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Trade: WAVES/USDT/720/JMA/TEMA/9227

Strategy
WAVES/USDT/720/JMA/TEMA/9227
Pair
WAVES_USDT
Interval
12h
Score
305666
Daily Profit
0.262433
Profit Factor
1.564084
Profitability
41.818182
Streak
0.000000
Best Strategy
Training Data Length
1977.500000
Evaluation Time
2025-10-08 23:06
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 518960.4963 484087.9104 34872.5859 -7876.786 3383841.0056 -3391717.7916
Total P&L (%) 518.9605 484.0879 34.8726 -7.8768 3383.841 -3391.7178
Avg Daily Profit (%) 0.2624 0.2448 0.0176 -0.0041 0.1797 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -193502 -144201 -157421 -3576995 -999911 -4067595
Profit Factor 1.5641 2.1899 1.068 0.9992 2.1208 0.4881
Total Trades 110 55 55 110 55 55
Winning Trades 46 21 25 46 21 25
Losing Trades 64 34 30 64 34 30
Profitability (%) 41.8182 38.1818 45.4545 41.8182 38.1818 45.4545
Ratio Avg Win / Avg Loss 2.1761 3.5455 1.2815 1.3902 3.4337 0.5858
Largest Winning Trade 154240 154240 68298 1683747 1683747 1083139
Largest Losing Trade -85494 -41512 -85494 -3121700 -973669 -3121700
Avg Bars in Trades 35 32 37 35 32 37
Avg Bars in Winners 53 46 60 53 46 60
Avg Bars in Losers 21 24 18 21 24 18
Bars Traded 3857 1797 2060 3857 1797 2060
Profit Streak 0 0 574.3379 0 0 574.3379
Trades During Streak 0 0 2 0 0 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 305666 -172480 -498609 -582000 -172753 -761642
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": 1551830400000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1759953990428,
    "expiration_time": 1723708080000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "jma",
        "factors": {
            "length": 95,
            "offset": 0
        }
    },
    "second_band": {
        "type": "tema",
        "factors": {
            "length": 92,
            "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": [
        [
            518960.4963006716,
            484087.9104008499,
            34872.5858998215,
            -7876.7860426167,
            3383841.005603549,
            -3391717.791646164
        ],
        [
            518.960496,
            484.08791,
            34.872586,
            -7.876786,
            3383.841006,
            -3391.717792
        ],
        [
            0.262433,
            0.244798,
            0.017635,
            -0.004149,
            0.179717,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -193502,
            -144201,
            -157421,
            -3576995,
            -999911,
            -4067595
        ],
        [
            1.564084,
            2.189853,
            1.067957,
            0.999183,
            2.120802,
            0.488139
        ],
        [
            110,
            55,
            55,
            110,
            55,
            55
        ],
        [
            46,
            21,
            25,
            46,
            21,
            25
        ],
        [
            64,
            34,
            30,
            64,
            34,
            30
        ],
        [
            41.818182,
            38.181818,
            45.454545,
            41.818182,
            38.181818,
            45.454545
        ],
        [
            2.176117,
            3.545477,
            1.281548,
            1.390168,
            3.433679,
            0.585767
        ],
        [
            154240,
            154240,
            68298,
            1683747,
            1683747,
            1083139
        ],
        [
            -85494,
            -41512,
            -85494,
            -3121700,
            -973669,
            -3121700
        ],
        [
            35,
            32,
            37,
            35,
            32,
            37
        ],
        [
            53,
            46,
            60,
            53,
            46,
            60
        ],
        [
            21,
            24,
            18,
            21,
            24,
            18
        ],
        [
            3857,
            1797,
            2060,
            3857,
            1797,
            2060
        ],
        [
            0,
            0,
            574.337852,
            0,
            0,
            574.337852
        ],
        [
            0,
            0,
            2,
            0,
            0,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            305666,
            -172480,
            -498609,
            -582000,
            -172753,
            -761642
        ]
    ]
}
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": 1551830400000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1759953990428,
    "expiration_time": 1723708080000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "jma",
        "factors": {
            "length": 95,
            "offset": 0
        }
    },
    "second_band": {
        "type": "tema",
        "factors": {
            "length": 92,
            "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)