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Trade: WAVES/USDT/720/MIDPOINT/JMA/7302

Strategy
WAVES/USDT/720/MIDPOINT/JMA/7302
Pair
WAVES_USDT
Interval
12h
Score
307576
Daily Profit
0.178309
Profit Factor
1.450783
Profitability
49.532710
Streak
0.000000
Best Strategy
Training Data Length
1977.500000
Evaluation Time
2025-10-08 21:29
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 352605.4222 332577.118 20028.3042 62399.7993 253011.9621 -190612.1628
Total P&L (%) 352.6054 332.5771 20.0283 62.3998 253.012 -190.6122
Avg Daily Profit (%) 0.1783 0.1682 0.0101 0.0245 0.0638 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -211301 -153676 -167110 -1311136 -1060970 -817994
Profit Factor 1.4508 2.0241 1.0438 1.0176 1.1493 0.8966
Total Trades 107 54 53 107 54 53
Winning Trades 53 30 23 53 30 23
Losing Trades 54 24 30 54 24 30
Profitability (%) 49.5327 55.5556 43.3962 49.5327 55.5556 43.3962
Ratio Avg Win / Avg Loss 1.4782 1.6193 1.3615 1.0368 0.9194 1.1694
Largest Winning Trade 112439 112439 72868 597577 322653 597577
Largest Losing Trade -42916 -42916 -41184 -608404 -608404 -242815
Avg Bars in Trades 36 27 44 36 27 44
Avg Bars in Winners 44 36 56 44 36 56
Avg Bars in Losers 27 17 35 27 17 35
Bars Traded 3857 1503 2354 3857 1503 2354
Profit Streak 0 0 670.2707 0 0 670.2707
Trades During Streak 0 0 2 0 0 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 307576 -167861 -540206 -361634 -344742 -760777
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": 1549886400000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1759948186504,
    "expiration_time": 1723708080000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "midpoint",
        "factors": {
            "length": 50,
            "offset": 0
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 39,
            "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": [
        [
            352605.4222295851,
            332577.1180368887,
            20028.3041926965,
            62399.7993088642,
            253011.9620979347,
            -190612.1627890704
        ],
        [
            352.605422,
            332.577118,
            20.028304,
            62.399799,
            253.011962,
            -190.612163
        ],
        [
            0.178309,
            0.168181,
            0.010128,
            0.024523,
            0.063805,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -211301,
            -153676,
            -167110,
            -1311136,
            -1060970,
            -817994
        ],
        [
            1.450783,
            2.024131,
            1.043781,
            1.017641,
            1.149311,
            0.896558
        ],
        [
            107,
            54,
            53,
            107,
            54,
            53
        ],
        [
            53,
            30,
            23,
            53,
            30,
            23
        ],
        [
            54,
            24,
            30,
            54,
            24,
            30
        ],
        [
            49.53271,
            55.555556,
            43.396226,
            49.53271,
            55.555556,
            43.396226
        ],
        [
            1.478156,
            1.619305,
            1.361453,
            1.036842,
            0.919449,
            1.169423
        ],
        [
            112439,
            112439,
            72868,
            597577,
            322653,
            597577
        ],
        [
            -42916,
            -42916,
            -41184,
            -608404,
            -608404,
            -242815
        ],
        [
            36,
            27,
            44,
            36,
            27,
            44
        ],
        [
            44,
            36,
            56,
            44,
            36,
            56
        ],
        [
            27,
            17,
            35,
            27,
            17,
            35
        ],
        [
            3857,
            1503,
            2354,
            3857,
            1503,
            2354
        ],
        [
            0,
            0,
            670.270677,
            0,
            0,
            670.270677
        ],
        [
            0,
            0,
            2,
            0,
            0,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            307576,
            -167861,
            -540206,
            -361634,
            -344742,
            -760777
        ]
    ]
}
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": 1549886400000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1759948186504,
    "expiration_time": 1723708080000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midpoint",
        "factors": {
            "length": 50,
            "offset": 0
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 39,
            "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)