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Trade: WAVES/USDT/480/ALMA/MIDPRICE/5589

Strategy
WAVES/USDT/480/ALMA/MIDPRICE/5589
Pair
WAVES_USDT
Interval
8h
Score
316266
Daily Profit
0.164733
Profit Factor
1.426506
Profitability
47.959184
Streak
528.683876
Best Strategy
Training Data Length
1977.000000
Evaluation Time
2025-09-27 03:24
Expiration Time
2024-08-15 10:26

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 180552.9958 325677.8693 -145124.8735 -98712.5066 119470.4145 -218182.9211
Total P&L (%) 180.553 325.6779 -145.1249 -98.7125 119.4704 -218.1829
Avg Daily Profit (%) 0.0913 0.1647 -0.0734 -0.2199 0.0398 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -206206 -148114 -209220 -229556 -92205 -216460
Profit Factor 1.1277 1.4265 0.777 0.8674 1.362 0.4738
Total Trades 196 98 98 196 98 98
Winning Trades 90 47 43 90 47 43
Losing Trades 106 51 55 106 51 55
Profitability (%) 45.9184 47.9592 43.8776 45.9184 47.9592 43.8776
Ratio Avg Win / Avg Loss 1.3281 1.5479 0.9939 1.0216 1.4779 0.606
Largest Winning Trade 166041 166041 50050 100405 100405 69535
Largest Losing Trade -83503 -67082 -83503 -87039 -41718 -87039
Avg Bars in Trades 29 38 20 29 38 20
Avg Bars in Winners 33 38 27 33 38 27
Avg Bars in Losers 27 39 15 27 39 15
Bars Traded 5846 3809 2037 5846 3809 2037
Profit Streak 526.6839 528.6839 526.6839 526.6839 528.6839 526.6839
Trades During Streak 2 1 1 2 1 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -150470 316266 -582590 -578435 -139822 -582590

Evaluation Data

{
    "trading_pair": "WAVES_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5931,
    "evaluation_days": 1977,
    "actual_first_datapoint_time": 1547798400000,
    "first_datapoint_time": 1549699200000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1758932686878,
    "expiration_time": 1723706784000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "alma",
        "factors": {
            "length": 31,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 67,
            "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": [
        [
            180552.9958247133,
            325677.8693176255,
            -145124.8734929121,
            -98712.506553454,
            119470.4145175477,
            -218182.9210710016
        ],
        [
            180.552996,
            325.677869,
            -145.124873,
            -98.712507,
            119.470415,
            -218.182921
        ],
        [
            0.091327,
            0.164733,
            -0.073407,
            -0.219913,
            0.039768,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -206206,
            -148114,
            -209220,
            -229556,
            -92205,
            -216460
        ],
        [
            1.127652,
            1.426506,
            0.777013,
            0.867434,
            1.362007,
            0.473763
        ],
        [
            196,
            98,
            98,
            196,
            98,
            98
        ],
        [
            90,
            47,
            43,
            90,
            47,
            43
        ],
        [
            106,
            51,
            55,
            106,
            51,
            55
        ],
        [
            45.918367,
            47.959184,
            43.877551,
            45.918367,
            47.959184,
            43.877551
        ],
        [
            1.328123,
            1.547911,
            0.993853,
            1.021645,
            1.477923,
            0.605976
        ],
        [
            166041,
            166041,
            50050,
            100405,
            100405,
            69535
        ],
        [
            -83503,
            -67082,
            -83503,
            -87039,
            -41718,
            -87039
        ],
        [
            29,
            38,
            20,
            29,
            38,
            20
        ],
        [
            33,
            38,
            27,
            33,
            38,
            27
        ],
        [
            27,
            39,
            15,
            27,
            39,
            15
        ],
        [
            5846,
            3809,
            2037,
            5846,
            3809,
            2037
        ],
        [
            526.683876,
            528.683876,
            526.683876,
            526.683876,
            528.683876,
            526.683876
        ],
        [
            2,
            1,
            1,
            2,
            1,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -150470,
            316266,
            -582590,
            -578435,
            -139822,
            -582590
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "WAVES_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5931,
    "evaluation_days": 1977,
    "actual_first_datapoint_time": 1547798400000,
    "first_datapoint_time": 1549699200000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1758932686878,
    "expiration_time": 1723706784000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "alma",
        "factors": {
            "length": 31,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 67,
            "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)