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Trade: WAVES/USDT/720/ALMA/HILO/8971

Strategy
WAVES/USDT/720/ALMA/HILO/8971
Pair
WAVES_USDT
Interval
12h
Score
588897
Daily Profit
0.180299
Profit Factor
4.002956
Profitability
64.516129
Streak
0.000000
Best Strategy
Training Data Length
1977.500000
Evaluation Time
2025-09-28 13:26
Expiration Time
2024-08-15 10:48

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 499960.6375 356541.5079 143419.1295 2138616.4638 560927.5685 1577688.8954
Total P&L (%) 499.9606 356.5415 143.4191 2138.6165 560.9276 1577.6889
Avg Daily Profit (%) 0.2528 0.1803 0.0725 0.1573 0.0955 0.1427
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -36867 -34722 -107022 -1190762 -1190762 -388914
Profit Factor 2.517 4.003 1.6802 1.7081 1.3043 2.3409
Total Trades 62 31 31 62 31 31
Winning Trades 36 20 16 36 20 16
Losing Trades 26 11 15 26 11 15
Profitability (%) 58.0645 64.5161 51.6129 58.0645 64.5161 51.6129
Ratio Avg Win / Avg Loss 1.8178 2.2016 1.5752 1.2337 0.7174 2.1946
Largest Winning Trade 108970 108970 74474 670546 648088 670546
Largest Losing Trade -34722 -34722 -28480 -1190762 -1190762 -344433
Avg Bars in Trades 61 50 73 61 50 73
Avg Bars in Winners 84 66 106 84 66 106
Avg Bars in Losers 30 20 38 30 20 38
Bars Traded 3842 1565 2277 3842 1565 2277
Profit Streak 0 0 582.4354 0 0 582.4354
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -144583 588897 -92170 -147655 -64712 111447
Evaluation Data
{
    "trading_pair": "WAVES_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3955,
    "evaluation_days": 1977.5,
    "actual_first_datapoint_time": 1547769600000,
    "first_datapoint_time": 1551096000000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1759055217255,
    "expiration_time": 1723708080000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "alma",
        "factors": {
            "length": 78,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "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": [
        [
            499960.6374573556,
            356541.5079079876,
            143419.1295493678,
            2138616.4638408194,
            560927.5684871457,
            1577688.8953536735
        ],
        [
            499.960637,
            356.541508,
            143.41913,
            2138.616464,
            560.927568,
            1577.688895
        ],
        [
            0.252825,
            0.180299,
            0.072525,
            0.157314,
            0.095544,
            0.142706
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -36867,
            -34722,
            -107022,
            -1190762,
            -1190762,
            -388914
        ],
        [
            2.516959,
            4.002956,
            1.680193,
            1.708139,
            1.304279,
            2.340904
        ],
        [
            62,
            31,
            31,
            62,
            31,
            31
        ],
        [
            36,
            20,
            16,
            36,
            20,
            16
        ],
        [
            26,
            11,
            15,
            26,
            11,
            15
        ],
        [
            58.064516,
            64.516129,
            51.612903,
            58.064516,
            64.516129,
            51.612903
        ],
        [
            1.817804,
            2.201626,
            1.575181,
            1.233656,
            0.717353,
            2.194597
        ],
        [
            108970,
            108970,
            74474,
            670546,
            648088,
            670546
        ],
        [
            -34722,
            -34722,
            -28480,
            -1190762,
            -1190762,
            -344433
        ],
        [
            61,
            50,
            73,
            61,
            50,
            73
        ],
        [
            84,
            66,
            106,
            84,
            66,
            106
        ],
        [
            30,
            20,
            38,
            30,
            20,
            38
        ],
        [
            3842,
            1565,
            2277,
            3842,
            1565,
            2277
        ],
        [
            0,
            0,
            582.435385,
            0,
            0,
            582.435385
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -144583,
            588897,
            -92170,
            -147655,
            -64712,
            111447
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "WAVES_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3955,
    "evaluation_days": 1977.5,
    "actual_first_datapoint_time": 1547769600000,
    "first_datapoint_time": 1551096000000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1759055217255,
    "expiration_time": 1723708080000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "alma",
        "factors": {
            "length": 78,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "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)