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Trade: WAVES/USDT/120/FWMA/ALMA/6877

Strategy
WAVES/USDT/120/FWMA/ALMA/6877
Pair
WAVES_USDT
Interval
2h
Score
410726
Daily Profit
0.276802
Profit Factor
1.693760
Profitability
48.214286
Streak
0.000000
Best Strategy
Training Data Length
1618.000000
Evaluation Time
2025-09-25 17:47
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 470973.1069 447864.8795 23108.2274 52900.3488 218625.1641 -165724.8153
Total P&L (%) 470.9731 447.8649 23.1082 52.9003 218.6252 -165.7248
Avg Daily Profit (%) 0.2911 0.2768 0.0143 0.0262 0.0716 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -191585 -180305 -176615 -1051310 -1141431 -681839
Profit Factor 1.3434 1.6938 1.0318 1.0108 1.085 0.9283
Total Trades 448 224 224 448 224 224
Winning Trades 219 108 111 219 108 111
Losing Trades 229 116 113 229 116 113
Profitability (%) 48.8839 48.2143 49.5536 48.8839 48.2143 49.5536
Ratio Avg Win / Avg Loss 1.4047 1.8192 1.0504 1.057 1.1653 0.9451
Largest Winning Trade 132307 132307 68160 483372 483372 410784
Largest Losing Trade -75961 -46066 -75961 -514763 -514763 -267693
Avg Bars in Trades 42 43 41 42 43 41
Avg Bars in Winners 49 52 47 49 52 47
Avg Bars in Losers 35 34 35 35 34 35
Bars Traded 18984 9714 9270 18984 9714 9270
Profit Streak 0 0 498.2828 0 0 498.2828
Trades During Streak 0 0 3 0 0 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 383610 410726 -362319 -365660 -224426 -578998

Evaluation Data

{
    "trading_pair": "WAVES_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 19416,
    "evaluation_days": 1618,
    "actual_first_datapoint_time": 1578729600000,
    "first_datapoint_time": 1581084000000,
    "last_datapoint_time": 1718589600000,
    "evaluation_time": 1758811629805,
    "expiration_time": 1723622227200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "fwma",
        "factors": {
            "length": 150,
            "offset": 178
        }
    },
    "second_band": {
        "type": "alma",
        "factors": {
            "length": 156,
            "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": [
        [
            470973.1068934328,
            447864.8795089987,
            23108.227384434,
            52900.348823531,
            218625.1640846459,
            -165724.8152611147
        ],
        [
            470.973107,
            447.86488,
            23.108227,
            52.900349,
            218.625164,
            -165.724815
        ],
        [
            0.291084,
            0.276802,
            0.014282,
            0.026247,
            0.071648,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -191585,
            -180305,
            -176615,
            -1051310,
            -1141431,
            -681839
        ],
        [
            1.343366,
            1.69376,
            1.031826,
            1.010827,
            1.084958,
            0.928343
        ],
        [
            448,
            224,
            224,
            448,
            224,
            224
        ],
        [
            219,
            108,
            111,
            219,
            108,
            111
        ],
        [
            229,
            116,
            113,
            229,
            116,
            113
        ],
        [
            48.883929,
            48.214286,
            49.553571,
            48.883929,
            48.214286,
            49.553571
        ],
        [
            1.404707,
            1.819224,
            1.050418,
            1.056983,
            1.165325,
            0.94507
        ],
        [
            132307,
            132307,
            68160,
            483372,
            483372,
            410784
        ],
        [
            -75961,
            -46066,
            -75961,
            -514763,
            -514763,
            -267693
        ],
        [
            42,
            43,
            41,
            42,
            43,
            41
        ],
        [
            49,
            52,
            47,
            49,
            52,
            47
        ],
        [
            35,
            34,
            35,
            35,
            34,
            35
        ],
        [
            18984,
            9714,
            9270,
            18984,
            9714,
            9270
        ],
        [
            0,
            0,
            498.282752,
            0,
            0,
            498.282752
        ],
        [
            0,
            0,
            3,
            0,
            0,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            383610,
            410726,
            -362319,
            -365660,
            -224426,
            -578998
        ]
    ]
}
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": 1581084000000,
    "last_datapoint_time": 1718589600000,
    "evaluation_time": 1758811629805,
    "expiration_time": 1723622227200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "fwma",
        "factors": {
            "length": 150,
            "offset": 178
        }
    },
    "second_band": {
        "type": "alma",
        "factors": {
            "length": 156,
            "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)