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Trade: WAVES/USDT/120/ALMA/DCM/8605

Strategy
WAVES/USDT/120/ALMA/DCM/8605
Pair
WAVES_USDT
Interval
2h
Score
418466
Daily Profit
0.334351
Profit Factor
1.735637
Profitability
46.923077
Streak
0.000000
Best Strategy
Training Data Length
1618.000000
Evaluation Time
2025-10-01 21:49
Expiration Time
2024-08-14 10:57

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 540980.347 502650.9314 38329.4156 654025.7549 -26283.1772 680308.9321
Total P&L (%) 540.9803 502.6509 38.3294 654.0258 -26.2832 680.3089
Avg Daily Profit (%) 0.3344 0.3107 0.0237 0.1249 -0.0188 0.1271
Buy And Hold Return (%) 25.5836 25.5836 25.5836 25.5836 25.5836 25.5836
Max Trade Drawdown -157032 -135945 -113625 -2432170 -1906386 -612242
Profit Factor 1.7356 2.3561 1.1051 1.1309 0.9912 1.3414
Total Trades 130 65 65 130 65 65
Winning Trades 61 28 33 61 28 33
Losing Trades 69 37 32 69 37 32
Profitability (%) 46.9231 43.0769 50.7692 46.9231 43.0769 50.7692
Ratio Avg Win / Avg Loss 1.9633 3.1135 1.0716 1.2792 1.3099 1.3008
Largest Winning Trade 121132 121132 60992 1042744 936506 1042744
Largest Losing Trade -45867 -41385 -45867 -1139084 -1139084 -418319
Avg Bars in Trades 146 156 136 146 156 136
Avg Bars in Winners 220 255 190 220 255 190
Avg Bars in Losers 80 81 80 80 81 80
Bars Traded 19000 10157 8843 19000 10157 8843
Profit Streak 0 0 503.7843 0 0 503.7843
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 418466 -121179 -407929 -103163 -713761 -153635
Evaluation Data
{
    "trading_pair": "WAVES_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 19416,
    "evaluation_days": 1618,
    "actual_first_datapoint_time": 1578729600000,
    "first_datapoint_time": 1579975200000,
    "last_datapoint_time": 1718589600000,
    "evaluation_time": 1759344567601,
    "expiration_time": 1723622227200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "alma",
        "factors": {
            "length": 174,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 136,
            "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": [
        [
            540980.3470238452,
            502650.9314141177,
            38329.4156097268,
            654025.7549386261,
            -26283.1771952877,
            680308.932133914
        ],
        [
            540.980347,
            502.650931,
            38.329416,
            654.025755,
            -26.283177,
            680.308932
        ],
        [
            0.334351,
            0.310662,
            0.023689,
            0.124939,
            -0.018845,
            0.12706
        ],
        [
            25.583567,
            25.583567,
            25.583567,
            25.583567,
            25.583567,
            25.583567
        ],
        [
            -157032,
            -135945,
            -113625,
            -2432170,
            -1906386,
            -612242
        ],
        [
            1.735637,
            2.356126,
            1.105087,
            1.130927,
            0.991247,
            1.341429
        ],
        [
            130,
            65,
            65,
            130,
            65,
            65
        ],
        [
            61,
            28,
            33,
            61,
            28,
            33
        ],
        [
            69,
            37,
            32,
            69,
            37,
            32
        ],
        [
            46.923077,
            43.076923,
            50.769231,
            46.923077,
            43.076923,
            50.769231
        ],
        [
            1.963262,
            3.113452,
            1.0716,
            1.279245,
            1.309862,
            1.30078
        ],
        [
            121132,
            121132,
            60992,
            1042744,
            936506,
            1042744
        ],
        [
            -45867,
            -41385,
            -45867,
            -1139084,
            -1139084,
            -418319
        ],
        [
            146,
            156,
            136,
            146,
            156,
            136
        ],
        [
            220,
            255,
            190,
            220,
            255,
            190
        ],
        [
            80,
            81,
            80,
            80,
            81,
            80
        ],
        [
            19000,
            10157,
            8843,
            19000,
            10157,
            8843
        ],
        [
            0,
            0,
            503.784347,
            0,
            0,
            503.784347
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            418466,
            -121179,
            -407929,
            -103163,
            -713761,
            -153635
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "WAVES_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 19416,
    "evaluation_days": 1618,
    "actual_first_datapoint_time": 1578729600000,
    "first_datapoint_time": 1579975200000,
    "last_datapoint_time": 1718589600000,
    "evaluation_time": 1759344567601,
    "expiration_time": 1723622227200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "alma",
        "factors": {
            "length": 174,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 136,
            "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)