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Trade: WAVES/USDT/480/ALMA/PWMA/2170

Strategy
WAVES/USDT/480/ALMA/PWMA/2170
Pair
WAVES_USDT
Interval
8h
Score
503153
Daily Profit
0.196143
Profit Factor
3.711257
Profitability
45.454545
Streak
723.600119
Best Strategy
Training Data Length
1977.000000
Evaluation Time
2025-10-03 09:24
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 493028.506 387775.2429 105253.263 1528674.4856 700711.2484 827963.2372
Total P&L (%) 493.0285 387.7752 105.2533 1528.6745 700.7112 827.9632
Avg Daily Profit (%) 0.2494 0.1961 0.0532 0.1412 0.1053 0.1128
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -56849 -73059 -124150 -801597 -917369 -451365
Profit Factor 2.4901 3.7113 1.5603 1.7115 1.6278 1.8021
Total Trades 66 33 33 66 33 33
Winning Trades 28 15 13 28 15 13
Losing Trades 38 18 20 38 18 20
Profitability (%) 42.4242 45.4545 39.3939 42.4242 45.4545 39.3939
Ratio Avg Win / Avg Loss 3.3794 4.4535 2.4005 2.3228 1.9533 2.7725
Largest Winning Trade 118635 118635 70436 598001 366773 598001
Largest Losing Trade -35650 -16176 -35650 -217653 -214614 -217653
Avg Bars in Trades 86 77 95 86 77 95
Avg Bars in Winners 133 114 154 133 114 154
Avg Bars in Losers 52 47 57 52 47 57
Bars Traded 5731 2572 3159 5731 2572 3159
Profit Streak 586.6001 723.6001 586.6001 586.6001 723.6001 586.6001
Trades During Streak 3 3 1 3 3 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -117600 503153 -122601 -131216 -49393 -42202
Evaluation Data
{
    "trading_pair": "WAVES_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5931,
    "evaluation_days": 1977,
    "actual_first_datapoint_time": 1547798400000,
    "first_datapoint_time": 1551484800000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1759472650268,
    "expiration_time": 1723706784000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "alma",
        "factors": {
            "length": 129,
            "offset": 0
        }
    },
    "second_band": {
        "type": "pwma",
        "factors": {
            "length": 14,
            "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": [
        [
            493028.5059536853,
            387775.2429424838,
            105253.2630112013,
            1528674.4856065908,
            700711.2484260357,
            827963.237180555
        ],
        [
            493.028506,
            387.775243,
            105.253263,
            1528.674486,
            700.711248,
            827.963237
        ],
        [
            0.249382,
            0.196143,
            0.053239,
            0.14124,
            0.105282,
            0.112751
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -56849,
            -73059,
            -124150,
            -801597,
            -917369,
            -451365
        ],
        [
            2.490093,
            3.711257,
            1.560314,
            1.711548,
            1.627786,
            1.802122
        ],
        [
            66,
            33,
            33,
            66,
            33,
            33
        ],
        [
            28,
            15,
            13,
            28,
            15,
            13
        ],
        [
            38,
            18,
            20,
            38,
            18,
            20
        ],
        [
            42.424242,
            45.454545,
            39.393939,
            42.424242,
            45.454545,
            39.393939
        ],
        [
            3.379412,
            4.453509,
            2.400484,
            2.322815,
            1.953343,
            2.772495
        ],
        [
            118635,
            118635,
            70436,
            598001,
            366773,
            598001
        ],
        [
            -35650,
            -16176,
            -35650,
            -217653,
            -214614,
            -217653
        ],
        [
            86,
            77,
            95,
            86,
            77,
            95
        ],
        [
            133,
            114,
            154,
            133,
            114,
            154
        ],
        [
            52,
            47,
            57,
            52,
            47,
            57
        ],
        [
            5731,
            2572,
            3159,
            5731,
            2572,
            3159
        ],
        [
            586.600119,
            723.600119,
            586.600119,
            586.600119,
            723.600119,
            586.600119
        ],
        [
            3,
            3,
            1,
            3,
            3,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -117600,
            503153,
            -122601,
            -131216,
            -49393,
            -42202
        ]
    ]
}
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": 1551484800000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1759472650268,
    "expiration_time": 1723706784000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "alma",
        "factors": {
            "length": 129,
            "offset": 0
        }
    },
    "second_band": {
        "type": "pwma",
        "factors": {
            "length": 14,
            "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)