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Trade: WAVES/USDT/720/JMA/FWMA/5144

Strategy
WAVES/USDT/720/JMA/FWMA/5144
Pair
WAVES_USDT
Interval
12h
Score
346389
Daily Profit
0.257371
Profit Factor
3.193526
Profitability
37.142857
Streak
0.000000
Best Strategy
Training Data Length
1977.500000
Evaluation Time
2025-09-27 11:00
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 618704.8131 508950.1984 109754.6147 705233.7185 -62937.4826 768171.201
Total P&L (%) 618.7048 508.9502 109.7546 705.2337 -62.9375 768.1712
Avg Daily Profit (%) 0.3129 0.2574 0.0555 0.1055 -0.0502 0.1094
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -139252 -87512 -100234 -5726525 -3497610 -3827533
Profit Factor 2.2222 3.1935 1.4003 1.0575 0.9898 1.1254
Total Trades 69 35 34 69 35 34
Winning Trades 28 13 15 28 13 15
Losing Trades 41 22 19 41 22 19
Profitability (%) 40.5797 37.1429 44.1176 40.5797 37.1429 44.1176
Ratio Avg Win / Avg Loss 3.254 5.4044 1.7737 1.5484 1.675 1.4255
Largest Winning Trade 181430 181430 73495 2527811 2217281 2527811
Largest Losing Trade -80457 -31559 -80457 -3693837 -1455266 -3693837
Avg Bars in Trades 55 50 60 55 50 60
Avg Bars in Winners 100 91 107 100 91 107
Avg Bars in Losers 24 26 23 24 26 23
Bars Traded 3826 1757 2069 3826 1757 2069
Profit Streak 0 0 587.8338 0 0 587.8338
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -96709 346389 -118717 -317831 -583009 -130904
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": 1551873600000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1758960042543,
    "expiration_time": 1723708080000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "jma",
        "factors": {
            "length": 56,
            "offset": 40
        }
    },
    "second_band": {
        "type": "fwma",
        "factors": {
            "length": 24,
            "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": [
        [
            618704.8130889063,
            508950.1984070947,
            109754.6146818115,
            705233.7184761241,
            -62937.4825559108,
            768171.2010320356
        ],
        [
            618.704813,
            508.950198,
            109.754615,
            705.233718,
            -62.937483,
            768.171201
        ],
        [
            0.312872,
            0.257371,
            0.055502,
            0.10554,
            -0.05018,
            0.10935
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -139252,
            -87512,
            -100234,
            -5726525,
            -3497610,
            -3827533
        ],
        [
            2.222224,
            3.193526,
            1.400289,
            1.05745,
            0.989766,
            1.125394
        ],
        [
            69,
            35,
            34,
            69,
            35,
            34
        ],
        [
            28,
            13,
            15,
            28,
            13,
            15
        ],
        [
            41,
            22,
            19,
            41,
            22,
            19
        ],
        [
            40.57971,
            37.142857,
            44.117647,
            40.57971,
            37.142857,
            44.117647
        ],
        [
            3.253971,
            5.404428,
            1.773699,
            1.548409,
            1.674988,
            1.425499
        ],
        [
            181430,
            181430,
            73495,
            2527811,
            2217281,
            2527811
        ],
        [
            -80457,
            -31559,
            -80457,
            -3693837,
            -1455266,
            -3693837
        ],
        [
            55,
            50,
            60,
            55,
            50,
            60
        ],
        [
            100,
            91,
            107,
            100,
            91,
            107
        ],
        [
            24,
            26,
            23,
            24,
            26,
            23
        ],
        [
            3826,
            1757,
            2069,
            3826,
            1757,
            2069
        ],
        [
            0,
            0,
            587.833826,
            0,
            0,
            587.833826
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -96709,
            346389,
            -118717,
            -317831,
            -583009,
            -130904
        ]
    ]
}
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": 1551873600000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1758960042543,
    "expiration_time": 1723708080000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "jma",
        "factors": {
            "length": 56,
            "offset": 40
        }
    },
    "second_band": {
        "type": "fwma",
        "factors": {
            "length": 24,
            "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)