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Trade: WAVES/USDT/720/JMA/FWMA/5834

Strategy
WAVES/USDT/720/JMA/FWMA/5834
Pair
WAVES_USDT
Interval
12h
Score
495840
Daily Profit
0.321839
Profit Factor
4.572801
Profitability
42.857143
Streak
0.000000
Best Strategy
Training Data Length
1977.500000
Evaluation Time
2025-09-28 01:13
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 756855.1722 636437.1317 120418.0404 5151730.824 2578888.1355 2572842.6885
Total P&L (%) 756.8552 636.4371 120.418 5151.7308 2578.8881 2572.8427
Avg Daily Profit (%) 0.3827 0.3218 0.0609 0.2005 0.1664 0.1663
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -66065 -74948 -90433 -6776310 -7634227 -5412223
Profit Factor 2.7984 4.5728 1.4961 1.2328 1.2031 1.2728
Total Trades 69 35 34 69 35 34
Winning Trades 26 15 11 26 15 11
Losing Trades 43 20 23 43 20 23
Profitability (%) 37.6812 42.8571 32.3529 37.6812 42.8571 32.3529
Ratio Avg Win / Avg Loss 4.6281 6.0971 3.1283 2.0389 1.6041 2.6614
Largest Winning Trade 197158 197158 81360 5395929 4400272 5395929
Largest Losing Trade -38949 -37825 -38949 -4549715 -4549715 -2100230
Avg Bars in Trades 51 43 60 51 43 60
Avg Bars in Winners 100 78 131 100 78 131
Avg Bars in Losers 22 17 25 22 17 25
Bars Traded 3569 1527 2042 3569 1527 2042
Profit Streak 0 0 0 0 0 0
Trades During Streak 0 0 0 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -96127 495840 -116100 -102241 200371 68348
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": 1557446400000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1759011212918,
    "expiration_time": 1723708080000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "jma",
        "factors": {
            "length": 225,
            "offset": 0
        }
    },
    "second_band": {
        "type": "fwma",
        "factors": {
            "length": 100,
            "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": [
        [
            756855.1721533631,
            636437.1317327563,
            120418.0404206071,
            5151730.823969969,
            2578888.135470145,
            2572842.688499824
        ],
        [
            756.855172,
            636.437132,
            120.41804,
            5151.730824,
            2578.888135,
            2572.842688
        ],
        [
            0.382733,
            0.321839,
            0.060894,
            0.200511,
            0.166408,
            0.166294
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -66065,
            -74948,
            -90433,
            -6776310,
            -7634227,
            -5412223
        ],
        [
            2.798384,
            4.572801,
            1.496121,
            1.232801,
            1.203081,
            1.272823
        ],
        [
            69,
            35,
            34,
            69,
            35,
            34
        ],
        [
            26,
            15,
            11,
            26,
            15,
            11
        ],
        [
            43,
            20,
            23,
            43,
            20,
            23
        ],
        [
            37.681159,
            42.857143,
            32.352941,
            37.681159,
            42.857143,
            32.352941
        ],
        [
            4.628097,
            6.097068,
            3.128254,
            2.038864,
            1.604108,
            2.661357
        ],
        [
            197158,
            197158,
            81360,
            5395929,
            4400272,
            5395929
        ],
        [
            -38949,
            -37825,
            -38949,
            -4549715,
            -4549715,
            -2100230
        ],
        [
            51,
            43,
            60,
            51,
            43,
            60
        ],
        [
            100,
            78,
            131,
            100,
            78,
            131
        ],
        [
            22,
            17,
            25,
            22,
            17,
            25
        ],
        [
            3569,
            1527,
            2042,
            3569,
            1527,
            2042
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -96127,
            495840,
            -116100,
            -102241,
            200371,
            68348
        ]
    ]
}
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": 1557446400000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1759011212918,
    "expiration_time": 1723708080000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "jma",
        "factors": {
            "length": 225,
            "offset": 0
        }
    },
    "second_band": {
        "type": "fwma",
        "factors": {
            "length": 100,
            "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)