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Trade: WAVES/USDT/240/ALMA/KCB/7692

Strategy
WAVES/USDT/240/ALMA/KCB/7692
Pair
WAVES_USDT
Interval
4h
Score
502960
Daily Profit
0.184686
Profit Factor
3.189802
Profitability
53.333333
Streak
0.000000
Best Strategy
Training Data Length
1976.000000
Evaluation Time
2025-10-03 07:53
Expiration Time
2024-08-15 09:43

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 412507.1462 364940.1518 47566.9944 219505.6494 -19194.5183 238700.1677
Total P&L (%) 412.5071 364.9402 47.567 219.5056 -19.1945 238.7002
Avg Daily Profit (%) 0.2088 0.1847 0.0241 0.0588 -0.0108 0.0618
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -102829 -44227 -183711 -843079 -361536 -536674
Profit Factor 1.8277 3.1898 1.1434 1.1149 0.9764 1.218
Total Trades 60 30 30 60 30 30
Winning Trades 30 16 14 30 16 14
Losing Trades 30 14 16 30 14 16
Profitability (%) 50 53.3333 46.6667 50 53.3333 46.6667
Ratio Avg Win / Avg Loss 1.8277 2.7911 1.3067 1.1149 0.8544 1.392
Largest Winning Trade 148038 148038 70767 400481 232262 400481
Largest Losing Trade -57023 -39686 -57023 -487517 -265147 -487517
Avg Bars in Trades 192 177 208 192 177 208
Avg Bars in Winners 276 235 322 276 235 322
Avg Bars in Losers 109 110 108 109 110 108
Bars Traded 11563 5315 6248 11563 5315 6248
Profit Streak 0 0 656.5373 0 0 656.5373
Trades During Streak 0 0 2 0 0 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -162336 502960 -225432 -381986 -580393 -111267
Evaluation Data
{
    "trading_pair": "WAVES_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11856,
    "evaluation_days": 1976,
    "actual_first_datapoint_time": 1547798400000,
    "first_datapoint_time": 1550937600000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1759467225602,
    "expiration_time": 1723704192000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "alma",
        "factors": {
            "length": 219,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcb",
        "factors": {
            "length": 205,
            "offset": 0,
            "scalar": 2
        }
    }
}
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": [
        [
            412507.1462124998,
            364940.151847891,
            47566.9943646087,
            219505.6494084925,
            -19194.518260764,
            238700.1676692565
        ],
        [
            412.507146,
            364.940152,
            47.566994,
            219.505649,
            -19.194518,
            238.700168
        ],
        [
            0.208759,
            0.184686,
            0.024072,
            0.058803,
            -0.010785,
            0.061757
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -102829,
            -44227,
            -183711,
            -843079,
            -361536,
            -536674
        ],
        [
            1.827726,
            3.189802,
            1.143401,
            1.114948,
            0.976434,
            1.217969
        ],
        [
            60,
            30,
            30,
            60,
            30,
            30
        ],
        [
            30,
            16,
            14,
            30,
            16,
            14
        ],
        [
            30,
            14,
            16,
            30,
            14,
            16
        ],
        [
            50,
            53.333333,
            46.666667,
            50,
            53.333333,
            46.666667
        ],
        [
            1.827726,
            2.791077,
            1.306743,
            1.114948,
            0.85438,
            1.391965
        ],
        [
            148038,
            148038,
            70767,
            400481,
            232262,
            400481
        ],
        [
            -57023,
            -39686,
            -57023,
            -487517,
            -265147,
            -487517
        ],
        [
            192,
            177,
            208,
            192,
            177,
            208
        ],
        [
            276,
            235,
            322,
            276,
            235,
            322
        ],
        [
            109,
            110,
            108,
            109,
            110,
            108
        ],
        [
            11563,
            5315,
            6248,
            11563,
            5315,
            6248
        ],
        [
            0,
            0,
            656.537333,
            0,
            0,
            656.537333
        ],
        [
            0,
            0,
            2,
            0,
            0,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -162336,
            502960,
            -225432,
            -381986,
            -580393,
            -111267
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "WAVES_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11856,
    "evaluation_days": 1976,
    "actual_first_datapoint_time": 1547798400000,
    "first_datapoint_time": 1550937600000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1759467225602,
    "expiration_time": 1723704192000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "alma",
        "factors": {
            "length": 219,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcb",
        "factors": {
            "length": 205,
            "offset": 0,
            "scalar": 2
        }
    }
}

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)