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Trade: WAVES/USDT/120/SMA/ALMA/5723

Strategy
WAVES/USDT/120/SMA/ALMA/5723
Pair
WAVES_USDT
Interval
2h
Score
475653
Daily Profit
0.155756
Profit Factor
3.335968
Profitability
47.727273
Streak
0.000000
Best Strategy
Training Data Length
1618.000000
Evaluation Time
2025-10-01 18:21
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 288956.3001 362812.3277 -73856.0276 -89093.6005 1140591.469 -1229685.0695
Total P&L (%) 288.9563 362.8123 -73.856 -89.0936 1140.5915 -1229.6851
Avg Daily Profit (%) 0.1786 0.2242 -0.0456 -0.1369 0.1558 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -235322 -163560 -151951 -1267000 -261921 -1376466
Profit Factor 1.4168 2.222 0.8137 0.9629 3.336 0.3582
Total Trades 88 44 44 88 44 44
Winning Trades 41 21 20 41 21 20
Losing Trades 47 23 24 47 23 24
Profitability (%) 46.5909 47.7273 45.4545 46.5909 47.7273 45.4545
Ratio Avg Win / Avg Loss 1.6242 2.4337 0.9764 1.1039 3.6537 0.4299
Largest Winning Trade 217415 217415 60969 519602 519602 190024
Largest Losing Trade -93791 -53630 -93791 -633467 -172200 -633467
Avg Bars in Trades 212 208 215 212 208 215
Avg Bars in Winners 314 315 314 314 315 314
Avg Bars in Losers 122 111 132 122 111 132
Bars Traded 18656 9183 9473 18656 9183 9473
Profit Streak 0 0 551.8069 0 0 551.8069
Trades During Streak 0 0 2 0 0 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 297223 404336 -581528 -580202 475653 -581528
Evaluation Data
{
    "trading_pair": "WAVES_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 19416,
    "evaluation_days": 1618,
    "actual_first_datapoint_time": 1578729600000,
    "first_datapoint_time": 1580659200000,
    "last_datapoint_time": 1718589600000,
    "evaluation_time": 1759332118873,
    "expiration_time": 1723622227200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "sma",
        "factors": {
            "length": 126,
            "offset": 143
        }
    },
    "second_band": {
        "type": "alma",
        "factors": {
            "length": 62,
            "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": [
        [
            288956.3001441771,
            362812.3277259383,
            -73856.0275817611,
            -89093.6005052257,
            1140591.4689571997,
            -1229685.0694624253
        ],
        [
            288.9563,
            362.812328,
            -73.856028,
            -89.093601,
            1140.591469,
            -1229.685069
        ],
        [
            0.178589,
            0.224235,
            -0.045646,
            -0.136854,
            0.155756,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -235322,
            -163560,
            -151951,
            -1267000,
            -261921,
            -1376466
        ],
        [
            1.416829,
            2.222044,
            0.813652,
            0.962946,
            3.335968,
            0.358246
        ],
        [
            88,
            44,
            44,
            88,
            44,
            44
        ],
        [
            41,
            21,
            20,
            41,
            21,
            20
        ],
        [
            47,
            23,
            24,
            47,
            23,
            24
        ],
        [
            46.590909,
            47.727273,
            45.454545,
            46.590909,
            47.727273,
            45.454545
        ],
        [
            1.62417,
            2.433667,
            0.976383,
            1.103865,
            3.65368,
            0.429895
        ],
        [
            217415,
            217415,
            60969,
            519602,
            519602,
            190024
        ],
        [
            -93791,
            -53630,
            -93791,
            -633467,
            -172200,
            -633467
        ],
        [
            212,
            208,
            215,
            212,
            208,
            215
        ],
        [
            314,
            315,
            314,
            314,
            315,
            314
        ],
        [
            122,
            111,
            132,
            122,
            111,
            132
        ],
        [
            18656,
            9183,
            9473,
            18656,
            9183,
            9473
        ],
        [
            0,
            0,
            551.806931,
            0,
            0,
            551.806931
        ],
        [
            0,
            0,
            2,
            0,
            0,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            297223,
            404336,
            -581528,
            -580202,
            475653,
            -581528
        ]
    ]
}
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": 1580659200000,
    "last_datapoint_time": 1718589600000,
    "evaluation_time": 1759332118873,
    "expiration_time": 1723622227200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sma",
        "factors": {
            "length": 126,
            "offset": 143
        }
    },
    "second_band": {
        "type": "alma",
        "factors": {
            "length": 62,
            "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)