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Trade: WAVES/USDT/720/JMA/SUPERTREND/3557

Strategy
WAVES/USDT/720/JMA/SUPERTREND/3557
Pair
WAVES_USDT
Interval
12h
Score
329412
Daily Profit
0.152087
Profit Factor
1.636539
Profitability
46.808511
Streak
0.000000
Best Strategy
Training Data Length
1977.500000
Evaluation Time
2025-09-26 00:38
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 178658.4576 300752.6559 -122094.1983 -94795.4175 29023.7431 -123819.1606
Total P&L (%) 178.6585 300.7527 -122.0942 -94.7954 29.0237 -123.8192
Avg Daily Profit (%) 0.0903 0.1521 -0.0617 -0.1494 0.0129 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -189290 -152163 -254792 -125311 -95500 -190537
Profit Factor 1.1863 1.6365 0.749 0.8202 1.1147 0.5487
Total Trades 93 47 46 93 47 46
Winning Trades 41 22 19 41 22 19
Losing Trades 52 25 27 52 25 27
Profitability (%) 44.086 46.8085 41.3043 44.086 46.8085 41.3043
Ratio Avg Win / Avg Loss 1.5046 1.8597 1.0643 1.0403 1.2667 0.7798
Largest Winning Trade 237890 237890 78415 84103 84103 37001
Largest Losing Trade -67012 -62585 -67012 -71352 -52689 -71352
Avg Bars in Trades 39 45 33 39 45 33
Avg Bars in Winners 47 48 46 47 48 46
Avg Bars in Losers 33 42 25 33 42 25
Bars Traded 3675 2116 1559 3675 2116 1559
Profit Streak 0 0 572.9019 0 0 572.9019
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -88853 329412 -581835 -581163 -274314 -583502

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": 1558224000000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1758836322643,
    "expiration_time": 1723708080000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "jma",
        "factors": {
            "length": 243,
            "offset": 0
        }
    },
    "second_band": {
        "type": "supertrend",
        "factors": {
            "length": 45,
            "offset": 0,
            "multiplier": 3.46302
        }
    }
}
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": [
        [
            178658.4576341254,
            300752.6558899237,
            -122094.1982557982,
            -94795.417476897,
            29023.7431345485,
            -123819.1606114456
        ],
        [
            178.658458,
            300.752656,
            -122.094198,
            -94.795417,
            29.023743,
            -123.819161
        ],
        [
            0.090346,
            0.152087,
            -0.061742,
            -0.149351,
            0.012887,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -189290,
            -152163,
            -254792,
            -125311,
            -95500,
            -190537
        ],
        [
            1.186327,
            1.636539,
            0.748963,
            0.820249,
            1.114722,
            0.548726
        ],
        [
            93,
            47,
            46,
            93,
            47,
            46
        ],
        [
            41,
            22,
            19,
            41,
            22,
            19
        ],
        [
            52,
            25,
            27,
            52,
            25,
            27
        ],
        [
            44.086022,
            46.808511,
            41.304348,
            44.086022,
            46.808511,
            41.304348
        ],
        [
            1.50461,
            1.859703,
            1.064316,
            1.040315,
            1.266729,
            0.779768
        ],
        [
            237890,
            237890,
            78415,
            84103,
            84103,
            37001
        ],
        [
            -67012,
            -62585,
            -67012,
            -71352,
            -52689,
            -71352
        ],
        [
            39,
            45,
            33,
            39,
            45,
            33
        ],
        [
            47,
            48,
            46,
            47,
            48,
            46
        ],
        [
            33,
            42,
            25,
            33,
            42,
            25
        ],
        [
            3675,
            2116,
            1559,
            3675,
            2116,
            1559
        ],
        [
            0,
            0,
            572.901882,
            0,
            0,
            572.901882
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -88853,
            329412,
            -581835,
            -581163,
            -274314,
            -583502
        ]
    ]
}
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": 1558224000000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1758836322643,
    "expiration_time": 1723708080000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "jma",
        "factors": {
            "length": 243,
            "offset": 0
        }
    },
    "second_band": {
        "type": "supertrend",
        "factors": {
            "length": 45,
            "offset": 0,
            "multiplier": 3.46302
        }
    }
}

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)