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Trade: WAVES/USDT/60/MIDPRICE/JMA/3370

Strategy
WAVES/USDT/60/MIDPRICE/JMA/3370
Pair
WAVES_USDT
Interval
1h
Score
341192
Daily Profit
0.229405
Profit Factor
1.215793
Profitability
60.526316
Streak
481.362860
Best Strategy
Training Data Length
577.080000
Evaluation Time
2025-09-28 16:42
Expiration Time
2024-07-28 18:12

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 132385.2505 71985.4272 60399.8233 62926.5117 56863.4282 6063.0836
Total P&L (%) 132.3853 71.9854 60.3998 62.9265 56.8634 6.0631
Avg Daily Profit (%) 0.2294 0.1247 0.1047 0.0846 0.078 0.0102
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -60935 -53148 -63673 -155217 -115645 -135613
Profit Factor 1.2158 1.2414 1.1916 1.0672 1.1246 1.0126
Total Trades 266 133 133 266 133 133
Winning Trades 161 78 83 161 78 83
Losing Trades 105 55 50 105 55 50
Profitability (%) 60.5263 58.6466 62.406 60.5263 58.6466 62.406
Ratio Avg Win / Avg Loss 0.7929 0.8754 0.7178 0.696 0.793 0.61
Largest Winning Trade 22218 18276 22218 35612 35612 35414
Largest Losing Trade -36968 -36968 -33652 -97012 -78039 -97012
Avg Bars in Trades 50 50 51 50 50 51
Avg Bars in Winners 41 42 40 41 42 40
Avg Bars in Losers 64 61 68 64 61 68
Bars Traded 13512 6710 6802 13512 6710 6802
Profit Streak 481.3629 481.3629 497.4045 481.3629 481.3629 497.4045
Trades During Streak 3 1 5 3 1 5
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 341192 -27312 -62984 -225066 -173676 -550909
Evaluation Data
{
    "trading_pair": "WAVES_USDT",
    "interval": "1h",
    "packets": 25000,
    "actual_packets": 13850,
    "evaluation_days": 577.08,
    "actual_first_datapoint_time": 1668729600000,
    "first_datapoint_time": 1669608000000,
    "last_datapoint_time": 1718589600000,
    "evaluation_time": 1759066951077,
    "expiration_time": 1722179520000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 43,
            "offset": 0
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 245,
            "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": [
        [
            132385.2505039565,
            71985.427245445,
            60399.8232585115,
            62926.5117349013,
            56863.428180547,
            6063.0835543542
        ],
        [
            132.385251,
            71.985427,
            60.399823,
            62.926512,
            56.863428,
            6.063084
        ],
        [
            0.229405,
            0.124741,
            0.104665,
            0.084622,
            0.078045,
            0.010201
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -60935,
            -53148,
            -63673,
            -155217,
            -115645,
            -135613
        ],
        [
            1.215793,
            1.241418,
            1.191559,
            1.067158,
            1.124569,
            1.012618
        ],
        [
            266,
            133,
            133,
            266,
            133,
            133
        ],
        [
            161,
            78,
            83,
            161,
            78,
            83
        ],
        [
            105,
            55,
            50,
            105,
            55,
            50
        ],
        [
            60.526316,
            58.646617,
            62.406015,
            60.526316,
            58.646617,
            62.406015
        ],
        [
            0.792908,
            0.875359,
            0.717807,
            0.695973,
            0.792965,
            0.610011
        ],
        [
            22218,
            18276,
            22218,
            35612,
            35612,
            35414
        ],
        [
            -36968,
            -36968,
            -33652,
            -97012,
            -78039,
            -97012
        ],
        [
            50,
            50,
            51,
            50,
            50,
            51
        ],
        [
            41,
            42,
            40,
            41,
            42,
            40
        ],
        [
            64,
            61,
            68,
            64,
            61,
            68
        ],
        [
            13512,
            6710,
            6802,
            13512,
            6710,
            6802
        ],
        [
            481.36286,
            481.36286,
            497.404526,
            481.36286,
            481.36286,
            497.404526
        ],
        [
            3,
            1,
            5,
            3,
            1,
            5
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            341192,
            -27312,
            -62984,
            -225066,
            -173676,
            -550909
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "WAVES_USDT",
    "interval": "1h",
    "packets": 25000,
    "actual_packets": 13850,
    "evaluation_days": 577.08,
    "actual_first_datapoint_time": 1668729600000,
    "first_datapoint_time": 1669608000000,
    "last_datapoint_time": 1718589600000,
    "evaluation_time": 1759066951077,
    "expiration_time": 1722179520000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 43,
            "offset": 0
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 245,
            "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)