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Trade: WAVES/USDT/360/JMA/JMA/8002

Strategy
WAVES/USDT/360/JMA/JMA/8002
Pair
WAVES_USDT
Interval
6h
Score
438869
Daily Profit
0.262570
Profit Factor
2.774368
Profitability
45.714286
Streak
0.000000
Best Strategy
Training Data Length
1976.750000
Evaluation Time
2025-09-26 16:40
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 618090.8979 519035.7604 99055.1375 454850.7851 -693340.0407 1148190.8258
Total P&L (%) 618.0909 519.0358 99.0551 454.8508 -693.34 1148.1908
Avg Daily Profit (%) 0.3127 0.2626 0.0501 0.0867 0 0.1278
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -185814 -120271 -141924 -5973215 -4865440 -2720882
Profit Factor 1.9586 2.7744 1.2812 1.0386 0.8997 1.2355
Total Trades 69 35 34 69 35 34
Winning Trades 34 16 18 34 16 18
Losing Trades 35 19 16 35 19 16
Profitability (%) 49.2754 45.7143 52.9412 49.2754 45.7143 52.9412
Ratio Avg Win / Avg Loss 2.0162 3.2946 1.1388 1.0691 1.0684 1.0982
Largest Winning Trade 219475 219475 78801 2648885 2309276 2648885
Largest Losing Trade -72340 -37585 -72340 -1849582 -1849582 -1335982
Avg Bars in Trades 110 100 119 110 100 119
Avg Bars in Winners 148 128 166 148 128 166
Avg Bars in Losers 72 77 66 72 77 66
Bars Traded 7594 3531 4063 7594 3531 4063
Profit Streak 0 0 646.0696 0 0 646.0696
Trades During Streak 0 0 2 0 0 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -93838 438869 -124702 -361828 -580787 -21004

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": 1553104800000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1758894017273,
    "expiration_time": 1723706136000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "jma",
        "factors": {
            "length": 247,
            "offset": 0
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 117,
            "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": [
        [
            618090.8978887835,
            519035.7604212663,
            99055.1374675171,
            454850.7850740326,
            -693340.0407486724,
            1148190.8258227059
        ],
        [
            618.090898,
            519.03576,
            99.055137,
            454.850785,
            -693.340041,
            1148.190826
        ],
        [
            0.31268,
            0.26257,
            0.05011,
            0.086722,
            0,
            0.12778
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -185814,
            -120271,
            -141924,
            -5973215,
            -4865440,
            -2720882
        ],
        [
            1.958569,
            2.774368,
            1.281177,
            1.038577,
            0.899734,
            1.235491
        ],
        [
            69,
            35,
            34,
            69,
            35,
            34
        ],
        [
            34,
            16,
            18,
            34,
            16,
            18
        ],
        [
            35,
            19,
            16,
            35,
            19,
            16
        ],
        [
            49.275362,
            45.714286,
            52.941176,
            49.275362,
            45.714286,
            52.941176
        ],
        [
            2.016174,
            3.294563,
            1.138824,
            1.069123,
            1.068434,
            1.098214
        ],
        [
            219475,
            219475,
            78801,
            2648885,
            2309276,
            2648885
        ],
        [
            -72340,
            -37585,
            -72340,
            -1849582,
            -1849582,
            -1335982
        ],
        [
            110,
            100,
            119,
            110,
            100,
            119
        ],
        [
            148,
            128,
            166,
            148,
            128,
            166
        ],
        [
            72,
            77,
            66,
            72,
            77,
            66
        ],
        [
            7594,
            3531,
            4063,
            7594,
            3531,
            4063
        ],
        [
            0,
            0,
            646.069644,
            0,
            0,
            646.069644
        ],
        [
            0,
            0,
            2,
            0,
            0,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -93838,
            438869,
            -124702,
            -361828,
            -580787,
            -21004
        ]
    ]
}
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": 1553104800000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1758894017273,
    "expiration_time": 1723706136000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "jma",
        "factors": {
            "length": 247,
            "offset": 0
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 117,
            "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)