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Trade: WAVES/USDT/720/JMA/MIDPOINT/9277

Strategy
WAVES/USDT/720/JMA/MIDPOINT/9277
Pair
WAVES_USDT
Interval
12h
Score
360428
Daily Profit
0.202847
Profit Factor
2.451377
Profitability
44.117647
Streak
0.000000
Best Strategy
Training Data Length
1977.500000
Evaluation Time
2025-09-28 01:13
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 331109.4888 401130.2423 -70020.7534 -73588.5199 87842.8366 -161431.3565
Total P&L (%) 331.1095 401.1302 -70.0208 -73.5885 87.8428 -161.4314
Avg Daily Profit (%) 0.1674 0.2028 -0.0354 -0.0673 0.0319 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -96304 -112111 -246695 -86906 -49427 -201709
Profit Factor 1.4689 2.4514 0.8371 0.8149 1.6946 0.4047
Total Trades 69 34 35 69 34 35
Winning Trades 29 15 14 29 15 14
Losing Trades 40 19 21 40 19 21
Profitability (%) 42.029 44.1176 40 42.029 44.1176 40
Ratio Avg Win / Avg Loss 2.026 3.1051 1.2556 1.1241 2.1465 0.607
Largest Winning Trade 210316 210316 72378 51286 51286 20991
Largest Losing Trade -74643 -54541 -74643 -75429 -30040 -75429
Avg Bars in Trades 50 59 41 50 59 41
Avg Bars in Winners 61 55 67 61 55 67
Avg Bars in Losers 42 61 24 42 61 24
Bars Traded 3459 2006 1453 3459 2006 1453
Profit Streak 479.9261 0 563.9261 479.9261 0 563.9261
Trades During Streak 1 0 2 1 0 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -99223 360428 -582050 -687904 -149385 -583717
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": 1557835200000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1759011211881,
    "expiration_time": 1723708080000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "jma",
        "factors": {
            "length": 234,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 127,
            "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": [
        [
            331109.4888371442,
            401130.2422830991,
            -70020.7534459548,
            -73588.5198931717,
            87842.8365843614,
            -161431.3564775331
        ],
        [
            331.109489,
            401.130242,
            -70.020753,
            -73.58852,
            87.842837,
            -161.431356
        ],
        [
            0.167438,
            0.202847,
            -0.035409,
            -0.067303,
            0.031886,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -96304,
            -112111,
            -246695,
            -86906,
            -49427,
            -201709
        ],
        [
            1.468861,
            2.451377,
            0.837093,
            0.814937,
            1.69461,
            0.404699
        ],
        [
            69,
            34,
            35,
            69,
            34,
            35
        ],
        [
            29,
            15,
            14,
            29,
            15,
            14
        ],
        [
            40,
            19,
            21,
            40,
            19,
            21
        ],
        [
            42.028986,
            44.117647,
            40,
            42.028986,
            44.117647,
            40
        ],
        [
            2.026015,
            3.105077,
            1.255639,
            1.124051,
            2.146506,
            0.607049
        ],
        [
            210316,
            210316,
            72378,
            51286,
            51286,
            20991
        ],
        [
            -74643,
            -54541,
            -74643,
            -75429,
            -30040,
            -75429
        ],
        [
            50,
            59,
            41,
            50,
            59,
            41
        ],
        [
            61,
            55,
            67,
            61,
            55,
            67
        ],
        [
            42,
            61,
            24,
            42,
            61,
            24
        ],
        [
            3459,
            2006,
            1453,
            3459,
            2006,
            1453
        ],
        [
            479.926063,
            0,
            563.926063,
            479.926063,
            0,
            563.926063
        ],
        [
            1,
            0,
            2,
            1,
            0,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -99223,
            360428,
            -582050,
            -687904,
            -149385,
            -583717
        ]
    ]
}
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": 1557835200000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1759011211881,
    "expiration_time": 1723708080000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "jma",
        "factors": {
            "length": 234,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 127,
            "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)