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Trade: WAVES/USDT/360/WMA/JMA/1352

Strategy
WAVES/USDT/360/WMA/JMA/1352
Pair
WAVES_USDT
Interval
6h
Score
496029
Daily Profit
0.221786
Profit Factor
3.037753
Profitability
51.724138
Streak
0.000000
Best Strategy
Training Data Length
1976.750000
Evaluation Time
2025-10-10 22:07
Expiration Time
2024-08-15 10:15

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 478081.6634 438415.9846 39665.6788 211007.4746 597485.1998 -386477.7252
Total P&L (%) 478.0817 438.416 39.6657 211.0075 597.4852 -386.4777
Avg Daily Profit (%) 0.2419 0.2218 0.0201 0.0574 0.0983 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -165431 -96871 -178796 -1393648 -911048 -1003858
Profit Factor 1.8398 3.0378 1.112 1.0553 1.3673 0.8233
Total Trades 58 29 29 58 29 29
Winning Trades 28 15 13 28 15 13
Losing Trades 30 14 16 30 14 16
Profitability (%) 48.2759 51.7241 44.8276 48.2759 51.7241 44.8276
Ratio Avg Win / Avg Loss 1.9712 2.8352 1.3686 1.1307 1.2762 1.0133
Largest Winning Trade 179592 179592 81158 673089 532726 673089
Largest Losing Trade -58722 -37988 -58722 -473337 -473337 -394243
Avg Bars in Trades 131 110 153 131 110 153
Avg Bars in Winners 196 149 251 196 149 251
Avg Bars in Losers 71 68 73 71 68 73
Bars Traded 7648 3210 4438 7648 3210 4438
Profit Streak 0 0 672.0469 0 0 672.0469
Trades During Streak 0 0 2 0 0 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -168700 496029 -266734 -456088 -60651 -580220
Evaluation Data
{
    "trading_pair": "WAVES_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7907,
    "evaluation_days": 1976.75,
    "actual_first_datapoint_time": 1547791200000,
    "first_datapoint_time": 1551290400000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1760123254978,
    "expiration_time": 1723706136000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 163,
            "offset": 0
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 111,
            "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": [
        [
            478081.66340802,
            438415.9846385292,
            39665.6787694907,
            211007.4746399573,
            597485.1998052,
            -386477.7251652426
        ],
        [
            478.081663,
            438.415985,
            39.665679,
            211.007475,
            597.4852,
            -386.477725
        ],
        [
            0.241852,
            0.221786,
            0.020066,
            0.057416,
            0.098306,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -165431,
            -96871,
            -178796,
            -1393648,
            -911048,
            -1003858
        ],
        [
            1.83979,
            3.037753,
            1.112005,
            1.055328,
            1.367316,
            0.823296
        ],
        [
            58,
            29,
            29,
            58,
            29,
            29
        ],
        [
            28,
            15,
            13,
            28,
            15,
            13
        ],
        [
            30,
            14,
            16,
            30,
            14,
            16
        ],
        [
            48.275862,
            51.724138,
            44.827586,
            48.275862,
            51.724138,
            44.827586
        ],
        [
            1.971203,
            2.835236,
            1.368622,
            1.130708,
            1.276161,
            1.013287
        ],
        [
            179592,
            179592,
            81158,
            673089,
            532726,
            673089
        ],
        [
            -58722,
            -37988,
            -58722,
            -473337,
            -473337,
            -394243
        ],
        [
            131,
            110,
            153,
            131,
            110,
            153
        ],
        [
            196,
            149,
            251,
            196,
            149,
            251
        ],
        [
            71,
            68,
            73,
            71,
            68,
            73
        ],
        [
            7648,
            3210,
            4438,
            7648,
            3210,
            4438
        ],
        [
            0,
            0,
            672.046933,
            0,
            0,
            672.046933
        ],
        [
            0,
            0,
            2,
            0,
            0,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -168700,
            496029,
            -266734,
            -456088,
            -60651,
            -580220
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "WAVES_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7907,
    "evaluation_days": 1976.75,
    "actual_first_datapoint_time": 1547791200000,
    "first_datapoint_time": 1551290400000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1760123254978,
    "expiration_time": 1723706136000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 163,
            "offset": 0
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 111,
            "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)