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Trade: WAVES/USDT/360/JMA/HMA/2498

Strategy
WAVES/USDT/360/JMA/HMA/2498
Pair
WAVES_USDT
Interval
6h
Score
342231
Daily Profit
0.284915
Profit Factor
1.619643
Profitability
43.220339
Streak
0.000000
Best Strategy
Training Data Length
1976.750000
Evaluation Time
2025-10-05 00:21
Expiration Time
2024-08-15 10:15

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 563204.8917 502641.2295 60563.6622 357389.6298 21811.9769 335577.6528
Total P&L (%) 563.2049 502.6412 60.5637 357.3896 21.812 335.5777
Avg Daily Profit (%) 0.2849 0.2543 0.0306 0.0769 0.01 0.0745
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -248456 -173450 -119388 -4646640 -3394145 -1296094
Profit Factor 1.6196 2.1161 1.1321 1.0377 1.0042 1.0781
Total Trades 118 59 59 118 59 59
Winning Trades 51 25 26 51 25 26
Losing Trades 67 34 33 67 34 33
Profitability (%) 43.2203 42.3729 44.0678 43.2203 42.3729 44.0678
Ratio Avg Win / Avg Loss 2.1278 2.8779 1.4369 1.3632 1.3657 1.3684
Largest Winning Trade 154211 154211 68973 1981561 1742789 1981561
Largest Losing Trade -48616 -48616 -43422 -2360087 -2360087 -746333
Avg Bars in Trades 65 63 67 65 63 67
Avg Bars in Winners 100 88 111 100 88 111
Avg Bars in Losers 38 44 31 38 44 31
Bars Traded 7675 3723 3953 7675 3723 3953
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 342231 -167120 -406817 -271650 -580732 -407119
Evaluation Data
{
    "trading_pair": "WAVES_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7907,
    "evaluation_days": 1976.75,
    "actual_first_datapoint_time": 1547791200000,
    "first_datapoint_time": 1551355200000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1759612903370,
    "expiration_time": 1723706136000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "jma",
        "factors": {
            "length": 166,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hma",
        "factors": {
            "length": 71,
            "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": [
        [
            563204.8916946171,
            502641.2294935737,
            60563.6622010432,
            357389.6297869267,
            21811.9769469996,
            335577.6528399267
        ],
        [
            563.204892,
            502.641229,
            60.563662,
            357.38963,
            21.811977,
            335.577653
        ],
        [
            0.284915,
            0.254277,
            0.030638,
            0.076942,
            0.009982,
            0.074468
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -248456,
            -173450,
            -119388,
            -4646640,
            -3394145,
            -1296094
        ],
        [
            1.619643,
            2.11609,
            1.132074,
            1.037652,
            1.004199,
            1.078101
        ],
        [
            118,
            59,
            59,
            118,
            59,
            59
        ],
        [
            51,
            25,
            26,
            51,
            25,
            26
        ],
        [
            67,
            34,
            33,
            67,
            34,
            33
        ],
        [
            43.220339,
            42.372881,
            44.067797,
            43.220339,
            42.372881,
            44.067797
        ],
        [
            2.127766,
            2.877883,
            1.436863,
            1.36319,
            1.36571,
            1.368359
        ],
        [
            154211,
            154211,
            68973,
            1981561,
            1742789,
            1981561
        ],
        [
            -48616,
            -48616,
            -43422,
            -2360087,
            -2360087,
            -746333
        ],
        [
            65,
            63,
            67,
            65,
            63,
            67
        ],
        [
            100,
            88,
            111,
            100,
            88,
            111
        ],
        [
            38,
            44,
            31,
            38,
            44,
            31
        ],
        [
            7675,
            3723,
            3953,
            7675,
            3723,
            3953
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            342231,
            -167120,
            -406817,
            -271650,
            -580732,
            -407119
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "WAVES_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7907,
    "evaluation_days": 1976.75,
    "actual_first_datapoint_time": 1547791200000,
    "first_datapoint_time": 1551355200000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1759612903370,
    "expiration_time": 1723706136000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "jma",
        "factors": {
            "length": 166,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hma",
        "factors": {
            "length": 71,
            "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)