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Trade: WAVES/USDT/240/ALMA/MIDPRICE/4275

Strategy
WAVES/USDT/240/ALMA/MIDPRICE/4275
Pair
WAVES_USDT
Interval
4h
Score
433151
Daily Profit
0.157981
Profit Factor
2.318385
Profitability
52.173913
Streak
0.000000
Best Strategy
Training Data Length
1976.000000
Evaluation Time
2025-10-07 23:53
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 294738.1046 312170.5663 -17432.4617 -129048.0076 234656.1919 -363704.1995
Total P&L (%) 294.7381 312.1706 -17.4325 -129.048 234.6562 -363.7042
Avg Daily Profit (%) 0.1492 0.158 -0.0088 0 0.0611 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -171692 -84044 -160830 -662060 -268184 -553524
Profit Factor 1.4416 2.3184 0.9595 0.9285 1.4273 0.7104
Total Trades 92 46 46 92 46 46
Winning Trades 47 24 23 50 27 23
Losing Trades 45 22 23 42 19 23
Profitability (%) 51.087 52.1739 50 54.3478 58.6957 50
Ratio Avg Win / Avg Loss 1.3802 2.1252 0.9595 0.7799 1.0044 0.7104
Largest Winning Trade 86930 86930 66905 231947 161220 231947
Largest Losing Trade -106613 -28666 -106613 -549408 -109069 -549408
Avg Bars in Trades 125 115 135 125 115 135
Avg Bars in Winners 187 165 210 163 131 200
Avg Bars in Losers 61 61 61 81 92 71
Bars Traded 11562 5312 6250 11562 5312 6250
Profit Streak 0 0 595.2036 500.5369 546.8702 0
Trades During Streak 0 0 1 1 1 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 266672 433151 -580121 -579384 -108628 -580704
Evaluation Data
{
    "trading_pair": "WAVES_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11856,
    "evaluation_days": 1976,
    "actual_first_datapoint_time": 1547798400000,
    "first_datapoint_time": 1550592000000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1759870387976,
    "expiration_time": 1723704192000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "alma",
        "factors": {
            "length": 91,
            "offset": 104
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 45,
            "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": [
        [
            294738.1045703851,
            312170.5662781376,
            -17432.4617077525,
            -129048.0076485608,
            234656.1918525205,
            -363704.1995010813
        ],
        [
            294.738105,
            312.170566,
            -17.432462,
            -129.048008,
            234.656192,
            -363.7042
        ],
        [
            0.149159,
            0.157981,
            -0.008822,
            0,
            0.061149,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -171692,
            -84044,
            -160830,
            -662060,
            -268184,
            -553524
        ],
        [
            1.441552,
            2.318385,
            0.959527,
            0.928504,
            1.42725,
            0.71037
        ],
        [
            92,
            46,
            46,
            92,
            46,
            46
        ],
        [
            47,
            24,
            23,
            50,
            27,
            23
        ],
        [
            45,
            22,
            23,
            42,
            19,
            23
        ],
        [
            51.086957,
            52.173913,
            50,
            54.347826,
            58.695652,
            50
        ],
        [
            1.38021,
            2.125186,
            0.959527,
            0.779944,
            1.004361,
            0.71037
        ],
        [
            86930,
            86930,
            66905,
            231947,
            161220,
            231947
        ],
        [
            -106613,
            -28666,
            -106613,
            -549408,
            -109069,
            -549408
        ],
        [
            125,
            115,
            135,
            125,
            115,
            135
        ],
        [
            187,
            165,
            210,
            163,
            131,
            200
        ],
        [
            61,
            61,
            61,
            81,
            92,
            71
        ],
        [
            11562,
            5312,
            6250,
            11562,
            5312,
            6250
        ],
        [
            0,
            0,
            595.203564,
            500.536898,
            546.870231,
            0
        ],
        [
            0,
            0,
            1,
            1,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            266672,
            433151,
            -580121,
            -579384,
            -108628,
            -580704
        ]
    ]
}
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": 1550592000000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1759870387976,
    "expiration_time": 1723704192000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "alma",
        "factors": {
            "length": 91,
            "offset": 104
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 45,
            "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)