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Trade: WAVES/USDT/360/ALMA/KCB/9071

Strategy
WAVES/USDT/360/ALMA/KCB/9071
Pair
WAVES_USDT
Interval
6h
Score
335188
Daily Profit
0.248529
Profit Factor
1.602247
Profitability
44.761905
Streak
0.000000
Best Strategy
Training Data Length
1976.750000
Evaluation Time
2025-10-11 02:31
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 491279.59 448890.6238 42388.9662 90867.8704 1194386.2118 -1103518.3414
Total P&L (%) 491.2796 448.8906 42.389 90.8679 1194.3862 -1103.5183
Avg Daily Profit (%) 0.2485 0.2271 0.0214 0.0327 0.1296 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -133768 -89053 -118812 -1284979 -714369 -1373554
Profit Factor 1.6022 2.1158 1.1025 1.0215 1.7075 0.5648
Total Trades 105 53 52 105 53 52
Winning Trades 47 23 24 47 23 24
Losing Trades 58 30 28 58 30 28
Profitability (%) 44.7619 43.3962 46.1538 44.7619 43.3962 46.1538
Ratio Avg Win / Avg Loss 1.9772 2.7597 1.2863 1.2606 2.2272 0.659
Largest Winning Trade 103758 103758 81994 627141 627141 339740
Largest Losing Trade -70799 -37046 -70799 -976291 -221790 -976291
Avg Bars in Trades 73 78 68 73 78 68
Avg Bars in Winners 104 112 96 104 112 96
Avg Bars in Losers 48 51 44 48 51 44
Bars Traded 7715 4135 3579 7715 4135 3579
Profit Streak 0 0 672.9802 0 0 672.9802
Trades During Streak 0 0 2 0 0 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 335188 -170747 -454561 -347818 -198949 -761371
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": 1550210400000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1760139085753,
    "expiration_time": 1723706136000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "alma",
        "factors": {
            "length": 85,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcb",
        "factors": {
            "length": 113,
            "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": [
        [
            491279.5900032001,
            448890.6238470955,
            42388.9661561046,
            90867.8704011894,
            1194386.2117726626,
            -1103518.3413714743
        ],
        [
            491.27959,
            448.890624,
            42.388966,
            90.86787,
            1194.386212,
            -1103.518341
        ],
        [
            0.248529,
            0.227085,
            0.021444,
            0.032706,
            0.129621,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -133768,
            -89053,
            -118812,
            -1284979,
            -714369,
            -1373554
        ],
        [
            1.602247,
            2.115763,
            1.102531,
            1.021513,
            1.707518,
            0.564826
        ],
        [
            105,
            53,
            52,
            105,
            53,
            52
        ],
        [
            47,
            23,
            24,
            47,
            23,
            24
        ],
        [
            58,
            30,
            28,
            58,
            30,
            28
        ],
        [
            44.761905,
            43.396226,
            46.153846,
            44.761905,
            43.396226,
            46.153846
        ],
        [
            1.977241,
            2.75969,
            1.286286,
            1.26059,
            2.227197,
            0.658964
        ],
        [
            103758,
            103758,
            81994,
            627141,
            627141,
            339740
        ],
        [
            -70799,
            -37046,
            -70799,
            -976291,
            -221790,
            -976291
        ],
        [
            73,
            78,
            68,
            73,
            78,
            68
        ],
        [
            104,
            112,
            96,
            104,
            112,
            96
        ],
        [
            48,
            51,
            44,
            48,
            51,
            44
        ],
        [
            7715,
            4135,
            3579,
            7715,
            4135,
            3579
        ],
        [
            0,
            0,
            672.980159,
            0,
            0,
            672.980159
        ],
        [
            0,
            0,
            2,
            0,
            0,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            335188,
            -170747,
            -454561,
            -347818,
            -198949,
            -761371
        ]
    ]
}
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": 1550210400000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1760139085753,
    "expiration_time": 1723706136000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "alma",
        "factors": {
            "length": 85,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcb",
        "factors": {
            "length": 113,
            "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)