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Trade: WAVES/USDT/720/ALMA/HLC3/8761

Strategy
WAVES/USDT/720/ALMA/HLC3/8761
Pair
WAVES_USDT
Interval
12h
Score
326609
Daily Profit
0.163074
Profit Factor
3.779120
Profitability
34.482759
Streak
709.639130
Best Strategy
Training Data Length
1977.500000
Evaluation Time
2025-09-30 18:20
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 371789.9824 322479.5464 49310.436 395501.6847 224043.9551 171457.7296
Total P&L (%) 371.79 322.4795 49.3104 395.5017 224.044 171.4577
Avg Daily Profit (%) 0.188 0.1631 0.0249 0.081 0.0595 0.0505
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -79546 -43787 -148091 -120740 -158823 -144208
Profit Factor 2.1151 3.7791 1.2268 1.7296 2.0315 1.5277
Total Trades 58 29 29 58 29 29
Winning Trades 21 10 11 21 10 11
Losing Trades 37 19 18 37 19 18
Profitability (%) 36.2069 34.4828 37.931 36.2069 34.4828 37.931
Ratio Avg Win / Avg Loss 3.7266 7.1803 2.0076 3.0473 3.8599 2.4999
Largest Winning Trade 104088 104088 70511 170466 170466 164912
Largest Losing Trade -43441 -17145 -43441 -92687 -63319 -92687
Avg Bars in Trades 63 60 67 63 60 67
Avg Bars in Winners 138 142 134 138 142 134
Avg Bars in Losers 21 16 27 21 16 27
Bars Traded 3705 1740 1965 3705 1740 1965
Profit Streak 582.1391 709.6391 0 582.1391 709.6391 0
Trades During Streak 1 2 0 1 2 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -173017 326609 -164953 -266135 -114781 -127617
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": 1552521600000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1759245620845,
    "expiration_time": 1723708080000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "alma",
        "factors": {
            "length": 111,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hlc3",
        "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": [
        [
            371789.9824252577,
            322479.5464034642,
            49310.4360217933,
            395501.6847323376,
            224043.9551400694,
            171457.7295922681
        ],
        [
            371.789982,
            322.479546,
            49.310436,
            395.501685,
            224.043955,
            171.45773
        ],
        [
            0.18801,
            0.163074,
            0.024936,
            0.080963,
            0.059472,
            0.050513
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -79546,
            -43787,
            -148091,
            -120740,
            -158823,
            -144208
        ],
        [
            2.115122,
            3.77912,
            1.226849,
            1.72957,
            2.031528,
            1.527714
        ],
        [
            58,
            29,
            29,
            58,
            29,
            29
        ],
        [
            21,
            10,
            11,
            21,
            10,
            11
        ],
        [
            37,
            19,
            18,
            37,
            19,
            18
        ],
        [
            36.206897,
            34.482759,
            37.931034,
            36.206897,
            34.482759,
            37.931034
        ],
        [
            3.726644,
            7.180328,
            2.007572,
            3.047337,
            3.859903,
            2.499895
        ],
        [
            104088,
            104088,
            70511,
            170466,
            170466,
            164912
        ],
        [
            -43441,
            -17145,
            -43441,
            -92687,
            -63319,
            -92687
        ],
        [
            63,
            60,
            67,
            63,
            60,
            67
        ],
        [
            138,
            142,
            134,
            138,
            142,
            134
        ],
        [
            21,
            16,
            27,
            21,
            16,
            27
        ],
        [
            3705,
            1740,
            1965,
            3705,
            1740,
            1965
        ],
        [
            582.13913,
            709.63913,
            0,
            582.13913,
            709.63913,
            0
        ],
        [
            1,
            2,
            0,
            1,
            2,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -173017,
            326609,
            -164953,
            -266135,
            -114781,
            -127617
        ]
    ]
}
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": 1552521600000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1759245620845,
    "expiration_time": 1723708080000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "alma",
        "factors": {
            "length": 111,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hlc3",
        "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)