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Trade: WAVES/USDT/720/JMA/DCM/6759

Strategy
WAVES/USDT/720/JMA/DCM/6759
Pair
WAVES_USDT
Interval
12h
Score
591522
Daily Profit
0.443637
Profit Factor
2.466554
Profitability
56.043956
Streak
506.238813
Best Strategy
Training Data Length
1977.500000
Evaluation Time
2025-10-13 20:43
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 877292.7626 676351.1341 200941.6285 4282518.1396 6493420.0474 -2210901.9078
Total P&L (%) 877.2928 676.3511 200.9416 4282.5181 6493.42 -2210.9019
Avg Daily Profit (%) 0.4436 0.342 0.1016 0.1913 0.212 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -125268 -130308 -93745 -8740081 -4494790 -5460118
Profit Factor 2.4666 3.5024 1.6128 1.2611 1.971 0.7724
Total Trades 91 45 46 91 45 46
Winning Trades 51 23 28 51 23 28
Losing Trades 40 22 18 40 22 18
Profitability (%) 56.044 51.1111 60.8696 56.044 51.1111 60.8696
Ratio Avg Win / Avg Loss 1.9346 3.3501 1.0368 0.9891 1.8853 0.4965
Largest Winning Trade 194673 194673 61151 6616914 6616914 1451211
Largest Losing Trade -70754 -70754 -54514 -5460118 -3223405 -5460118
Avg Bars in Trades 41 42 39 41 42 39
Avg Bars in Winners 51 56 47 51 56 47
Avg Bars in Losers 27 28 27 27 28 27
Bars Traded 3749 1914 1835 3749 1914 1835
Profit Streak 506.2388 0 508.7388 506.2388 0 508.7388
Trades During Streak 1 0 1 1 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 591522 581700 -53312 279137 435418 -578711
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": 1555891200000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1760377433464,
    "expiration_time": 1723708080000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "jma",
        "factors": {
            "length": 189,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 53,
            "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": [
        [
            877292.7625747384,
            676351.1340979249,
            200941.6284768137,
            4282518.139585536,
            6493420.047403404,
            -2210901.9078178676
        ],
        [
            877.292763,
            676.351134,
            200.941628,
            4282.51814,
            6493.420047,
            -2210.901908
        ],
        [
            0.443637,
            0.342023,
            0.101614,
            0.191344,
            0.21204,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -125268,
            -130308,
            -93745,
            -8740081,
            -4494790,
            -5460118
        ],
        [
            2.466554,
            3.502388,
            1.61278,
            1.261121,
            1.971018,
            0.772384
        ],
        [
            91,
            45,
            46,
            91,
            45,
            46
        ],
        [
            51,
            23,
            28,
            51,
            23,
            28
        ],
        [
            40,
            22,
            18,
            40,
            22,
            18
        ],
        [
            56.043956,
            51.111111,
            60.869565,
            56.043956,
            51.111111,
            60.869565
        ],
        [
            1.934552,
            3.35011,
            1.036787,
            0.989115,
            1.885321,
            0.496532
        ],
        [
            194673,
            194673,
            61151,
            6616914,
            6616914,
            1451211
        ],
        [
            -70754,
            -70754,
            -54514,
            -5460118,
            -3223405,
            -5460118
        ],
        [
            41,
            42,
            39,
            41,
            42,
            39
        ],
        [
            51,
            56,
            47,
            51,
            56,
            47
        ],
        [
            27,
            28,
            27,
            27,
            28,
            27
        ],
        [
            3749,
            1914,
            1835,
            3749,
            1914,
            1835
        ],
        [
            506.238813,
            0,
            508.738813,
            506.238813,
            0,
            508.738813
        ],
        [
            1,
            0,
            1,
            1,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            591522,
            581700,
            -53312,
            279137,
            435418,
            -578711
        ]
    ]
}
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": 1555891200000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1760377433464,
    "expiration_time": 1723708080000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "jma",
        "factors": {
            "length": 189,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 53,
            "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)