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Trade: WAVES/USDT/720/JMA/SSF/2565

Strategy
WAVES/USDT/720/JMA/SSF/2565
Pair
WAVES_USDT
Interval
12h
Score
560386
Daily Profit
0.347568
Profit Factor
3.094865
Profitability
52.631579
Streak
0.000000
Best Strategy
Training Data Length
1977.500000
Evaluation Time
2025-10-11 04:04
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 670494.4103 687315.8738 -16821.4635 -44679.0531 -69208.9573 24529.9042
Total P&L (%) 670.4944 687.3159 -16.8215 -44.6791 -69.209 24.5299
Avg Daily Profit (%) 0.3391 0.3476 -0.0085 -0.0299 -0.0596 0.0111
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -176232 -120267 -332478 -253855 -130265 -265163
Profit Factor 1.7711 3.0949 0.9689 0.9348 0.7859 1.0677
Total Trades 76 38 38 76 38 38
Winning Trades 42 20 22 40 17 23
Losing Trades 34 18 16 36 21 15
Profitability (%) 55.2632 52.6316 57.8947 52.6316 44.7368 60.5263
Ratio Avg Win / Avg Loss 1.4338 2.7854 0.7047 0.8413 0.9708 0.6963
Largest Winning Trade 513309 513309 70473 64523 63349 64523
Largest Losing Trade -125365 -52732 -125365 -144494 -61716 -144494
Avg Bars in Trades 49 43 55 49 43 55
Avg Bars in Winners 61 51 70 59 50 65
Avg Bars in Losers 35 35 34 39 38 40
Bars Traded 3771 1663 2108 3771 1663 2108
Profit Streak 0 0 668.0447 0 0 668.0447
Trades During Streak 0 0 3 0 0 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -41343 560386 -578409 -634214 -582811 -326875
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": 1553558400000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1760144659788,
    "expiration_time": 1723708080000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "jma",
        "factors": {
            "length": 135,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 42,
            "offset": 0,
            "poles": 3
        }
    }
}
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": [
        [
            670494.4102995386,
            687315.8738477945,
            -16821.4635482558,
            -44679.0531146075,
            -69208.9573459867,
            24529.9042313792
        ],
        [
            670.49441,
            687.315874,
            -16.821464,
            -44.679053,
            -69.208957,
            24.529904
        ],
        [
            0.339062,
            0.347568,
            -0.008506,
            -0.029933,
            -0.05955,
            0.011094
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -176232,
            -120267,
            -332478,
            -253855,
            -130265,
            -265163
        ],
        [
            1.771117,
            3.094865,
            0.968931,
            0.934819,
            0.785891,
            1.06772
        ],
        [
            76,
            38,
            38,
            76,
            38,
            38
        ],
        [
            42,
            20,
            22,
            40,
            17,
            23
        ],
        [
            34,
            18,
            16,
            36,
            21,
            15
        ],
        [
            55.263158,
            52.631579,
            57.894737,
            52.631579,
            44.736842,
            60.526316
        ],
        [
            1.433762,
            2.785378,
            0.704677,
            0.841338,
            0.970807,
            0.696339
        ],
        [
            513309,
            513309,
            70473,
            64523,
            63349,
            64523
        ],
        [
            -125365,
            -52732,
            -125365,
            -144494,
            -61716,
            -144494
        ],
        [
            49,
            43,
            55,
            49,
            43,
            55
        ],
        [
            61,
            51,
            70,
            59,
            50,
            65
        ],
        [
            35,
            35,
            34,
            39,
            38,
            40
        ],
        [
            3771,
            1663,
            2108,
            3771,
            1663,
            2108
        ],
        [
            0,
            0,
            668.044673,
            0,
            0,
            668.044673
        ],
        [
            0,
            0,
            3,
            0,
            0,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -41343,
            560386,
            -578409,
            -634214,
            -582811,
            -326875
        ]
    ]
}
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": 1553558400000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1760144659788,
    "expiration_time": 1723708080000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "jma",
        "factors": {
            "length": 135,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 42,
            "offset": 0,
            "poles": 3
        }
    }
}

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)