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Trade: WAVES/USDT/720/JMA/DEMA/4547

Strategy
WAVES/USDT/720/JMA/DEMA/4547
Pair
WAVES_USDT
Interval
12h
Score
751258
Daily Profit
0.286759
Profit Factor
8.032780
Profitability
73.333333
Streak
573.106827
Best Strategy
Training Data Length
1977.500000
Evaluation Time
2025-10-01 17:33
Expiration Time
2024-08-15 10:48

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 630155.7184 571497.8874 58657.831 -4386735.0301 28688113.4954 -33074848.5255
Total P&L (%) 630.1557 571.4979 58.6578 -4386.735 28688.1135 -33074.8485
Avg Daily Profit (%) 0.3187 0.289 0.0297 0 0.2868 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -211662 -103308 -187375 -38418516 -1702339 -47518335
Profit Factor 1.894 3.9561 1.1147 0.9292 8.0328 0.4289
Total Trades 61 30 31 61 30 31
Winning Trades 31 15 16 33 22 11
Losing Trades 30 15 15 28 8 20
Profitability (%) 50.8197 50 51.6129 54.0984 73.3333 35.4839
Ratio Avg Win / Avg Loss 1.8329 3.9561 1.045 0.7884 2.921 0.7798
Largest Winning Trade 170541 170541 69567 8066014 5760854 8066014
Largest Losing Trade -175480 -32654 -175480 -21227713 -1487605 -21227713
Avg Bars in Trades 61 41 81 61 41 81
Avg Bars in Winners 82 47 116 64 44 104
Avg Bars in Losers 40 35 45 58 33 69
Bars Traded 3775 1243 2532 3775 1243 2532
Profit Streak 485.6068 0 662.6068 0 573.1068 0
Trades During Streak 1 0 3 0 1 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -152661 568092 -246910 -746246 751258 -586463
Evaluation Data
{
    "trading_pair": "WAVES_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3955,
    "evaluation_days": 1977.5,
    "actual_first_datapoint_time": 1547769600000,
    "first_datapoint_time": 1553817600000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1759329229816,
    "expiration_time": 1723708080000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "jma",
        "factors": {
            "length": 141,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dema",
        "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": [
        [
            630155.7183591817,
            571497.8873577814,
            58657.8310014001,
            -4386735.030079819,
            28688113.495428562,
            -33074848.52550839
        ],
        [
            630.155718,
            571.497887,
            58.657831,
            -4386.73503,
            28688.113495,
            -33074.848526
        ],
        [
            0.318663,
            0.289,
            0.029663,
            0,
            0.286759,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -211662,
            -103308,
            -187375,
            -38418516,
            -1702339,
            -47518335
        ],
        [
            1.893958,
            3.956097,
            1.114661,
            0.929238,
            8.03278,
            0.428897
        ],
        [
            61,
            30,
            31,
            61,
            30,
            31
        ],
        [
            31,
            15,
            16,
            33,
            22,
            11
        ],
        [
            30,
            15,
            15,
            28,
            8,
            20
        ],
        [
            50.819672,
            50,
            51.612903,
            54.098361,
            73.333333,
            35.483871
        ],
        [
            1.832862,
            3.956097,
            1.044995,
            0.788445,
            2.921011,
            0.779813
        ],
        [
            170541,
            170541,
            69567,
            8066014,
            5760854,
            8066014
        ],
        [
            -175480,
            -32654,
            -175480,
            -21227713,
            -1487605,
            -21227713
        ],
        [
            61,
            41,
            81,
            61,
            41,
            81
        ],
        [
            82,
            47,
            116,
            64,
            44,
            104
        ],
        [
            40,
            35,
            45,
            58,
            33,
            69
        ],
        [
            3775,
            1243,
            2532,
            3775,
            1243,
            2532
        ],
        [
            485.606826,
            0,
            662.606827,
            0,
            573.106827,
            0
        ],
        [
            1,
            0,
            3,
            0,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -152661,
            568092,
            -246910,
            -746246,
            751258,
            -586463
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "WAVES_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3955,
    "evaluation_days": 1977.5,
    "actual_first_datapoint_time": 1547769600000,
    "first_datapoint_time": 1553817600000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1759329229816,
    "expiration_time": 1723708080000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "jma",
        "factors": {
            "length": 141,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dema",
        "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)