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Trade: WAVES/USDT/360/ALMA/DCU/2638

Strategy
WAVES/USDT/360/ALMA/DCU/2638
Pair
WAVES_USDT
Interval
6h
Score
325985
Daily Profit
0.173054
Profit Factor
1.872028
Profitability
43.589744
Streak
591.360773
Best Strategy
Training Data Length
1976.750000
Evaluation Time
2025-09-25 11:39
Expiration Time
2024-08-15 10:15

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 345940.7129 342083.7716 3856.9414 50583.6121 -271700.5111 322284.1232
Total P&L (%) 345.9407 342.0838 3.8569 50.5836 -271.7005 322.2841
Avg Daily Profit (%) 0.175 0.1731 0.002 0.0207 0 0.0729
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -210942 -165035 -77627 -1425740 -1280392 -204192
Profit Factor 1.5808 1.872 1.019 1.0224 0.8501 1.7149
Total Trades 79 39 40 79 39 40
Winning Trades 36 17 19 36 17 19
Losing Trades 43 22 21 43 22 21
Profitability (%) 45.5696 43.5897 47.5 45.5696 43.5897 47.5
Ratio Avg Win / Avg Loss 1.8881 2.4226 1.1262 1.2211 1.1001 1.8954
Largest Winning Trade 132827 132827 68145 681660 681660 294160
Largest Losing Trade -39682 -39682 -30884 -607143 -607143 -107217
Avg Bars in Trades 92 158 28 92 158 28
Avg Bars in Winners 127 233 33 127 233 33
Avg Bars in Losers 63 99 24 63 99 24
Bars Traded 7321 6167 1155 7321 6167 1155
Profit Streak 587.1108 591.3608 587.1108 587.1108 591.3608 587.1108
Trades During Streak 2 1 1 2 1 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -21723 325985 -555731 -394471 -581000 -92440

Evaluation Data

{
    "trading_pair": "WAVES_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7907,
    "evaluation_days": 1976.75,
    "actual_first_datapoint_time": 1547791200000,
    "first_datapoint_time": 1550858400000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1758789570786,
    "expiration_time": 1723706136000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "alma",
        "factors": {
            "length": 143,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcu",
        "factors": {
            "length": 86,
            "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": [
        [
            345940.7129252929,
            342083.7715636199,
            3856.941361673,
            50583.6120948162,
            -271700.511136777,
            322284.1232315933
        ],
        [
            345.940713,
            342.083772,
            3.856941,
            50.583612,
            -271.700511,
            322.284123
        ],
        [
            0.175005,
            0.173054,
            0.001951,
            0.02071,
            0,
            0.072899
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -210942,
            -165035,
            -77627,
            -1425740,
            -1280392,
            -204192
        ],
        [
            1.580771,
            1.872028,
            1.018965,
            1.02235,
            0.85009,
            1.714912
        ],
        [
            79,
            39,
            40,
            79,
            39,
            40
        ],
        [
            36,
            17,
            19,
            36,
            17,
            19
        ],
        [
            43,
            22,
            21,
            43,
            22,
            21
        ],
        [
            45.56962,
            43.589744,
            47.5,
            45.56962,
            43.589744,
            47.5
        ],
        [
            1.888143,
            2.422625,
            1.126224,
            1.221141,
            1.100117,
            1.895429
        ],
        [
            132827,
            132827,
            68145,
            681660,
            681660,
            294160
        ],
        [
            -39682,
            -39682,
            -30884,
            -607143,
            -607143,
            -107217
        ],
        [
            92,
            158,
            28,
            92,
            158,
            28
        ],
        [
            127,
            233,
            33,
            127,
            233,
            33
        ],
        [
            63,
            99,
            24,
            63,
            99,
            24
        ],
        [
            7321,
            6167,
            1155,
            7321,
            6167,
            1155
        ],
        [
            587.110773,
            591.360773,
            587.110773,
            587.110773,
            591.360773,
            587.110773
        ],
        [
            2,
            1,
            1,
            2,
            1,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -21723,
            325985,
            -555731,
            -394471,
            -581000,
            -92440
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "WAVES_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7907,
    "evaluation_days": 1976.75,
    "actual_first_datapoint_time": 1547791200000,
    "first_datapoint_time": 1550858400000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1758789570786,
    "expiration_time": 1723706136000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "alma",
        "factors": {
            "length": 143,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcu",
        "factors": {
            "length": 86,
            "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)