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Trade: WAVES/USDT/240/ALMA/JMA/8489

Strategy
WAVES/USDT/240/ALMA/JMA/8489
Pair
WAVES_USDT
Interval
4h
Score
434290
Daily Profit
0.289339
Profit Factor
1.682767
Profitability
49.264706
Streak
0.000000
Best Strategy
Training Data Length
1976.000000
Evaluation Time
2025-10-05 07:51
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 571733.0381 489100.5097 82632.5284 563224.7219 492936.7351 70287.9868
Total P&L (%) 571.733 489.1005 82.6325 563.2247 492.9367 70.288
Avg Daily Profit (%) 0.2893 0.2475 0.0418 0.0958 0.0901 0.0269
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -107835 -110393 -184297 -782121 -671810 -490276
Profit Factor 1.6828 2.2402 1.1865 1.1918 1.3281 1.049
Total Trades 136 68 68 136 68 68
Winning Trades 67 35 32 67 35 32
Losing Trades 69 33 36 69 33 36
Profitability (%) 49.2647 51.4706 47.0588 49.2647 51.4706 47.0588
Ratio Avg Win / Avg Loss 1.733 2.1122 1.3348 1.2273 1.2523 1.1801
Largest Winning Trade 140059 140059 71641 445971 363192 445971
Largest Losing Trade -68870 -34499 -68870 -299225 -299225 -226052
Avg Bars in Trades 85 78 92 85 78 92
Avg Bars in Winners 124 109 140 124 109 140
Avg Bars in Losers 47 46 48 47 46 48
Bars Traded 11618 5355 6263 11618 5355 6263
Profit Streak 0 0 554.0357 0 0 554.0357
Trades During Streak 0 0 2 0 0 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 434290 -96698 -262032 -74181 -181384 -433169
Evaluation Data
{
    "trading_pair": "WAVES_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11856,
    "evaluation_days": 1976,
    "actual_first_datapoint_time": 1547798400000,
    "first_datapoint_time": 1549152000000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1759639884351,
    "expiration_time": 1723704192000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "alma",
        "factors": {
            "length": 84,
            "offset": 0
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 95,
            "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": [
        [
            571733.0381158285,
            489100.5096764786,
            82632.5284393505,
            563224.7218798539,
            492936.7351020699,
            70287.986777784
        ],
        [
            571.733038,
            489.10051,
            82.632528,
            563.224722,
            492.936735,
            70.287987
        ],
        [
            0.289339,
            0.247521,
            0.041818,
            0.095792,
            0.090117,
            0.026943
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -107835,
            -110393,
            -184297,
            -782121,
            -671810,
            -490276
        ],
        [
            1.682767,
            2.240161,
            1.186533,
            1.191762,
            1.328149,
            1.048984
        ],
        [
            136,
            68,
            68,
            136,
            68,
            68
        ],
        [
            67,
            35,
            32,
            67,
            35,
            32
        ],
        [
            69,
            33,
            36,
            69,
            33,
            36
        ],
        [
            49.264706,
            51.470588,
            47.058824,
            49.264706,
            51.470588,
            47.058824
        ],
        [
            1.732999,
            2.112151,
            1.334849,
            1.227337,
            1.252255,
            1.180107
        ],
        [
            140059,
            140059,
            71641,
            445971,
            363192,
            445971
        ],
        [
            -68870,
            -34499,
            -68870,
            -299225,
            -299225,
            -226052
        ],
        [
            85,
            78,
            92,
            85,
            78,
            92
        ],
        [
            124,
            109,
            140,
            124,
            109,
            140
        ],
        [
            47,
            46,
            48,
            47,
            46,
            48
        ],
        [
            11618,
            5355,
            6263,
            11618,
            5355,
            6263
        ],
        [
            0,
            0,
            554.035698,
            0,
            0,
            554.035698
        ],
        [
            0,
            0,
            2,
            0,
            0,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            434290,
            -96698,
            -262032,
            -74181,
            -181384,
            -433169
        ]
    ]
}
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": 1549152000000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1759639884351,
    "expiration_time": 1723704192000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "alma",
        "factors": {
            "length": 84,
            "offset": 0
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 95,
            "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)