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Trade: WAVES/USDT/480/JMA/ZLMA/9214

Strategy
WAVES/USDT/480/JMA/ZLMA/9214
Pair
WAVES_USDT
Interval
8h
Score
690660
Daily Profit
0.173281
Profit Factor
4.766196
Profitability
77.419355
Streak
636.203275
Best Strategy
Training Data Length
1977.000000
Evaluation Time
2025-09-26 23:52
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 450510.1433 445185.8727 5324.2705 -569590.9368 2965528.6235 -3535119.5603
Total P&L (%) 450.5101 445.1859 5.3243 -569.5909 2965.5286 -3535.1196
Avg Daily Profit (%) 0.2279 0.2252 0.0027 0 0.1733 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -142890 -87898 -234996 -4096650 -394534 -4787274
Profit Factor 1.6311 3.1939 1.0104 0.917 4.7662 0.4184
Total Trades 63 31 32 63 31 32
Winning Trades 28 14 14 38 24 14
Losing Trades 35 17 18 25 7 18
Profitability (%) 44.4444 45.1613 43.75 60.3175 77.4194 43.75
Ratio Avg Win / Avg Loss 2.0389 3.8783 1.2991 0.6033 1.3901 0.5379
Largest Winning Trade 110318 110318 70369 926791 926791 611882
Largest Losing Trade -142890 -36847 -142890 -2524729 -330431 -2524729
Avg Bars in Trades 90 59 119 90 59 119
Avg Bars in Winners 116 70 162 87 62 128
Avg Bars in Losers 68 51 85 94 50 111
Bars Traded 5671 1853 3818 5671 1853 3818
Profit Streak 480.2033 0 492.5366 0 636.2033 0
Trades During Streak 1 0 1 0 4 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -141905 432680 -565936 -730440 690660 -583240

Evaluation Data

{
    "trading_pair": "WAVES_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5931,
    "evaluation_days": 1977,
    "actual_first_datapoint_time": 1547798400000,
    "first_datapoint_time": 1554192000000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1758919962945,
    "expiration_time": 1723706784000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "jma",
        "factors": {
            "length": 223,
            "offset": 0
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 212,
            "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": [
        [
            450510.1432724362,
            445185.8727458642,
            5324.270526572,
            -569590.9367527997,
            2965528.623501335,
            -3535119.560254135
        ],
        [
            450.510143,
            445.185873,
            5.324271,
            -569.590937,
            2965.528624,
            -3535.11956
        ],
        [
            0.227876,
            0.225183,
            0.002693,
            0,
            0.173281,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -142890,
            -87898,
            -234996,
            -4096650,
            -394534,
            -4787274
        ],
        [
            1.631117,
            3.193912,
            1.010421,
            0.917034,
            4.766196,
            0.41837
        ],
        [
            63,
            31,
            32,
            63,
            31,
            32
        ],
        [
            28,
            14,
            14,
            38,
            24,
            14
        ],
        [
            35,
            17,
            18,
            25,
            7,
            18
        ],
        [
            44.444444,
            45.16129,
            43.75,
            60.31746,
            77.419355,
            43.75
        ],
        [
            2.038897,
            3.878322,
            1.299113,
            0.603312,
            1.390141,
            0.537905
        ],
        [
            110318,
            110318,
            70369,
            926791,
            926791,
            611882
        ],
        [
            -142890,
            -36847,
            -142890,
            -2524729,
            -330431,
            -2524729
        ],
        [
            90,
            59,
            119,
            90,
            59,
            119
        ],
        [
            116,
            70,
            162,
            87,
            62,
            128
        ],
        [
            68,
            51,
            85,
            94,
            50,
            111
        ],
        [
            5671,
            1853,
            3818,
            5671,
            1853,
            3818
        ],
        [
            480.203275,
            0,
            492.536608,
            0,
            636.203275,
            0
        ],
        [
            1,
            0,
            1,
            0,
            4,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -141905,
            432680,
            -565936,
            -730440,
            690660,
            -583240
        ]
    ]
}
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": 1554192000000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1758919962945,
    "expiration_time": 1723706784000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "jma",
        "factors": {
            "length": 223,
            "offset": 0
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 212,
            "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)