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Trade: WAVES/USDT/120/EMA/JMA/1208

Strategy
WAVES/USDT/120/EMA/JMA/1208
Pair
WAVES_USDT
Interval
2h
Score
449410
Daily Profit
0.345180
Profit Factor
2.778621
Profitability
42.857143
Streak
551.180084
Best Strategy
Training Data Length
1618.000000
Evaluation Time
2025-10-06 19:19
Expiration Time
2024-08-14 10:57

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 620405.8275 558501.7646 61904.0629 1393031.015 1008658.8582 384372.1569
Total P&L (%) 620.4058 558.5018 61.9041 1393.031 1008.6589 384.3722
Avg Daily Profit (%) 0.3834 0.3452 0.0383 0.1672 0.1488 0.0976
Buy And Hold Return (%) 23.7351 23.7351 23.7351 23.7351 23.7351 23.7351
Max Trade Drawdown -94394 -103228 -112108 -706282 -636511 -343036
Profit Factor 2.0477 2.7786 1.2225 1.4553 1.5736 1.2954
Total Trades 97 49 48 97 49 48
Winning Trades 40 21 19 40 21 19
Losing Trades 57 28 29 57 28 29
Profitability (%) 41.2371 42.8571 39.5833 41.2371 42.8571 39.5833
Ratio Avg Win / Avg Loss 2.9179 3.7048 1.866 2.0738 2.0981 1.9771
Largest Winning Trade 184817 184817 74499 708263 708263 425934
Largest Losing Trade -39566 -24304 -39566 -383364 -383364 -322917
Avg Bars in Trades 194 187 202 194 187 202
Avg Bars in Winners 347 348 346 347 348 346
Avg Bars in Losers 87 67 107 87 67 107
Bars Traded 18905 9208 9697 18905 9208 9697
Profit Streak 551.1801 551.1801 559.2634 551.1801 551.1801 559.2634
Trades During Streak 2 1 1 2 1 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 407075 449410 -147909 277605 243872 -64943
Evaluation Data
{
    "trading_pair": "WAVES_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 19416,
    "evaluation_days": 1618,
    "actual_first_datapoint_time": 1578729600000,
    "first_datapoint_time": 1580421600000,
    "last_datapoint_time": 1718589600000,
    "evaluation_time": 1759767559290,
    "expiration_time": 1723622227200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "ema",
        "factors": {
            "length": 236,
            "offset": 0
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 112,
            "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": [
        [
            620405.8274764301,
            558501.7645949448,
            61904.0628814852,
            1393031.0150217577,
            1008658.8581628522,
            384372.1568589052
        ],
        [
            620.405827,
            558.501765,
            61.904063,
            1393.031015,
            1008.658858,
            384.372157
        ],
        [
            0.38344,
            0.34518,
            0.03826,
            0.167222,
            0.148796,
            0.097556
        ],
        [
            23.735051,
            23.735051,
            23.735051,
            23.735051,
            23.735051,
            23.735051
        ],
        [
            -94394,
            -103228,
            -112108,
            -706282,
            -636511,
            -343036
        ],
        [
            2.047661,
            2.778621,
            1.222537,
            1.455271,
            1.573599,
            1.295373
        ],
        [
            97,
            49,
            48,
            97,
            49,
            48
        ],
        [
            40,
            21,
            19,
            40,
            21,
            19
        ],
        [
            57,
            28,
            29,
            57,
            28,
            29
        ],
        [
            41.237113,
            42.857143,
            39.583333,
            41.237113,
            42.857143,
            39.583333
        ],
        [
            2.917916,
            3.704828,
            1.865978,
            2.073761,
            2.098132,
            1.977149
        ],
        [
            184817,
            184817,
            74499,
            708263,
            708263,
            425934
        ],
        [
            -39566,
            -24304,
            -39566,
            -383364,
            -383364,
            -322917
        ],
        [
            194,
            187,
            202,
            194,
            187,
            202
        ],
        [
            347,
            348,
            346,
            347,
            348,
            346
        ],
        [
            87,
            67,
            107,
            87,
            67,
            107
        ],
        [
            18905,
            9208,
            9697,
            18905,
            9208,
            9697
        ],
        [
            551.180084,
            551.180084,
            559.263418,
            551.180084,
            551.180084,
            559.263418
        ],
        [
            2,
            1,
            1,
            2,
            1,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            407075,
            449410,
            -147909,
            277605,
            243872,
            -64943
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "WAVES_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 19416,
    "evaluation_days": 1618,
    "actual_first_datapoint_time": 1578729600000,
    "first_datapoint_time": 1580421600000,
    "last_datapoint_time": 1718589600000,
    "evaluation_time": 1759767559290,
    "expiration_time": 1723622227200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ema",
        "factors": {
            "length": 236,
            "offset": 0
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 112,
            "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)