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Trade: WAVES/USDT/120/ALMA/SWMA/2652

Strategy
WAVES/USDT/120/ALMA/SWMA/2652
Pair
WAVES_USDT
Interval
2h
Score
428253
Daily Profit
0.182813
Profit Factor
1.986466
Profitability
54.545455
Streak
0.000000
Best Strategy
Training Data Length
1618.000000
Evaluation Time
2025-10-06 00:16
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 175146.6471 295790.7632 -120644.1162 -89099.1276 852430.4026 -941529.5303
Total P&L (%) 175.1466 295.7908 -120.6441 -89.0991 852.4304 -941.5295
Avg Daily Profit (%) 0.1082 0.1828 -0.0746 -0.1369 0.1394 0
Buy And Hold Return (%) 23.6924 23.6924 23.6924 23.6924 23.6924 23.6924
Max Trade Drawdown -255419 -180101 -152849 -828659 -180982 -1017731
Profit Factor 1.2323 1.9865 0.7344 0.9561 3.3187 0.4327
Total Trades 88 44 44 88 44 44
Winning Trades 43 24 19 43 24 19
Losing Trades 45 20 25 45 20 25
Profitability (%) 48.8636 54.5455 43.1818 48.8636 54.5455 43.1818
Ratio Avg Win / Avg Loss 1.2896 1.6554 0.9664 1.0005 2.7656 0.5693
Largest Winning Trade 106421 106421 59099 338154 338154 159579
Largest Losing Trade -85786 -55808 -85786 -525195 -95598 -525195
Avg Bars in Trades 215 212 219 215 212 219
Avg Bars in Winners 303 292 317 303 292 317
Avg Bars in Losers 132 117 144 132 117 144
Bars Traded 19000 9362 9638 19000 9362 9638
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 -49011 428253 -583371 -579318 16672 -583371
Evaluation Data
{
    "trading_pair": "WAVES_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 19416,
    "evaluation_days": 1618,
    "actual_first_datapoint_time": 1578729600000,
    "first_datapoint_time": 1580335200000,
    "last_datapoint_time": 1718589600000,
    "evaluation_time": 1759698981590,
    "expiration_time": 1723622227200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "alma",
        "factors": {
            "length": 224,
            "offset": 0
        }
    },
    "second_band": {
        "type": "swma",
        "factors": {
            "length": 128,
            "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": [
        [
            175146.6470735429,
            295790.7632263405,
            -120644.1161527976,
            -89099.1276288567,
            852430.402647548,
            -941529.5302764047
        ],
        [
            175.146647,
            295.790763,
            -120.644116,
            -89.099128,
            852.430403,
            -941.52953
        ],
        [
            0.108249,
            0.182813,
            -0.074564,
            -0.136886,
            0.139395,
            0
        ],
        [
            23.692378,
            23.692378,
            23.692378,
            23.692378,
            23.692378,
            23.692378
        ],
        [
            -255419,
            -180101,
            -152849,
            -828659,
            -180982,
            -1017731
        ],
        [
            1.23225,
            1.986466,
            0.734429,
            0.956051,
            3.318694,
            0.432705
        ],
        [
            88,
            44,
            44,
            88,
            44,
            44
        ],
        [
            43,
            24,
            19,
            43,
            24,
            19
        ],
        [
            45,
            20,
            25,
            45,
            20,
            25
        ],
        [
            48.863636,
            54.545455,
            43.181818,
            48.863636,
            54.545455,
            43.181818
        ],
        [
            1.289564,
            1.655388,
            0.966353,
            1.000518,
            2.765578,
            0.569349
        ],
        [
            106421,
            106421,
            59099,
            338154,
            338154,
            159579
        ],
        [
            -85786,
            -55808,
            -85786,
            -525195,
            -95598,
            -525195
        ],
        [
            215,
            212,
            219,
            215,
            212,
            219
        ],
        [
            303,
            292,
            317,
            303,
            292,
            317
        ],
        [
            132,
            117,
            144,
            132,
            117,
            144
        ],
        [
            19000,
            9362,
            9638,
            19000,
            9362,
            9638
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -49011,
            428253,
            -583371,
            -579318,
            16672,
            -583371
        ]
    ]
}
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": 1580335200000,
    "last_datapoint_time": 1718589600000,
    "evaluation_time": 1759698981590,
    "expiration_time": 1723622227200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "alma",
        "factors": {
            "length": 224,
            "offset": 0
        }
    },
    "second_band": {
        "type": "swma",
        "factors": {
            "length": 128,
            "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)