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Trade: WAVES/USDT/120/EMA/JMA/3217

Strategy
WAVES/USDT/120/EMA/JMA/3217
Pair
WAVES_USDT
Interval
2h
Score
413612
Daily Profit
0.269419
Profit Factor
2.404347
Profitability
46.511628
Streak
0.000000
Best Strategy
Training Data Length
1618.000000
Evaluation Time
2025-10-04 06:18
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 434954.7853 435920.2129 -965.4276 128734.5435 278787.8568 -150053.3133
Total P&L (%) 434.9548 435.9202 -0.9654 128.7345 278.7879 -150.0533
Avg Daily Profit (%) 0.2688 0.2694 -0.0006 0.0512 0.0823 0
Buy And Hold Return (%) 23.1826 23.1826 23.1826 23.1826 23.1826 23.1826
Max Trade Drawdown -143196 -133614 -157761 -359807 -289085 -335204
Profit Factor 1.713 2.4043 0.9968 1.1178 1.5325 0.7363
Total Trades 85 43 42 85 43 42
Winning Trades 40 20 20 40 20 20
Losing Trades 45 23 22 45 23 22
Profitability (%) 47.0588 46.5116 47.619 47.0588 46.5116 47.619
Ratio Avg Win / Avg Loss 1.9272 2.765 1.0965 1.2576 1.7624 0.8099
Largest Winning Trade 150231 150231 69502 172762 149235 172762
Largest Losing Trade -73980 -33729 -73980 -219554 -142116 -219554
Avg Bars in Trades 222 220 225 222 220 225
Avg Bars in Winners 341 363 319 341 363 319
Avg Bars in Losers 117 94 140 117 94 140
Bars Traded 18950 9461 9489 18950 9461 9489
Profit Streak 0 0 554.3876 0 0 554.3876
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 379406 413612 -579410 -217394 -81701 -581076
Evaluation Data
{
    "trading_pair": "WAVES_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 19416,
    "evaluation_days": 1618,
    "actual_first_datapoint_time": 1578729600000,
    "first_datapoint_time": 1580184000000,
    "last_datapoint_time": 1718589600000,
    "evaluation_time": 1759547891975,
    "expiration_time": 1723622227200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "ema",
        "factors": {
            "length": 203,
            "offset": 0
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 180,
            "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": [
        [
            434954.785310852,
            435920.2128784483,
            -965.4275675965,
            128734.5434760998,
            278787.8568234961,
            -150053.3133473961
        ],
        [
            434.954785,
            435.920213,
            -0.965428,
            128.734543,
            278.787857,
            -150.053313
        ],
        [
            0.268822,
            0.269419,
            -0.000597,
            0.05115,
            0.082346,
            0
        ],
        [
            23.182599,
            23.182599,
            23.182599,
            23.182599,
            23.182599,
            23.182599
        ],
        [
            -143196,
            -133614,
            -157761,
            -359807,
            -289085,
            -335204
        ],
        [
            1.713025,
            2.404347,
            0.996778,
            1.117837,
            1.532539,
            0.736273
        ],
        [
            85,
            43,
            42,
            85,
            43,
            42
        ],
        [
            40,
            20,
            20,
            40,
            20,
            20
        ],
        [
            45,
            23,
            22,
            45,
            23,
            22
        ],
        [
            47.058824,
            46.511628,
            47.619048,
            47.058824,
            46.511628,
            47.619048
        ],
        [
            1.927153,
            2.764999,
            1.096455,
            1.257567,
            1.762419,
            0.8099
        ],
        [
            150231,
            150231,
            69502,
            172762,
            149235,
            172762
        ],
        [
            -73980,
            -33729,
            -73980,
            -219554,
            -142116,
            -219554
        ],
        [
            222,
            220,
            225,
            222,
            220,
            225
        ],
        [
            341,
            363,
            319,
            341,
            363,
            319
        ],
        [
            117,
            94,
            140,
            117,
            94,
            140
        ],
        [
            18950,
            9461,
            9489,
            18950,
            9461,
            9489
        ],
        [
            0,
            0,
            554.387638,
            0,
            0,
            554.387639
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            379406,
            413612,
            -579410,
            -217394,
            -81701,
            -581076
        ]
    ]
}
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": 1580184000000,
    "last_datapoint_time": 1718589600000,
    "evaluation_time": 1759547891975,
    "expiration_time": 1723622227200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ema",
        "factors": {
            "length": 203,
            "offset": 0
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 180,
            "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)