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Trade: WAVES/USDT/120/ALMA/DEMA/7647

Strategy
WAVES/USDT/120/ALMA/DEMA/7647
Pair
WAVES_USDT
Interval
2h
Score
363375
Daily Profit
0.310573
Profit Factor
1.646514
Profitability
43.939394
Streak
0.000000
Best Strategy
Training Data Length
1618.000000
Evaluation Time
2025-09-26 11:26
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 502507.343 485966.9281 16540.4149 274888.6553 458441.981 -183553.3258
Total P&L (%) 502.5073 485.9669 16.5404 274.8887 458.442 -183.5533
Avg Daily Profit (%) 0.3106 0.3004 0.0102 0.0817 0.1064 0
Buy And Hold Return (%) 23.8775 23.8775 23.8775 23.8775 23.8775 23.8775
Max Trade Drawdown -127026 -85426 -151534 -495563 -324329 -315810
Profit Factor 1.6465 2.1763 1.0454 1.1281 1.4026 0.8177
Total Trades 132 66 66 132 66 66
Winning Trades 58 24 34 58 24 34
Losing Trades 74 42 32 74 42 32
Profitability (%) 43.9394 36.3636 51.5152 43.9394 36.3636 51.5152
Ratio Avg Win / Avg Loss 2.1007 3.8085 0.9839 1.4393 2.4545 0.7696
Largest Winning Trade 139334 139334 66131 316837 316837 152190
Largest Losing Trade -51041 -44956 -51041 -157044 -157044 -149128
Avg Bars in Trades 140 133 148 140 133 148
Avg Bars in Winners 224 253 204 224 253 204
Avg Bars in Losers 74 64 87 74 64 87
Bars Traded 18564 8791 9773 18564 8791 9773
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 363375 -117142 -641161 -165490 -178933 -704761

Evaluation Data

{
    "trading_pair": "WAVES_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 19416,
    "evaluation_days": 1618,
    "actual_first_datapoint_time": 1578729600000,
    "first_datapoint_time": 1580450400000,
    "last_datapoint_time": 1718589600000,
    "evaluation_time": 1758875211513,
    "expiration_time": 1723622227200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "alma",
        "factors": {
            "length": 125,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dema",
        "factors": {
            "length": 240,
            "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": [
        [
            502507.34304103,
            485966.9281428411,
            16540.4148981887,
            274888.6552697044,
            458441.9810337916,
            -183553.3257640872
        ],
        [
            502.507343,
            485.966928,
            16.540415,
            274.888655,
            458.441981,
            -183.553326
        ],
        [
            0.310573,
            0.30035,
            0.010223,
            0.081706,
            0.106359,
            0
        ],
        [
            23.877504,
            23.877504,
            23.877504,
            23.877504,
            23.877504,
            23.877504
        ],
        [
            -127026,
            -85426,
            -151534,
            -495563,
            -324329,
            -315810
        ],
        [
            1.646514,
            2.176268,
            1.045427,
            1.128099,
            1.402553,
            0.817734
        ],
        [
            132,
            66,
            66,
            132,
            66,
            66
        ],
        [
            58,
            24,
            34,
            58,
            24,
            34
        ],
        [
            74,
            42,
            32,
            74,
            42,
            32
        ],
        [
            43.939394,
            36.363636,
            51.515152,
            43.939394,
            36.363636,
            51.515152
        ],
        [
            2.100725,
            3.808469,
            0.983931,
            1.439299,
            2.454468,
            0.769632
        ],
        [
            139334,
            139334,
            66131,
            316837,
            316837,
            152190
        ],
        [
            -51041,
            -44956,
            -51041,
            -157044,
            -157044,
            -149128
        ],
        [
            140,
            133,
            148,
            140,
            133,
            148
        ],
        [
            224,
            253,
            204,
            224,
            253,
            204
        ],
        [
            74,
            64,
            87,
            74,
            64,
            87
        ],
        [
            18564,
            8791,
            9773,
            18564,
            8791,
            9773
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            363375,
            -117142,
            -641161,
            -165490,
            -178933,
            -704761
        ]
    ]
}
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": 1580450400000,
    "last_datapoint_time": 1718589600000,
    "evaluation_time": 1758875211513,
    "expiration_time": 1723622227200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "alma",
        "factors": {
            "length": 125,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dema",
        "factors": {
            "length": 240,
            "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)