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Trade: WAVES/USDT/240/T3/JMA/3220

Strategy
WAVES/USDT/240/T3/JMA/3220
Pair
WAVES_USDT
Interval
4h
Score
321401
Daily Profit
0.226218
Profit Factor
2.389593
Profitability
41.025641
Streak
0.000000
Best Strategy
Training Data Length
1976.000000
Evaluation Time
2025-09-26 04:20
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 519799.2464 447006.4522 72792.7942 281440.4946 197363.2679 84077.2267
Total P&L (%) 519.7992 447.0065 72.7928 281.4405 197.3633 84.0772
Avg Daily Profit (%) 0.2631 0.2262 0.0368 0.0678 0.0552 0.0309
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -230531 -148676 -106104 -3556578 -2363841 -1195599
Profit Factor 1.7955 2.3896 1.2194 1.047 1.0605 1.0308
Total Trades 78 39 39 78 39 39
Winning Trades 36 16 20 36 16 20
Losing Trades 42 23 19 42 23 19
Profitability (%) 46.1538 41.0256 51.2821 46.1538 41.0256 51.2821
Ratio Avg Win / Avg Loss 2.0947 3.435 1.1584 1.2215 1.5244 0.9793
Largest Winning Trade 144526 144526 72312 1550099 1241506 1550099
Largest Losing Trade -64200 -39415 -64200 -1455912 -1455912 -761997
Avg Bars in Trades 149 143 155 149 143 155
Avg Bars in Winners 217 211 223 217 211 223
Avg Bars in Losers 90 96 83 90 96 83
Bars Traded 11646 5601 6045 11646 5601 6045
Profit Streak 0 0 657.7224 0 0 657.7224
Trades During Streak 0 0 3 0 0 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -28291 321401 -142578 -311564 -275603 -338398

Evaluation Data

{
    "trading_pair": "WAVES_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11856,
    "evaluation_days": 1976,
    "actual_first_datapoint_time": 1547798400000,
    "first_datapoint_time": 1549540800000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1758849615621,
    "expiration_time": 1723704192000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "t3",
        "factors": {
            "length": 122,
            "offset": 0,
            "a": 0.62974
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 94,
            "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": [
        [
            519799.2464442975,
            447006.4522181051,
            72792.7942261921,
            281440.4946027392,
            197363.2679415516,
            84077.226661188
        ],
        [
            519.799246,
            447.006452,
            72.792794,
            281.440495,
            197.363268,
            84.077227
        ],
        [
            0.263056,
            0.226218,
            0.036838,
            0.067775,
            0.055166,
            0.030885
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -230531,
            -148676,
            -106104,
            -3556578,
            -2363841,
            -1195599
        ],
        [
            1.795484,
            2.389593,
            1.219417,
            1.046978,
            1.060485,
            1.030821
        ],
        [
            78,
            39,
            39,
            78,
            39,
            39
        ],
        [
            36,
            16,
            20,
            36,
            16,
            20
        ],
        [
            42,
            23,
            19,
            42,
            23,
            19
        ],
        [
            46.153846,
            41.025641,
            51.282051,
            46.153846,
            41.025641,
            51.282051
        ],
        [
            2.094732,
            3.435041,
            1.158446,
            1.221474,
            1.524448,
            0.97928
        ],
        [
            144526,
            144526,
            72312,
            1550099,
            1241506,
            1550099
        ],
        [
            -64200,
            -39415,
            -64200,
            -1455912,
            -1455912,
            -761997
        ],
        [
            149,
            143,
            155,
            149,
            143,
            155
        ],
        [
            217,
            211,
            223,
            217,
            211,
            223
        ],
        [
            90,
            96,
            83,
            90,
            96,
            83
        ],
        [
            11646,
            5601,
            6045,
            11646,
            5601,
            6045
        ],
        [
            0,
            0,
            657.722403,
            0,
            0,
            657.722403
        ],
        [
            0,
            0,
            3,
            0,
            0,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -28291,
            321401,
            -142578,
            -311564,
            -275603,
            -338398
        ]
    ]
}
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": 1549540800000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1758849615621,
    "expiration_time": 1723704192000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "t3",
        "factors": {
            "length": 122,
            "offset": 0,
            "a": 0.62974
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 94,
            "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)