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Trade: WAVES/USDT/240/JMA/HILO/7086

Strategy
WAVES/USDT/240/JMA/HILO/7086
Pair
WAVES_USDT
Interval
4h
Score
304942
Daily Profit
0.159026
Profit Factor
1.447802
Profitability
45.631068
Streak
0.000000
Best Strategy
Training Data Length
1976.000000
Evaluation Time
2025-10-01 04:03
Expiration Time
2024-08-15 09:43

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 295727.2058 314234.4546 -18507.2489 -56086.2184 282727.7095 -338813.9279
Total P&L (%) 295.7272 314.2345 -18.5072 -56.0862 282.7277 -338.8139
Avg Daily Profit (%) 0.1497 0.159 -0.0094 -0.0416 0.0679 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -156918 -94517 -293863 -231772 -102347 -445079
Profit Factor 1.1827 1.4478 0.9798 0.9744 1.3093 0.7345
Total Trades 412 206 206 412 206 206
Winning Trades 198 94 104 198 94 104
Losing Trades 214 112 102 214 112 102
Profitability (%) 48.0583 45.6311 50.4854 48.0583 45.6311 50.4854
Ratio Avg Win / Avg Loss 1.2782 1.725 0.961 1.0531 1.56 0.7204
Largest Winning Trade 108944 108944 72775 96573 96573 80090
Largest Losing Trade -47876 -23390 -47876 -72806 -40765 -72806
Avg Bars in Trades 28 25 31 28 25 31
Avg Bars in Winners 32 28 35 32 28 35
Avg Bars in Losers 24 21 27 24 21 27
Bars Traded 11674 5164 6510 11674 5164 6510
Profit Streak 0 0 503.3774 0 0 503.3774
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -11167 304942 -579608 -577435 -101858 -579608
Evaluation Data
{
    "trading_pair": "WAVES_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11856,
    "evaluation_days": 1976,
    "actual_first_datapoint_time": 1547798400000,
    "first_datapoint_time": 1550260800000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1759280606640,
    "expiration_time": 1723704192000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "jma",
        "factors": {
            "length": 172,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "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": [
        [
            295727.2057707962,
            314234.4546425903,
            -18507.2488717939,
            -56086.2183703554,
            282727.7094929477,
            -338813.9278633034
        ],
        [
            295.727206,
            314.234455,
            -18.507249,
            -56.086218,
            282.727709,
            -338.813928
        ],
        [
            0.14966,
            0.159026,
            -0.009366,
            -0.041638,
            0.067946,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -156918,
            -94517,
            -293863,
            -231772,
            -102347,
            -445079
        ],
        [
            1.182676,
            1.447802,
            0.979821,
            0.974393,
            1.309296,
            0.734515
        ],
        [
            412,
            206,
            206,
            412,
            206,
            206
        ],
        [
            198,
            94,
            104,
            198,
            94,
            104
        ],
        [
            214,
            112,
            102,
            214,
            112,
            102
        ],
        [
            48.058252,
            45.631068,
            50.485437,
            48.058252,
            45.631068,
            50.485437
        ],
        [
            1.278246,
            1.725041,
            0.960978,
            1.053132,
            1.560013,
            0.72039
        ],
        [
            108944,
            108944,
            72775,
            96573,
            96573,
            80090
        ],
        [
            -47876,
            -23390,
            -47876,
            -72806,
            -40765,
            -72806
        ],
        [
            28,
            25,
            31,
            28,
            25,
            31
        ],
        [
            32,
            28,
            35,
            32,
            28,
            35
        ],
        [
            24,
            21,
            27,
            24,
            21,
            27
        ],
        [
            11674,
            5164,
            6510,
            11674,
            5164,
            6510
        ],
        [
            0,
            0,
            503.377392,
            0,
            0,
            503.377392
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -11167,
            304942,
            -579608,
            -577435,
            -101858,
            -579608
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "WAVES_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11856,
    "evaluation_days": 1976,
    "actual_first_datapoint_time": 1547798400000,
    "first_datapoint_time": 1550260800000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1759280606640,
    "expiration_time": 1723704192000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "jma",
        "factors": {
            "length": 172,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "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)