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Trade: WAVES/USDT/720/PWMA/JMA/5269

Strategy
WAVES/USDT/720/PWMA/JMA/5269
Pair
WAVES_USDT
Interval
12h
Score
427473
Daily Profit
0.318949
Profit Factor
1.649903
Profitability
46.198830
Streak
0.000000
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 630722.3399 551388.745 79333.5949 264432.2086 1508478.8171 -1244046.6085
Total P&L (%) 630.7223 551.3887 79.3336 264.4322 1508.4788 -1244.0466
Avg Daily Profit (%) 0.3189 0.2788 0.0401 0.0654 0.1406 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -205717 -124873 -98539 -6270785 -4736386 -2721225
Profit Factor 1.6499 2.2211 1.1529 1.0144 1.1614 0.862
Total Trades 171 86 85 171 86 85
Winning Trades 79 37 42 79 37 42
Losing Trades 92 49 43 92 49 43
Profitability (%) 46.1988 43.0233 49.4118 46.1988 43.0233 49.4118
Ratio Avg Win / Avg Loss 1.9214 2.9415 1.1803 1.1813 1.5381 0.8826
Largest Winning Trade 136964 136964 60557 2471724 2471724 2235442
Largest Losing Trade -80057 -50424 -80057 -3283527 -3283527 -2503501
Avg Bars in Trades 22 19 25 22 19 25
Avg Bars in Winners 33 30 36 33 30 36
Avg Bars in Losers 12 11 14 12 11 14
Bars Traded 3851 1669 2182 3851 1669 2182
Profit Streak 0 0 0 0 0 0
Trades During Streak 0 0 0 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 427473 366441 -191958 -310575 -49583 -581055

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": 1549584000000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1758836323286,
    "expiration_time": 1723708080000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 33,
            "offset": 0
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 43,
            "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": [
        [
            630722.3398702968,
            551388.744958946,
            79333.5949113513,
            264432.2085561681,
            1508478.8171035592,
            -1244046.60854739
        ],
        [
            630.72234,
            551.388745,
            79.333595,
            264.432209,
            1508.478817,
            -1244.046609
        ],
        [
            0.318949,
            0.278831,
            0.040118,
            0.065416,
            0.140573,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -205717,
            -124873,
            -98539,
            -6270785,
            -4736386,
            -2721225
        ],
        [
            1.649903,
            2.221116,
            1.152875,
            1.014401,
            1.16141,
            0.862031
        ],
        [
            171,
            86,
            85,
            171,
            86,
            85
        ],
        [
            79,
            37,
            42,
            79,
            37,
            42
        ],
        [
            92,
            49,
            43,
            92,
            49,
            43
        ],
        [
            46.19883,
            43.023256,
            49.411765,
            46.19883,
            43.023256,
            49.411765
        ],
        [
            1.921405,
            2.941478,
            1.180325,
            1.181327,
            1.538083,
            0.882556
        ],
        [
            136964,
            136964,
            60557,
            2471724,
            2471724,
            2235442
        ],
        [
            -80057,
            -50424,
            -80057,
            -3283527,
            -3283527,
            -2503501
        ],
        [
            22,
            19,
            25,
            22,
            19,
            25
        ],
        [
            33,
            30,
            36,
            33,
            30,
            36
        ],
        [
            12,
            11,
            14,
            12,
            11,
            14
        ],
        [
            3851,
            1669,
            2182,
            3851,
            1669,
            2182
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            427473,
            366441,
            -191958,
            -310575,
            -49583,
            -581055
        ]
    ]
}
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": 1549584000000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1758836323286,
    "expiration_time": 1723708080000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 33,
            "offset": 0
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 43,
            "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)