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Trade: WAVES/USDT/120/ALMA/DEMA/3327

Strategy
WAVES/USDT/120/ALMA/DEMA/3327
Pair
WAVES_USDT
Interval
2h
Score
396056
Daily Profit
0.248987
Profit Factor
2.166625
Profitability
46.808511
Streak
0.000000
Best Strategy
Training Data Length
1618.000000
Evaluation Time
2025-10-09 05:30
Expiration Time
2024-08-14 10:57

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 374070.9831 402860.8999 -28789.9168 93666.4317 112484.4004 -18817.9688
Total P&L (%) 374.071 402.8609 -28.7899 93.6664 112.4844 -18.818
Avg Daily Profit (%) 0.2312 0.249 -0.0178 0.0409 0.0466 -0.0129
Buy And Hold Return (%) 21.0076 21.0076 21.0076 21.0076 21.0076 21.0076
Max Trade Drawdown -102103 -106924 -204448 -149396 -146165 -147322
Profit Factor 1.5386 2.1666 0.9175 1.1413 1.3029 0.9354
Total Trades 93 47 46 93 47 46
Winning Trades 42 22 20 42 22 20
Losing Trades 51 25 26 51 25 26
Profitability (%) 45.1613 46.8085 43.4783 45.1613 46.8085 43.4783
Ratio Avg Win / Avg Loss 1.8683 2.4621 1.1928 1.3859 1.4805 1.2161
Largest Winning Trade 122993 122993 63108 87181 87181 80033
Largest Losing Trade -52994 -36164 -52994 -74807 -74807 -51870
Avg Bars in Trades 203 192 215 203 192 215
Avg Bars in Winners 342 320 367 342 320 367
Avg Bars in Losers 89 79 98 89 79 98
Bars Traded 18929 9028 9901 18929 9028 9901
Profit Streak 0 0 559.7712 0 0 559.7712
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 320660 396056 -580990 -206878 -132838 -580990
Evaluation Data
{
    "trading_pair": "WAVES_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 19416,
    "evaluation_days": 1618,
    "actual_first_datapoint_time": 1578729600000,
    "first_datapoint_time": 1580263200000,
    "last_datapoint_time": 1718589600000,
    "evaluation_time": 1759977030432,
    "expiration_time": 1723622227200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "alma",
        "factors": {
            "length": 170,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dema",
        "factors": {
            "length": 214,
            "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": [
        [
            374070.9830867382,
            402860.8999209722,
            -28789.916834234,
            93666.4316828648,
            112484.4004406567,
            -18817.968757792
        ],
        [
            374.070983,
            402.8609,
            -28.789917,
            93.666432,
            112.4844,
            -18.817969
        ],
        [
            0.231193,
            0.248987,
            -0.017794,
            0.040859,
            0.046593,
            -0.012884
        ],
        [
            21.007647,
            21.007647,
            21.007647,
            21.007647,
            21.007647,
            21.007647
        ],
        [
            -102103,
            -106924,
            -204448,
            -149396,
            -146165,
            -147322
        ],
        [
            1.538632,
            2.166625,
            0.917546,
            1.141295,
            1.302859,
            0.935446
        ],
        [
            93,
            47,
            46,
            93,
            47,
            46
        ],
        [
            42,
            22,
            20,
            42,
            22,
            20
        ],
        [
            51,
            25,
            26,
            51,
            25,
            26
        ],
        [
            45.16129,
            46.808511,
            43.478261,
            45.16129,
            46.808511,
            43.478261
        ],
        [
            1.868339,
            2.462074,
            1.192809,
            1.385858,
            1.480522,
            1.216079
        ],
        [
            122993,
            122993,
            63108,
            87181,
            87181,
            80033
        ],
        [
            -52994,
            -36164,
            -52994,
            -74807,
            -74807,
            -51870
        ],
        [
            203,
            192,
            215,
            203,
            192,
            215
        ],
        [
            342,
            320,
            367,
            342,
            320,
            367
        ],
        [
            89,
            79,
            98,
            89,
            79,
            98
        ],
        [
            18929,
            9028,
            9901,
            18929,
            9028,
            9901
        ],
        [
            0,
            0,
            559.771185,
            0,
            0,
            559.771186
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            320660,
            396056,
            -580990,
            -206878,
            -132838,
            -580990
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "WAVES_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 19416,
    "evaluation_days": 1618,
    "actual_first_datapoint_time": 1578729600000,
    "first_datapoint_time": 1580263200000,
    "last_datapoint_time": 1718589600000,
    "evaluation_time": 1759977030432,
    "expiration_time": 1723622227200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "alma",
        "factors": {
            "length": 170,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dema",
        "factors": {
            "length": 214,
            "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)