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Trade: WAVES/USDT/120/T3/JMA/2079

Strategy
WAVES/USDT/120/T3/JMA/2079
Pair
WAVES_USDT
Interval
2h
Score
454865
Daily Profit
0.325377
Profit Factor
1.698261
Profitability
48.571429
Streak
514.103594
Best Strategy
Training Data Length
1618.000000
Evaluation Time
2025-10-07 11:29
Expiration Time
2024-08-14 10:57

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 526459.3511 497104.5595 29354.7916 414119.128 253642.5257 160476.6024
Total P&L (%) 526.4594 497.1046 29.3548 414.1191 253.6425 160.4766
Avg Daily Profit (%) 0.3254 0.3072 0.0181 0.1012 0.0781 0.0592
Buy And Hold Return (%) 23.2814 23.2814 23.2814 23.2814 23.2814 23.2814
Max Trade Drawdown -248309 -194873 -118208 -2097517 -1707971 -710844
Profit Factor 1.6983 2.2972 1.0792 1.0829 1.0898 1.0739
Total Trades 105 53 52 105 53 52
Winning Trades 51 25 26 51 25 26
Losing Trades 54 28 26 54 28 26
Profitability (%) 48.5714 47.1698 50 48.5714 47.1698 50
Ratio Avg Win / Avg Loss 1.7982 2.5729 1.0792 1.1466 1.2205 1.0739
Largest Winning Trade 136050 136050 55486 820133 820133 789538
Largest Losing Trade -54853 -42312 -54853 -878586 -878586 -465687
Avg Bars in Trades 180 188 172 180 188 172
Avg Bars in Winners 263 283 244 263 283 244
Avg Bars in Losers 101 102 101 101 102 101
Bars Traded 18954 9967 8987 18954 9967 8987
Profit Streak 514.1036 523.6869 0 514.1036 523.6869 0
Trades During Streak 1 1 0 1 1 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 454865 -167660 -566720 -186853 -391032 -433210
Evaluation Data
{
    "trading_pair": "WAVES_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 19416,
    "evaluation_days": 1618,
    "actual_first_datapoint_time": 1578729600000,
    "first_datapoint_time": 1580119200000,
    "last_datapoint_time": 1718589600000,
    "evaluation_time": 1759825750557,
    "expiration_time": 1723622227200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "t3",
        "factors": {
            "length": 153,
            "offset": 0,
            "a": 0.64526
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 194,
            "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": [
        [
            526459.351130659,
            497104.5594912571,
            29354.7916394017,
            414119.1280466946,
            253642.5256766535,
            160476.6023700418
        ],
        [
            526.459351,
            497.104559,
            29.354792,
            414.119128,
            253.642526,
            160.476602
        ],
        [
            0.325377,
            0.307234,
            0.018143,
            0.101243,
            0.078097,
            0.059186
        ],
        [
            23.281393,
            23.281393,
            23.281393,
            23.281393,
            23.281393,
            23.281393
        ],
        [
            -248309,
            -194873,
            -118208,
            -2097517,
            -1707971,
            -710844
        ],
        [
            1.698261,
            2.297198,
            1.079178,
            1.082892,
            1.089767,
            1.073941
        ],
        [
            105,
            53,
            52,
            105,
            53,
            52
        ],
        [
            51,
            25,
            26,
            51,
            25,
            26
        ],
        [
            54,
            28,
            26,
            54,
            28,
            26
        ],
        [
            48.571429,
            47.169811,
            50,
            48.571429,
            47.169811,
            50
        ],
        [
            1.798159,
            2.572862,
            1.079178,
            1.146591,
            1.220539,
            1.073941
        ],
        [
            136050,
            136050,
            55486,
            820133,
            820133,
            789538
        ],
        [
            -54853,
            -42312,
            -54853,
            -878586,
            -878586,
            -465687
        ],
        [
            180,
            188,
            172,
            180,
            188,
            172
        ],
        [
            263,
            283,
            244,
            263,
            283,
            244
        ],
        [
            101,
            102,
            101,
            101,
            102,
            101
        ],
        [
            18954,
            9967,
            8987,
            18954,
            9967,
            8987
        ],
        [
            514.103594,
            523.686928,
            0,
            514.103594,
            523.686928,
            0
        ],
        [
            1,
            1,
            0,
            1,
            1,
            0
        ],
        [
            0.8,
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            1.45,
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            1.45,
            1.45
        ],
        [
            454865,
            -167660,
            -566720,
            -186853,
            -391032,
            -433210
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "WAVES_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 19416,
    "evaluation_days": 1618,
    "actual_first_datapoint_time": 1578729600000,
    "first_datapoint_time": 1580119200000,
    "last_datapoint_time": 1718589600000,
    "evaluation_time": 1759825750557,
    "expiration_time": 1723622227200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "t3",
        "factors": {
            "length": 153,
            "offset": 0,
            "a": 0.64526
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 194,
            "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)