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Trade: WAVES/USDT/720/JMA/FWMA/6199

Strategy
WAVES/USDT/720/JMA/FWMA/6199
Pair
WAVES_USDT
Interval
12h
Score
584688
Daily Profit
0.381505
Profit Factor
5.025017
Profitability
47.058824
Streak
0.000000
Best Strategy
Training Data Length
1977.500000
Evaluation Time
2025-09-27 10:13
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 928756.1939 754426.6474 174329.5465 16017758.3815 9291047.0646 6726711.3169
Total P&L (%) 928.7562 754.4266 174.3295 16017.7584 9291.0471 6726.7113
Avg Daily Profit (%) 0.4697 0.3815 0.0882 0.2573 0.23 0.2138
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -73662 -65929 -98529 -10361612 -11629164 -14507559
Profit Factor 3.2561 5.025 1.7774 1.3517 1.3572 1.3445
Total Trades 67 34 33 67 34 33
Winning Trades 30 16 14 30 16 14
Losing Trades 37 18 19 37 18 19
Profitability (%) 44.7761 47.0588 42.4242 44.7761 47.0588 42.4242
Ratio Avg Win / Avg Loss 4.0158 5.6531 2.4122 1.6671 1.5268 1.8247
Largest Winning Trade 244699 244699 81759 8673395 7580186 8673395
Largest Losing Trade -45345 -37111 -45345 -7155876 -7155876 -6057703
Avg Bars in Trades 53 45 61 53 45 61
Avg Bars in Winners 90 71 112 90 71 112
Avg Bars in Losers 22 22 23 22 22 23
Bars Traded 3565 1547 2018 3565 1547 2018
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 -106742 584688 -74863 -113270 312380 239459
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": 1555934400000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1758957205902,
    "expiration_time": 1723708080000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "jma",
        "factors": {
            "length": 190,
            "offset": 0
        }
    },
    "second_band": {
        "type": "fwma",
        "factors": {
            "length": 83,
            "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": [
        [
            928756.1938942905,
            754426.647403851,
            174329.5464904401,
            16017758.381471064,
            9291047.06458895,
            6726711.316882118
        ],
        [
            928.756194,
            754.426647,
            174.329546,
            16017.758381,
            9291.047065,
            6726.711317
        ],
        [
            0.469662,
            0.381505,
            0.088157,
            0.257347,
            0.229965,
            0.213802
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -73662,
            -65929,
            -98529,
            -10361612,
            -11629164,
            -14507559
        ],
        [
            3.256053,
            5.025017,
            1.777429,
            1.351741,
            1.357178,
            1.344499
        ],
        [
            67,
            34,
            33,
            67,
            34,
            33
        ],
        [
            30,
            16,
            14,
            30,
            16,
            14
        ],
        [
            37,
            18,
            19,
            37,
            18,
            19
        ],
        [
            44.776119,
            47.058824,
            42.424242,
            44.776119,
            47.058824,
            42.424242
        ],
        [
            4.015798,
            5.653144,
            2.412224,
            1.667147,
            1.526825,
            1.824677
        ],
        [
            244699,
            244699,
            81759,
            8673395,
            7580186,
            8673395
        ],
        [
            -45345,
            -37111,
            -45345,
            -7155876,
            -7155876,
            -6057703
        ],
        [
            53,
            45,
            61,
            53,
            45,
            61
        ],
        [
            90,
            71,
            112,
            90,
            71,
            112
        ],
        [
            22,
            22,
            23,
            22,
            22,
            23
        ],
        [
            3565,
            1547,
            2018,
            3565,
            1547,
            2018
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -106742,
            584688,
            -74863,
            -113270,
            312380,
            239459
        ]
    ]
}
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": 1555934400000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1758957205902,
    "expiration_time": 1723708080000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "jma",
        "factors": {
            "length": 190,
            "offset": 0
        }
    },
    "second_band": {
        "type": "fwma",
        "factors": {
            "length": 83,
            "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)