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Trade: WAVES/USDT/120/ALMA/DEMA/6990

Strategy
WAVES/USDT/120/ALMA/DEMA/6990
Pair
WAVES_USDT
Interval
2h
Score
475728
Daily Profit
0.457196
Profit Factor
2.058023
Profitability
45.238095
Streak
505.254504
Best Strategy
Training Data Length
1618.000000
Evaluation Time
2025-10-04 01:06
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 739743.1425 627982.3541 111760.7884 3865938.3999 2708528.2794 1157410.1204
Total P&L (%) 739.7431 627.9824 111.7608 3865.9384 2708.5283 1157.4101
Avg Daily Profit (%) 0.4572 0.3881 0.0691 0.2277 0.2063 0.1566
Buy And Hold Return (%) 24.465 24.465 24.465 24.465 24.465 24.465
Max Trade Drawdown -90708 -87035 -95604 -2067730 -1158101 -1415955
Profit Factor 2.058 2.6792 1.3437 1.4598 1.6199 1.2866
Total Trades 126 63 63 126 63 63
Winning Trades 57 26 31 57 26 31
Losing Trades 69 37 32 69 37 32
Profitability (%) 45.2381 41.2698 49.2063 45.2381 41.2698 49.2063
Ratio Avg Win / Avg Loss 2.4913 3.8127 1.387 1.7671 2.3052 1.3281
Largest Winning Trade 143027 143027 69188 1871119 1871119 913458
Largest Losing Trade -39763 -29079 -39763 -1409390 -658340 -1409390
Avg Bars in Trades 150 148 152 150 148 152
Avg Bars in Winners 248 264 235 248 264 235
Avg Bars in Losers 69 67 72 69 67 72
Bars Traded 19005 9375 9630 19005 9375 9630
Profit Streak 505.2545 510.0045 0 505.2545 510.0045 0
Trades During Streak 1 1 0 1 1 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 475728 -135012 -249064 342457 -138610 -139320
Evaluation Data
{
    "trading_pair": "WAVES_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 19416,
    "evaluation_days": 1618,
    "actual_first_datapoint_time": 1578729600000,
    "first_datapoint_time": 1579658400000,
    "last_datapoint_time": 1718589600000,
    "evaluation_time": 1759529189139,
    "expiration_time": 1723622227200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "alma",
        "factors": {
            "length": 130,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dema",
        "factors": {
            "length": 81,
            "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": [
        [
            739743.1425123778,
            627982.3540718239,
            111760.7884405541,
            3865938.399869896,
            2708528.2794344365,
            1157410.1204354595
        ],
        [
            739.743143,
            627.982354,
            111.760788,
            3865.9384,
            2708.528279,
            1157.41012
        ],
        [
            0.457196,
            0.388123,
            0.069073,
            0.22772,
            0.206346,
            0.15659
        ],
        [
            24.465009,
            24.465009,
            24.465009,
            24.465009,
            24.465009,
            24.465009
        ],
        [
            -90708,
            -87035,
            -95604,
            -2067730,
            -1158101,
            -1415955
        ],
        [
            2.058023,
            2.679217,
            1.343666,
            1.459811,
            1.619895,
            1.286606
        ],
        [
            126,
            63,
            63,
            126,
            63,
            63
        ],
        [
            57,
            26,
            31,
            57,
            26,
            31
        ],
        [
            69,
            37,
            32,
            69,
            37,
            32
        ],
        [
            45.238095,
            41.269841,
            49.206349,
            45.238095,
            41.269841,
            49.206349
        ],
        [
            2.491292,
            3.812732,
            1.387011,
            1.767139,
            2.305235,
            1.328109
        ],
        [
            143027,
            143027,
            69188,
            1871119,
            1871119,
            913458
        ],
        [
            -39763,
            -29079,
            -39763,
            -1409390,
            -658340,
            -1409390
        ],
        [
            150,
            148,
            152,
            150,
            148,
            152
        ],
        [
            248,
            264,
            235,
            248,
            264,
            235
        ],
        [
            69,
            67,
            72,
            69,
            67,
            72
        ],
        [
            19005,
            9375,
            9630,
            19005,
            9375,
            9630
        ],
        [
            505.254504,
            510.004504,
            0,
            505.254504,
            510.004504,
            0
        ],
        [
            1,
            1,
            0,
            1,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            475728,
            -135012,
            -249064,
            342457,
            -138610,
            -139320
        ]
    ]
}
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": 1579658400000,
    "last_datapoint_time": 1718589600000,
    "evaluation_time": 1759529189139,
    "expiration_time": 1723622227200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "alma",
        "factors": {
            "length": 130,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dema",
        "factors": {
            "length": 81,
            "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)