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Trade: WAVES/USDT/480/PWMA/ALMA/3433

Strategy
WAVES/USDT/480/PWMA/ALMA/3433
Pair
WAVES_USDT
Interval
8h
Score
425253
Daily Profit
0.313936
Profit Factor
1.670873
Profitability
53.225806
Streak
0.000000
Best Strategy
Training Data Length
1977.000000
Evaluation Time
2025-10-05 06:50
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 620651.4054 528263.7589 92387.6464 179616.5838 97526.9917 82089.5921
Total P&L (%) 620.6514 528.2638 92.3876 179.6166 97.527 82.0896
Avg Daily Profit (%) 0.3139 0.2672 0.0467 0.052 0.0344 0.0303
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -110390 -58673 -172994 -316277 -164719 -283498
Profit Factor 1.6709 2.3693 1.1713 1.1215 1.1622 1.0936
Total Trades 124 62 62 124 62 62
Winning Trades 66 29 37 66 29 37
Losing Trades 58 33 25 58 33 25
Profitability (%) 53.2258 46.7742 59.6774 53.2258 46.7742 59.6774
Ratio Avg Win / Avg Loss 1.4683 2.6961 0.7914 0.9855 1.3225 0.7389
Largest Winning Trade 191407 191407 72145 107751 79798 107751
Largest Losing Trade -64038 -58673 -64038 -227576 -88272 -227576
Avg Bars in Trades 46 43 48 46 43 48
Avg Bars in Winners 50 47 52 50 47 52
Avg Bars in Losers 42 40 44 42 40 44
Bars Traded 5743 2709 3034 5743 2709 3034
Profit Streak 0 0 495.4931 0 0 495.4931
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 425253 -142309 -316608 -211256 -344447 -423974
Evaluation Data
{
    "trading_pair": "WAVES_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5931,
    "evaluation_days": 1977,
    "actual_first_datapoint_time": 1547798400000,
    "first_datapoint_time": 1552521600000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1759636208087,
    "expiration_time": 1723706784000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 165,
            "offset": 0
        }
    },
    "second_band": {
        "type": "alma",
        "factors": {
            "length": 88,
            "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": [
        [
            620651.4053600321,
            528263.7589371849,
            92387.6464228473,
            179616.5837982995,
            97526.9916849537,
            82089.5921133458
        ],
        [
            620.651405,
            528.263759,
            92.387646,
            179.616584,
            97.526992,
            82.089592
        ],
        [
            0.313936,
            0.267205,
            0.046731,
            0.052024,
            0.034437,
            0.03032
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -110390,
            -58673,
            -172994,
            -316277,
            -164719,
            -283498
        ],
        [
            1.670873,
            2.36929,
            1.171296,
            1.121483,
            1.162186,
            1.093582
        ],
        [
            124,
            62,
            62,
            124,
            62,
            62
        ],
        [
            66,
            29,
            37,
            66,
            29,
            37
        ],
        [
            58,
            33,
            25,
            58,
            33,
            25
        ],
        [
            53.225806,
            46.774194,
            59.677419,
            53.225806,
            46.774194,
            59.677419
        ],
        [
            1.468343,
            2.696089,
            0.791416,
            0.985546,
            1.322488,
            0.738906
        ],
        [
            191407,
            191407,
            72145,
            107751,
            79798,
            107751
        ],
        [
            -64038,
            -58673,
            -64038,
            -227576,
            -88272,
            -227576
        ],
        [
            46,
            43,
            48,
            46,
            43,
            48
        ],
        [
            50,
            47,
            52,
            50,
            47,
            52
        ],
        [
            42,
            40,
            44,
            42,
            40,
            44
        ],
        [
            5743,
            2709,
            3034,
            5743,
            2709,
            3034
        ],
        [
            0,
            0,
            495.493149,
            0,
            0,
            495.493149
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            425253,
            -142309,
            -316608,
            -211256,
            -344447,
            -423974
        ]
    ]
}
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": 1552521600000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1759636208087,
    "expiration_time": 1723706784000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 165,
            "offset": 0
        }
    },
    "second_band": {
        "type": "alma",
        "factors": {
            "length": 88,
            "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)