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Trade: WAVES/USDT/720/JMA/SUPERTREND/4377

Strategy
WAVES/USDT/720/JMA/SUPERTREND/4377
Pair
WAVES_USDT
Interval
12h
Score
337771
Daily Profit
0.206520
Profit Factor
1.418474
Profitability
45.384615
Streak
545.620574
Best Strategy
Training Data Length
1977.500000
Evaluation Time
2025-09-30 05:53
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 408392.4577 439732.6625 -31340.2048 -39196.6183 104343.5311 -143540.1493
Total P&L (%) 408.3925 439.7327 -31.3402 -39.1966 104.3435 -143.5401
Avg Daily Profit (%) 0.2065 0.2224 -0.0158 -0.0252 0.0361 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -98583 -125954 -186505 -195489 -182761 -240415
Profit Factor 1.4185 1.9724 0.9402 0.9579 1.2462 0.7165
Total Trades 130 65 65 130 65 65
Winning Trades 59 30 29 59 30 29
Losing Trades 71 35 36 71 35 36
Profitability (%) 45.3846 46.1538 44.6154 45.3846 46.1538 44.6154
Ratio Avg Win / Avg Loss 1.707 2.3012 1.1671 1.1527 1.4539 0.8895
Largest Winning Trade 177932 177932 78243 148850 148850 75302
Largest Losing Trade -77561 -40623 -77561 -146366 -69687 -146366
Avg Bars in Trades 28 29 27 28 29 27
Avg Bars in Winners 36 34 39 36 34 39
Avg Bars in Losers 21 24 18 21 24 18
Bars Traded 3706 1892 1814 3706 1892 1814
Profit Streak 545.6206 545.6206 566.1206 545.6206 545.6206 566.1206
Trades During Streak 2 1 1 2 1 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 337771 -121033 -712302 -579324 -277450 -713968
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": 1555718400000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1759200817611,
    "expiration_time": 1723708080000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "jma",
        "factors": {
            "length": 185,
            "offset": 0
        }
    },
    "second_band": {
        "type": "supertrend",
        "factors": {
            "length": 25,
            "offset": 0,
            "multiplier": 2.59097
        }
    }
}
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": [
        [
            408392.4576619974,
            439732.6624860121,
            -31340.2048240144,
            -39196.6182724492,
            104343.531069042,
            -143540.1493414911
        ],
        [
            408.392458,
            439.732662,
            -31.340205,
            -39.196618,
            104.343531,
            -143.540149
        ],
        [
            0.20652,
            0.222368,
            -0.015848,
            -0.025156,
            0.036145,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -98583,
            -125954,
            -186505,
            -195489,
            -182761,
            -240415
        ],
        [
            1.418474,
            1.972438,
            0.940158,
            0.957859,
            1.246209,
            0.716505
        ],
        [
            130,
            65,
            65,
            130,
            65,
            65
        ],
        [
            59,
            30,
            29,
            59,
            30,
            29
        ],
        [
            71,
            35,
            36,
            71,
            35,
            36
        ],
        [
            45.384615,
            46.153846,
            44.615385,
            45.384615,
            46.153846,
            44.615385
        ],
        [
            1.706977,
            2.301177,
            1.167092,
            1.152678,
            1.45391,
            0.889455
        ],
        [
            177932,
            177932,
            78243,
            148850,
            148850,
            75302
        ],
        [
            -77561,
            -40623,
            -77561,
            -146366,
            -69687,
            -146366
        ],
        [
            28,
            29,
            27,
            28,
            29,
            27
        ],
        [
            36,
            34,
            39,
            36,
            34,
            39
        ],
        [
            21,
            24,
            18,
            21,
            24,
            18
        ],
        [
            3706,
            1892,
            1814,
            3706,
            1892,
            1814
        ],
        [
            545.620574,
            545.620574,
            566.120574,
            545.620574,
            545.620574,
            566.120574
        ],
        [
            2,
            1,
            1,
            2,
            1,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            337771,
            -121033,
            -712302,
            -579324,
            -277450,
            -713968
        ]
    ]
}
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": 1555718400000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1759200817611,
    "expiration_time": 1723708080000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "jma",
        "factors": {
            "length": 185,
            "offset": 0
        }
    },
    "second_band": {
        "type": "supertrend",
        "factors": {
            "length": 25,
            "offset": 0,
            "multiplier": 2.59097
        }
    }
}

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)