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Trade: WAVES/USDT/60/HL2/ALMA/7811

Strategy
WAVES/USDT/60/HL2/ALMA/7811
Pair
WAVES_USDT
Interval
1h
Score
330001
Daily Profit
0.224978
Profit Factor
1.250219
Profitability
42.890443
Streak
486.486732
Best Strategy
Training Data Length
577.080000
Evaluation Time
2025-09-29 12:40
Expiration Time
2024-07-28 18:12

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 129830.1802 72482.3889 57347.7913 90460.4499 58595.687 31864.7628
Total P&L (%) 129.8302 72.4824 57.3478 90.4605 58.5957 31.8648
Avg Daily Profit (%) 0.225 0.1256 0.0994 0.1117 0.0799 0.0479
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -93237 -73289 -64172 -212321 -169843 -140281
Profit Factor 1.2502 1.2368 1.2695 1.0847 1.0932 1.0725
Total Trades 429 215 214 429 215 214
Winning Trades 184 95 89 184 95 89
Losing Trades 245 120 125 245 120 125
Profitability (%) 42.8904 44.186 41.5888 42.8904 44.186 41.5888
Ratio Avg Win / Avg Loss 1.6647 1.5623 1.783 1.4443 1.3809 1.5064
Largest Winning Trade 49215 43614 49215 70630 70630 61692
Largest Losing Trade -28773 -28773 -13093 -92845 -92845 -33180
Avg Bars in Trades 31 31 31 31 31 31
Avg Bars in Winners 40 38 41 40 38 41
Avg Bars in Losers 25 26 24 25 26 24
Bars Traded 13563 6835 6728 13563 6835 6728
Profit Streak 486.4867 486.4867 491.7784 486.4867 486.4867 491.7784
Trades During Streak 4 2 3 4 2 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 330001 -25649 -61900 -170773 -206092 -273203
Evaluation Data
{
    "trading_pair": "WAVES_USDT",
    "interval": "1h",
    "packets": 25000,
    "actual_packets": 13850,
    "evaluation_days": 577.08,
    "actual_first_datapoint_time": 1668729600000,
    "first_datapoint_time": 1669262400000,
    "last_datapoint_time": 1718589600000,
    "evaluation_time": 1759138853694,
    "expiration_time": 1722179520000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hl2",
        "factors": {
            "length": 0,
            "offset": 148
        }
    },
    "second_band": {
        "type": "alma",
        "factors": {
            "length": 76,
            "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": [
        [
            129830.1802135029,
            72482.3888642998,
            57347.7913492029,
            90460.44986319,
            58595.6870468186,
            31864.7628163715
        ],
        [
            129.83018,
            72.482389,
            57.347791,
            90.46045,
            58.595687,
            31.864763
        ],
        [
            0.224978,
            0.125602,
            0.099376,
            0.111706,
            0.079949,
            0.047944
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -93237,
            -73289,
            -64172,
            -212321,
            -169843,
            -140281
        ],
        [
            1.250219,
            1.236817,
            1.269497,
            1.084707,
            1.093203,
            1.072545
        ],
        [
            429,
            215,
            214,
            429,
            215,
            214
        ],
        [
            184,
            95,
            89,
            184,
            95,
            89
        ],
        [
            245,
            120,
            125,
            245,
            120,
            125
        ],
        [
            42.890443,
            44.186047,
            41.588785,
            42.890443,
            44.186047,
            41.588785
        ],
        [
            1.664694,
            1.562295,
            1.783001,
            1.44431,
            1.380888,
            1.506384
        ],
        [
            49215,
            43614,
            49215,
            70630,
            70630,
            61692
        ],
        [
            -28773,
            -28773,
            -13093,
            -92845,
            -92845,
            -33180
        ],
        [
            31,
            31,
            31,
            31,
            31,
            31
        ],
        [
            40,
            38,
            41,
            40,
            38,
            41
        ],
        [
            25,
            26,
            24,
            25,
            26,
            24
        ],
        [
            13563,
            6835,
            6728,
            13563,
            6835,
            6728
        ],
        [
            486.486732,
            486.486732,
            491.778399,
            486.486732,
            486.486733,
            491.778399
        ],
        [
            4,
            2,
            3,
            4,
            2,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            330001,
            -25649,
            -61900,
            -170773,
            -206092,
            -273203
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "WAVES_USDT",
    "interval": "1h",
    "packets": 25000,
    "actual_packets": 13850,
    "evaluation_days": 577.08,
    "actual_first_datapoint_time": 1668729600000,
    "first_datapoint_time": 1669262400000,
    "last_datapoint_time": 1718589600000,
    "evaluation_time": 1759138853694,
    "expiration_time": 1722179520000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hl2",
        "factors": {
            "length": 0,
            "offset": 148
        }
    },
    "second_band": {
        "type": "alma",
        "factors": {
            "length": 76,
            "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)