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Trade: WAVES/USDT/120/ALMA/JMA/3518

Strategy
WAVES/USDT/120/ALMA/JMA/3518
Pair
WAVES_USDT
Interval
2h
Score
446583
Daily Profit
0.294549
Profit Factor
1.470288
Profitability
55.128205
Streak
535.277017
Best Strategy
Training Data Length
1618.000000
Evaluation Time
2025-10-07 07:38
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 476580.2267 507814.969 -31234.7424 -63341.5918 -30876.954 -32464.6379
Total P&L (%) 476.5802 507.815 -31.2347 -63.3416 -30.877 -32.4646
Avg Daily Profit (%) 0.2945 0.3139 -0.0193 -0.062 -0.0228 -0.0243
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -185922 -191369 -163859 -286815 -304920 -93504
Profit Factor 1.4703 2.0109 0.9389 0.9144 0.9351 0.8771
Total Trades 156 78 78 156 78 78
Winning Trades 86 42 44 86 42 44
Losing Trades 70 36 34 70 36 34
Profitability (%) 55.1282 53.8462 56.4103 55.1282 53.8462 56.4103
Ratio Avg Win / Avg Loss 1.1967 1.7236 0.7255 0.7443 0.8015 0.6777
Largest Winning Trade 186197 186197 49135 121090 121090 28480
Largest Losing Trade -74620 -71498 -74620 -145664 -145664 -59282
Avg Bars in Trades 120 119 120 120 119 120
Avg Bars in Winners 111 105 116 111 105 116
Avg Bars in Losers 131 135 126 131 135 126
Bars Traded 18727 9294 9433 18727 9294 9433
Profit Streak 535.277 535.277 557.527 535.277 535.277 557.527
Trades During Streak 5 2 4 5 2 4
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 446583 -20168 -612776 -577926 -613778 -612776
Evaluation Data
{
    "trading_pair": "WAVES_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 19416,
    "evaluation_days": 1618,
    "actual_first_datapoint_time": 1578729600000,
    "first_datapoint_time": 1581588000000,
    "last_datapoint_time": 1718589600000,
    "evaluation_time": 1759811934267,
    "expiration_time": 1723622227200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "alma",
        "factors": {
            "length": 230,
            "offset": 0
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 227,
            "offset": 171
        }
    }
}
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": [
        [
            476580.2266552431,
            507814.9690270288,
            -31234.7423717856,
            -63341.5918475001,
            -30876.953962768,
            -32464.6378847322
        ],
        [
            476.580227,
            507.814969,
            -31.234742,
            -63.341592,
            -30.876954,
            -32.464638
        ],
        [
            0.294549,
            0.313854,
            -0.019305,
            -0.062003,
            -0.022821,
            -0.024257
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -185922,
            -191369,
            -163859,
            -286815,
            -304920,
            -93504
        ],
        [
            1.470288,
            2.010865,
            0.938878,
            0.914413,
            0.935136,
            0.877056
        ],
        [
            156,
            78,
            78,
            156,
            78,
            78
        ],
        [
            86,
            42,
            44,
            86,
            42,
            44
        ],
        [
            70,
            36,
            34,
            70,
            36,
            34
        ],
        [
            55.128205,
            53.846154,
            56.410256,
            55.128205,
            53.846154,
            56.410256
        ],
        [
            1.196746,
            1.723599,
            0.725497,
            0.74429,
            0.801545,
            0.677725
        ],
        [
            186197,
            186197,
            49135,
            121090,
            121090,
            28480
        ],
        [
            -74620,
            -71498,
            -74620,
            -145664,
            -145664,
            -59282
        ],
        [
            120,
            119,
            120,
            120,
            119,
            120
        ],
        [
            111,
            105,
            116,
            111,
            105,
            116
        ],
        [
            131,
            135,
            126,
            131,
            135,
            126
        ],
        [
            18727,
            9294,
            9433,
            18727,
            9294,
            9433
        ],
        [
            535.277017,
            535.277017,
            557.527017,
            535.277017,
            535.277017,
            557.527017
        ],
        [
            5,
            2,
            4,
            5,
            2,
            4
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            446583,
            -20168,
            -612776,
            -577926,
            -613778,
            -612776
        ]
    ]
}
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": 1581588000000,
    "last_datapoint_time": 1718589600000,
    "evaluation_time": 1759811934267,
    "expiration_time": 1723622227200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "alma",
        "factors": {
            "length": 230,
            "offset": 0
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 227,
            "offset": 171
        }
    }
}

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)