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Trade: WAVES/USDT/480/ALMA/ZLMA/1784

Strategy
WAVES/USDT/480/ALMA/ZLMA/1784
Pair
WAVES_USDT
Interval
8h
Score
389945
Daily Profit
0.349548
Profit Factor
2.035279
Profitability
43.333333
Streak
0.000000
Best Strategy
Training Data Length
1977.000000
Evaluation Time
2025-10-06 02:50
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 691057.3427 591548.943 99508.3997 1020351.9991 480330.8837 540021.1155
Total P&L (%) 691.0573 591.5489 99.5084 1020.352 480.3309 540.0211
Avg Daily Profit (%) 0.3495 0.2992 0.0503 0.1223 0.089 0.0939
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -216703 -165182 -82659 -9503921 -7334733 -2570121
Profit Factor 2.0353 2.7179 1.3079 1.0549 1.0457 1.0668
Total Trades 90 45 45 90 45 45
Winning Trades 39 18 21 39 18 21
Losing Trades 51 27 24 51 27 24
Profitability (%) 43.3333 40 46.6667 43.3333 40 46.6667
Ratio Avg Win / Avg Loss 2.6615 4.0768 1.4948 1.3795 1.5686 1.2192
Largest Winning Trade 183741 183741 68891 4112183 3626440 4112183
Largest Losing Trade -49142 -49142 -46133 -4954164 -4954164 -1699644
Avg Bars in Trades 64 60 69 64 60 69
Avg Bars in Winners 105 104 107 105 104 107
Avg Bars in Losers 33 31 35 33 31 35
Bars Traded 5820 2715 3105 5820 2715 3105
Profit Streak 0 0 552.3271 0 0 552.3271
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 389945 368943 -126209 -191811 -247079 -214808
Evaluation Data
{
    "trading_pair": "WAVES_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5931,
    "evaluation_days": 1977,
    "actual_first_datapoint_time": 1547798400000,
    "first_datapoint_time": 1549411200000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1759708257974,
    "expiration_time": 1723706784000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "alma",
        "factors": {
            "length": 57,
            "offset": 0
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 34,
            "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": [
        [
            691057.3427443582,
            591548.943047363,
            99508.3996969953,
            1020351.9991144456,
            480330.8836512424,
            540021.1154632054
        ],
        [
            691.057343,
            591.548943,
            99.5084,
            1020.351999,
            480.330884,
            540.021115
        ],
        [
            0.349548,
            0.299215,
            0.050333,
            0.122292,
            0.088984,
            0.09394
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -216703,
            -165182,
            -82659,
            -9503921,
            -7334733,
            -2570121
        ],
        [
            2.035279,
            2.717881,
            1.307923,
            1.054911,
            1.045746,
            1.06682
        ],
        [
            90,
            45,
            45,
            90,
            45,
            45
        ],
        [
            39,
            18,
            21,
            39,
            18,
            21
        ],
        [
            51,
            27,
            24,
            51,
            27,
            24
        ],
        [
            43.333333,
            40,
            46.666667,
            43.333333,
            40,
            46.666667
        ],
        [
            2.661519,
            4.076822,
            1.494769,
            1.3795,
            1.568619,
            1.219223
        ],
        [
            183741,
            183741,
            68891,
            4112183,
            3626440,
            4112183
        ],
        [
            -49142,
            -49142,
            -46133,
            -4954164,
            -4954164,
            -1699644
        ],
        [
            64,
            60,
            69,
            64,
            60,
            69
        ],
        [
            105,
            104,
            107,
            105,
            104,
            107
        ],
        [
            33,
            31,
            35,
            33,
            31,
            35
        ],
        [
            5820,
            2715,
            3105,
            5820,
            2715,
            3105
        ],
        [
            0,
            0,
            552.32706,
            0,
            0,
            552.32706
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            389945,
            368943,
            -126209,
            -191811,
            -247079,
            -214808
        ]
    ]
}
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": 1549411200000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1759708257974,
    "expiration_time": 1723706784000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "alma",
        "factors": {
            "length": 57,
            "offset": 0
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 34,
            "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)