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Trade: WAVES/USDT/720/ALMA/SINWMA/5450

Strategy
WAVES/USDT/720/ALMA/SINWMA/5450
Pair
WAVES_USDT
Interval
12h
Score
471438
Daily Profit
0.192919
Profit Factor
2.563303
Profitability
54.545455
Streak
0.000000
Best Strategy
Training Data Length
1977.500000
Evaluation Time
2025-10-03 21:36
Expiration Time
2024-08-15 10:48

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 560122.1598 381498.2291 178623.9307 1757417.1811 -183658.7693 1941075.9504
Total P&L (%) 560.1222 381.4982 178.6239 1757.4172 -183.6588 1941.076
Avg Daily Profit (%) 0.2832 0.1929 0.0903 0.1479 0 0.1526
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -89330 -93563 -134700 -1504590 -1578445 -931780
Profit Factor 2.0609 2.5633 1.6291 1.2827 0.9556 1.934
Total Trades 88 44 44 88 44 44
Winning Trades 51 24 27 51 24 27
Losing Trades 37 20 17 37 20 17
Profitability (%) 57.9545 54.5455 61.3636 57.9545 54.5455 61.3636
Ratio Avg Win / Avg Loss 1.4951 2.1361 1.0257 0.9306 0.7963 1.2177
Largest Winning Trade 92464 92464 45687 752547 752547 718221
Largest Losing Trade -50411 -50241 -50411 -1504590 -1504590 -825270
Avg Bars in Trades 43 43 43 43 43 43
Avg Bars in Winners 51 52 49 51 52 49
Avg Bars in Losers 33 33 32 33 33 32
Bars Traded 3828 1934 1895 3828 1934 1895
Profit Streak 0 0 657.7751 0 0 657.7751
Trades During Streak 0 0 3 0 0 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 461589 471438 -67532 156053 -580130 470095
Evaluation Data
{
    "trading_pair": "WAVES_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3955,
    "evaluation_days": 1977.5,
    "actual_first_datapoint_time": 1547769600000,
    "first_datapoint_time": 1551657600000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1759516568569,
    "expiration_time": 1723708080000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "alma",
        "factors": {
            "length": 66,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 91,
            "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": [
        [
            560122.1597999278,
            381498.2290925141,
            178623.9307074131,
            1757417.181133741,
            -183658.7692971996,
            1941075.9504309406
        ],
        [
            560.12216,
            381.498229,
            178.623931,
            1757.417181,
            -183.658769,
            1941.07595
        ],
        [
            0.283248,
            0.192919,
            0.090328,
            0.14786,
            0,
            0.152635
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -89330,
            -93563,
            -134700,
            -1504590,
            -1578445,
            -931780
        ],
        [
            2.06087,
            2.563303,
            1.629067,
            1.28273,
            0.955612,
            1.933964
        ],
        [
            88,
            44,
            44,
            88,
            44,
            44
        ],
        [
            51,
            24,
            27,
            51,
            24,
            27
        ],
        [
            37,
            20,
            17,
            37,
            20,
            17
        ],
        [
            57.954545,
            54.545455,
            61.363636,
            57.954545,
            54.545455,
            61.363636
        ],
        [
            1.495141,
            2.136086,
            1.025709,
            0.930608,
            0.796343,
            1.217681
        ],
        [
            92464,
            92464,
            45687,
            752547,
            752547,
            718221
        ],
        [
            -50411,
            -50241,
            -50411,
            -1504590,
            -1504590,
            -825270
        ],
        [
            43,
            43,
            43,
            43,
            43,
            43
        ],
        [
            51,
            52,
            49,
            51,
            52,
            49
        ],
        [
            33,
            33,
            32,
            33,
            33,
            32
        ],
        [
            3828,
            1934,
            1895,
            3828,
            1934,
            1895
        ],
        [
            0,
            0,
            657.775099,
            0,
            0,
            657.775099
        ],
        [
            0,
            0,
            3,
            0,
            0,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            461589,
            471438,
            -67532,
            156053,
            -580130,
            470095
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "WAVES_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3955,
    "evaluation_days": 1977.5,
    "actual_first_datapoint_time": 1547769600000,
    "first_datapoint_time": 1551657600000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1759516568569,
    "expiration_time": 1723708080000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "alma",
        "factors": {
            "length": 66,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 91,
            "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)