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Trade: WAVES/USDT/120/EMA/JMA/6365

Strategy
WAVES/USDT/120/EMA/JMA/6365
Pair
WAVES_USDT
Interval
2h
Score
344184
Daily Profit
0.386412
Profit Factor
1.891128
Profitability
39.694656
Streak
0.000000
Best Strategy
Training Data Length
1618.000000
Evaluation Time
2025-09-26 04:23
Expiration Time
2024-08-14 10:57

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 625214.0028 562869.0467 62344.9561 1512515.408 1146529.0177 365986.3902
Total P&L (%) 625.214 562.869 62.345 1512.5154 1146.529 365.9864
Avg Daily Profit (%) 0.3864 0.3479 0.0385 0.172 0.1561 0.0952
Buy And Hold Return (%) 21.8435 21.8435 21.8435 21.8435 21.8435 21.8435
Max Trade Drawdown -123873 -114988 -105230 -1053733 -922643 -546930
Profit Factor 1.8911 2.4946 1.1918 1.3479 1.4904 1.1821
Total Trades 131 66 65 131 66 65
Winning Trades 52 28 24 52 28 24
Losing Trades 79 38 41 79 38 41
Profitability (%) 39.6947 42.4242 36.9231 39.6947 42.4242 36.9231
Ratio Avg Win / Avg Loss 2.8731 3.3855 2.036 2.0477 2.0227 2.0194
Largest Winning Trade 190375 190375 74889 603182 592401 603182
Largest Losing Trade -31244 -24792 -31244 -441058 -290363 -441058
Avg Bars in Trades 144 138 150 144 138 150
Avg Bars in Winners 245 226 268 245 226 268
Avg Bars in Losers 77 73 80 77 73 80
Bars Traded 18905 9139 9766 18905 9139 9766
Profit Streak 0 0 548.6416 0 0 548.6416
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 344184 -113347 -289531 202514 -117383 -221505

Evaluation Data

{
    "trading_pair": "WAVES_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 19416,
    "evaluation_days": 1618,
    "actual_first_datapoint_time": 1578729600000,
    "first_datapoint_time": 1579874400000,
    "last_datapoint_time": 1718589600000,
    "evaluation_time": 1758849831212,
    "expiration_time": 1723622227200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "ema",
        "factors": {
            "length": 160,
            "offset": 0
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 89,
            "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": [
        [
            625214.0027974161,
            562869.046678946,
            62344.9561184699,
            1512515.4079512653,
            1146529.017738187,
            365986.3902130778
        ],
        [
            625.214003,
            562.869047,
            62.344956,
            1512.515408,
            1146.529018,
            365.98639
        ],
        [
            0.386412,
            0.34788,
            0.038532,
            0.171988,
            0.156052,
            0.095162
        ],
        [
            21.843506,
            21.843506,
            21.843506,
            21.843506,
            21.843506,
            21.843506
        ],
        [
            -123873,
            -114988,
            -105230,
            -1053733,
            -922643,
            -546930
        ],
        [
            1.891128,
            2.494603,
            1.191832,
            1.347871,
            1.490398,
            1.182086
        ],
        [
            131,
            66,
            65,
            131,
            66,
            65
        ],
        [
            52,
            28,
            24,
            52,
            28,
            24
        ],
        [
            79,
            38,
            41,
            79,
            38,
            41
        ],
        [
            39.694656,
            42.424242,
            36.923077,
            39.694656,
            42.424242,
            36.923077
        ],
        [
            2.87306,
            3.385532,
            2.036047,
            2.047727,
            2.022684,
            2.019397
        ],
        [
            190375,
            190375,
            74889,
            603182,
            592401,
            603182
        ],
        [
            -31244,
            -24792,
            -31244,
            -441058,
            -290363,
            -441058
        ],
        [
            144,
            138,
            150,
            144,
            138,
            150
        ],
        [
            245,
            226,
            268,
            245,
            226,
            268
        ],
        [
            77,
            73,
            80,
            77,
            73,
            80
        ],
        [
            18905,
            9139,
            9766,
            18905,
            9139,
            9766
        ],
        [
            0,
            0,
            548.641565,
            0,
            0,
            548.641565
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            344184,
            -113347,
            -289531,
            202514,
            -117383,
            -221505
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "WAVES_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 19416,
    "evaluation_days": 1618,
    "actual_first_datapoint_time": 1578729600000,
    "first_datapoint_time": 1579874400000,
    "last_datapoint_time": 1718589600000,
    "evaluation_time": 1758849831212,
    "expiration_time": 1723622227200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ema",
        "factors": {
            "length": 160,
            "offset": 0
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 89,
            "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)