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Trade: WAVES/USDT/480/HILO/JMA/1226

Strategy
WAVES/USDT/480/HILO/JMA/1226
Pair
WAVES_USDT
Interval
8h
Score
538476
Daily Profit
0.500509
Profit Factor
1.736380
Profitability
45.682451
Streak
491.963367
Best Strategy
Training Data Length
1977.000000
Evaluation Time
2025-10-08 02:07
Expiration Time
2024-08-15 10:26

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 989506.3446 803868.2906 185638.054 3036453.6264 839197.9088 2197255.7176
Total P&L (%) 989.5063 803.8683 185.6381 3036.4536 839.1979 2197.2557
Avg Daily Profit (%) 0.5005 0.4066 0.0939 0.1744 0.1134 0.1587
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -146849 -106531 -124398 -8651858 -5098977 -4350023
Profit Factor 1.7364 2.1251 1.295 1.1236 1.0593 1.2111
Total Trades 359 179 180 359 179 180
Winning Trades 164 76 88 164 76 88
Losing Trades 195 103 92 195 103 92
Profitability (%) 45.6825 42.4581 48.8889 45.6825 42.4581 48.8889
Ratio Avg Win / Avg Loss 2.0646 2.88 1.3539 1.3359 1.4356 1.2661
Largest Winning Trade 389356 389356 67812 3339836 3339836 1154496
Largest Losing Trade -43870 -43870 -29501 -3234033 -3234033 -1890038
Avg Bars in Trades 16 18 14 16 18 14
Avg Bars in Winners 21 25 19 21 25 19
Avg Bars in Losers 11 12 10 11 12 10
Bars Traded 5870 3247 2623 5870 3247 2623
Profit Streak 491.9634 0 498.9634 491.9634 0 498.9634
Trades During Streak 1 0 1 1 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 538476 416590 -66737 -75725 -198866 289506
Evaluation Data
{
    "trading_pair": "WAVES_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5931,
    "evaluation_days": 1977,
    "actual_first_datapoint_time": 1547798400000,
    "first_datapoint_time": 1549036800000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1759878434912,
    "expiration_time": 1723706784000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 44,
            "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": [
        [
            989506.3445742328,
            803868.2906147274,
            185638.0539595065,
            3036453.626374767,
            839197.9088151909,
            2197255.717559576
        ],
        [
            989.506345,
            803.868291,
            185.638054,
            3036.453626,
            839.197909,
            2197.255718
        ],
        [
            0.500509,
            0.40661,
            0.093899,
            0.17444,
            0.11336,
            0.158664
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -146849,
            -106531,
            -124398,
            -8651858,
            -5098977,
            -4350023
        ],
        [
            1.73638,
            2.125081,
            1.295017,
            1.123566,
            1.059252,
            1.211063
        ],
        [
            359,
            179,
            180,
            359,
            179,
            180
        ],
        [
            164,
            76,
            88,
            164,
            76,
            88
        ],
        [
            195,
            103,
            92,
            195,
            103,
            92
        ],
        [
            45.682451,
            42.458101,
            48.888889,
            45.682451,
            42.458101,
            48.888889
        ],
        [
            2.064598,
            2.880044,
            1.353881,
            1.335947,
            1.435566,
            1.266111
        ],
        [
            389356,
            389356,
            67812,
            3339836,
            3339836,
            1154496
        ],
        [
            -43870,
            -43870,
            -29501,
            -3234033,
            -3234033,
            -1890038
        ],
        [
            16,
            18,
            14,
            16,
            18,
            14
        ],
        [
            21,
            25,
            19,
            21,
            25,
            19
        ],
        [
            11,
            12,
            10,
            11,
            12,
            10
        ],
        [
            5870,
            3247,
            2623,
            5870,
            3247,
            2623
        ],
        [
            491.963367,
            0,
            498.963367,
            491.963367,
            0,
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        ],
        [
            1,
            0,
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            0,
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        ],
        [
            0.8,
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        ],
        [
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            -66737,
            -75725,
            -198866,
            289506
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "WAVES_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5931,
    "evaluation_days": 1977,
    "actual_first_datapoint_time": 1547798400000,
    "first_datapoint_time": 1549036800000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1759878434912,
    "expiration_time": 1723706784000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 44,
            "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)