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Trade: WAVES/USDT/720/JMA/DCU/3731

Strategy
WAVES/USDT/720/JMA/DCU/3731
Pair
WAVES_USDT
Interval
12h
Score
472128
Daily Profit
0.167812
Profit Factor
2.209653
Profitability
51.282051
Streak
760.401902
Best Strategy
Training Data Length
1977.500000
Evaluation Time
2025-09-26 00:38
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 358671.3382 331848.2404 26823.0977 209514.573 103172.9321 106341.6409
Total P&L (%) 358.6713 331.8482 26.8231 209.5146 103.1729 106.3416
Avg Daily Profit (%) 0.1814 0.1678 0.0136 0.0572 0.0359 0.0366
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -105638 -89206 -139716 -350655 -332821 -203800
Profit Factor 1.7719 2.2097 1.1409 1.2373 1.1827 1.3342
Total Trades 79 39 40 79 39 40
Winning Trades 36 20 16 36 20 16
Losing Trades 43 19 24 43 19 24
Profitability (%) 45.5696 51.2821 40 45.5696 51.2821 40
Ratio Avg Win / Avg Loss 2.1165 2.0992 1.7114 1.4779 1.1236 2.0013
Largest Winning Trade 139383 139383 76883 208121 140036 208121
Largest Losing Trade -57758 -57758 -40076 -194237 -194237 -80900
Avg Bars in Trades 46 71 22 46 71 22
Avg Bars in Winners 63 91 29 63 91 29
Avg Bars in Losers 32 51 17 32 51 17
Bars Traded 3698 2801 896 3698 2801 896
Profit Streak 0 760.4019 0 0 760.4019 0
Trades During Streak 0 6 0 0 6 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -22178 472128 -246072 -149904 -162964 -146135

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": 1555804800000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1758836324325,
    "expiration_time": 1723708080000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "jma",
        "factors": {
            "length": 187,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcu",
        "factors": {
            "length": 22,
            "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": [
        [
            358671.3381573777,
            331848.2404487439,
            26823.0977086338,
            209514.5730320417,
            103172.9321403036,
            106341.640891738
        ],
        [
            358.671338,
            331.84824,
            26.823098,
            209.514573,
            103.172932,
            106.341641
        ],
        [
            0.181376,
            0.167812,
            0.013564,
            0.057151,
            0.035854,
            0.036637
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -105638,
            -89206,
            -139716,
            -350655,
            -332821,
            -203800
        ],
        [
            1.771932,
            2.209653,
            1.140946,
            1.23733,
            1.182727,
            1.334231
        ],
        [
            79,
            39,
            40,
            79,
            39,
            40
        ],
        [
            36,
            20,
            16,
            36,
            20,
            16
        ],
        [
            43,
            19,
            24,
            43,
            19,
            24
        ],
        [
            45.56962,
            51.282051,
            40,
            45.56962,
            51.282051,
            40
        ],
        [
            2.116474,
            2.09917,
            1.711419,
            1.477922,
            1.123591,
            2.001346
        ],
        [
            139383,
            139383,
            76883,
            208121,
            140036,
            208121
        ],
        [
            -57758,
            -57758,
            -40076,
            -194237,
            -194237,
            -80900
        ],
        [
            46,
            71,
            22,
            46,
            71,
            22
        ],
        [
            63,
            91,
            29,
            63,
            91,
            29
        ],
        [
            32,
            51,
            17,
            32,
            51,
            17
        ],
        [
            3698,
            2801,
            896,
            3698,
            2801,
            896
        ],
        [
            0,
            760.401902,
            0,
            0,
            760.401902,
            0
        ],
        [
            0,
            6,
            0,
            0,
            6,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -22178,
            472128,
            -246072,
            -149904,
            -162964,
            -146135
        ]
    ]
}
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": 1555804800000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1758836324325,
    "expiration_time": 1723708080000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "jma",
        "factors": {
            "length": 187,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcu",
        "factors": {
            "length": 22,
            "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)