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Trade: WAVES/USDT/240/ALMA/WMA/1706

Strategy
WAVES/USDT/240/ALMA/WMA/1706
Pair
WAVES_USDT
Interval
4h
Score
311637
Daily Profit
0.186871
Profit Factor
2.305922
Profitability
41.666667
Streak
0.000000
Best Strategy
Training Data Length
1976.000000
Evaluation Time
2025-10-09 01:00
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 424770.7632 369257.9458 55512.8174 197467.0105 -1036244.8854 1233711.8959
Total P&L (%) 424.7708 369.2579 55.5128 197.467 -1036.2449 1233.7119
Avg Daily Profit (%) 0.215 0.1869 0.0281 0.0552 0 0.1312
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -205545 -147918 -92168 -4152011 -3641327 -596690
Profit Factor 1.7599 2.3059 1.201 1.0302 0.7665 1.5881
Total Trades 71 36 35 71 36 35
Winning Trades 27 15 12 27 15 12
Losing Trades 44 21 23 44 21 23
Profitability (%) 38.0282 41.6667 34.2857 38.0282 41.6667 34.2857
Ratio Avg Win / Avg Loss 2.868 3.2283 2.3019 1.6789 1.0731 3.0439
Largest Winning Trade 155339 155339 65779 1719814 1467427 1719814
Largest Losing Trade -55885 -43402 -55885 -1925896 -1925896 -429888
Avg Bars in Trades 162 152 172 162 152 172
Avg Bars in Winners 277 254 306 277 254 306
Avg Bars in Losers 91 80 102 91 80 102
Bars Traded 11543 5503 6040 11543 5503 6040
Profit Streak 0 0 668.7507 0 0 668.7507
Trades During Streak 0 0 2 0 0 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -84847 311637 -160887 -401341 -582354 -19681
Evaluation Data
{
    "trading_pair": "WAVES_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11856,
    "evaluation_days": 1976,
    "actual_first_datapoint_time": 1547798400000,
    "first_datapoint_time": 1551153600000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1759960858091,
    "expiration_time": 1723704192000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "alma",
        "factors": {
            "length": 170,
            "offset": 0
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 234,
            "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": [
        [
            424770.7632014405,
            369257.9458067847,
            55512.8173946558,
            197467.0105151417,
            -1036244.8854096495,
            1233711.8959247912
        ],
        [
            424.770763,
            369.257946,
            55.512817,
            197.467011,
            -1036.244885,
            1233.711896
        ],
        [
            0.214965,
            0.186871,
            0.028094,
            0.055184,
            0,
            0.131187
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -205545,
            -147918,
            -92168,
            -4152011,
            -3641327,
            -596690
        ],
        [
            1.759916,
            2.305922,
            1.200977,
            1.030214,
            0.766499,
            1.5881
        ],
        [
            71,
            36,
            35,
            71,
            36,
            35
        ],
        [
            27,
            15,
            12,
            27,
            15,
            12
        ],
        [
            44,
            21,
            23,
            44,
            21,
            23
        ],
        [
            38.028169,
            41.666667,
            34.285714,
            38.028169,
            41.666667,
            34.285714
        ],
        [
            2.868011,
            3.22829,
            2.301873,
            1.678867,
            1.073098,
            3.043858
        ],
        [
            155339,
            155339,
            65779,
            1719814,
            1467427,
            1719814
        ],
        [
            -55885,
            -43402,
            -55885,
            -1925896,
            -1925896,
            -429888
        ],
        [
            162,
            152,
            172,
            162,
            152,
            172
        ],
        [
            277,
            254,
            306,
            277,
            254,
            306
        ],
        [
            91,
            80,
            102,
            91,
            80,
            102
        ],
        [
            11543,
            5503,
            6040,
            11543,
            5503,
            6040
        ],
        [
            0,
            0,
            668.750672,
            0,
            0,
            668.750672
        ],
        [
            0,
            0,
            2,
            0,
            0,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -84847,
            311637,
            -160887,
            -401341,
            -582354,
            -19681
        ]
    ]
}
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": 1551153600000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1759960858091,
    "expiration_time": 1723704192000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "alma",
        "factors": {
            "length": 170,
            "offset": 0
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 234,
            "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)