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Trade: WAVES/USDT/720/JMA/FWMA/2399

Strategy
WAVES/USDT/720/JMA/FWMA/2399
Pair
WAVES_USDT
Interval
12h
Score
470952
Daily Profit
0.486658
Profit Factor
2.594035
Profitability
43.333333
Streak
0.000000
Best Strategy
Training Data Length
1977.500000
Evaluation Time
2025-10-09 08:22
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 962365.5405 757181.3945 205184.1461 9220264.3556 4235321.3119 4984943.0437
Total P&L (%) 962.3655 757.1814 205.1841 9220.2644 4235.3213 4984.943
Avg Daily Profit (%) 0.4867 0.3829 0.1038 0.2296 0.1908 0.1989
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -169080 -50111 -157487 -4690888 -4690888 -2730506
Profit Factor 2.594 3.672 1.6405 1.4522 1.3462 1.6114
Total Trades 90 45 45 90 45 45
Winning Trades 39 18 21 39 18 21
Losing Trades 51 27 24 51 27 24
Profitability (%) 43.3333 40 46.6667 43.3333 40 46.6667
Ratio Avg Win / Avg Loss 3.3922 5.5081 1.8748 1.8991 2.0192 1.8416
Largest Winning Trade 284485 284485 84776 3223418 3223418 2700220
Largest Losing Trade -53378 -33479 -53378 -4690888 -4690888 -2730506
Avg Bars in Trades 41 36 47 41 36 47
Avg Bars in Winners 73 61 84 73 61 84
Avg Bars in Losers 17 18 15 17 18 15
Bars Traded 3761 1620 2142 3761 1620 2142
Profit Streak 0 0 662.2242 0 0 662.2242
Trades During Streak 0 0 2 0 0 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 470952 453571 -51627 290283 202075 389001
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": 1554163200000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1759987368977,
    "expiration_time": 1723708080000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "jma",
        "factors": {
            "length": 149,
            "offset": 0
        }
    },
    "second_band": {
        "type": "fwma",
        "factors": {
            "length": 115,
            "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": [
        [
            962365.5405348942,
            757181.3944827431,
            205184.1460521511,
            9220264.355583409,
            4235321.311922595,
            4984943.043660816
        ],
        [
            962.365541,
            757.181394,
            205.184146,
            9220.264356,
            4235.321312,
            4984.943044
        ],
        [
            0.486658,
            0.382898,
            0.103759,
            0.229582,
            0.190795,
            0.198876
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -169080,
            -50111,
            -157487,
            -4690888,
            -4690888,
            -2730506
        ],
        [
            2.594035,
            3.672045,
            1.640484,
            1.452229,
            1.346161,
            1.611397
        ],
        [
            90,
            45,
            45,
            90,
            45,
            45
        ],
        [
            39,
            18,
            21,
            39,
            18,
            21
        ],
        [
            51,
            27,
            24,
            51,
            27,
            24
        ],
        [
            43.333333,
            40,
            46.666667,
            43.333333,
            40,
            46.666667
        ],
        [
            3.392199,
            5.508068,
            1.874839,
            1.899069,
            2.019242,
            1.841596
        ],
        [
            284485,
            284485,
            84776,
            3223418,
            3223418,
            2700220
        ],
        [
            -53378,
            -33479,
            -53378,
            -4690888,
            -4690888,
            -2730506
        ],
        [
            41,
            36,
            47,
            41,
            36,
            47
        ],
        [
            73,
            61,
            84,
            73,
            61,
            84
        ],
        [
            17,
            18,
            15,
            17,
            18,
            15
        ],
        [
            3761,
            1620,
            2142,
            3761,
            1620,
            2142
        ],
        [
            0,
            0,
            662.224178,
            0,
            0,
            662.224178
        ],
        [
            0,
            0,
            2,
            0,
            0,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            470952,
            453571,
            -51627,
            290283,
            202075,
            389001
        ]
    ]
}
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": 1554163200000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1759987368977,
    "expiration_time": 1723708080000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "jma",
        "factors": {
            "length": 149,
            "offset": 0
        }
    },
    "second_band": {
        "type": "fwma",
        "factors": {
            "length": 115,
            "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)