
            24
        ],
        [
            50.526316,
            52.083333,
            48.93617,
            50.526316,
            52.083333,
            48.93617
        ],
        [
            2.215087,
            2.923663,
            1.468228,
            1.474867,
            1.236235,
            1.815651
        ],
        [
            202324,
            202324,
            78464,
            1020319,
            747849,
            1020319
        ],
        [
            -45278,
            -32559,
            -45278,
            -492785,
            -492785,
            -408554
        ],
        [
            58,
            44,
            71,
            58,
            44,
            71
        ],
        [
            87,
            62,
            114,
            87,
            62,
            114
        ],
        [
            28,
            25,
            30,
            28,
            25,
            30
        ],
        [
            5522,
            2142,
            3380,
            5522,
            2142,
            3380
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            497667,
            545408,
            -117792,
            336177,
            -39395,
            -12297
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "WAVES_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5931,
    "evaluation_days": 1977,
    "actual_first_datapoint_time": 1547798400000,
    "first_datapoint_time": 1553011200000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1759496947495,
    "expiration_time": 1723706784000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midpoint",
        "factors": {
            "length": 182,
            "offset": 0
        }
    },
    "second_band": {
        "type": "alma",
        "factors": {
            "length": 8,
            "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)