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Trade: WAVES/USDT/240/MIDPOINT/JMA/7567

Strategy
WAVES/USDT/240/MIDPOINT/JMA/7567
Pair
WAVES_USDT
Interval
4h
Score
498610
Daily Profit
0.398499
Profit Factor
1.756683
Profitability
56.310680
Streak
0.000000
Best Strategy
Training Data Length
1976.000000
Evaluation Time
2025-10-09 04:33
Expiration Time
2024-08-15 09:43

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 787433.1724 615132.0849 172301.0874 2422039.7874 2947333.3221 -525293.5348
Total P&L (%) 787.4332 615.1321 172.3011 2422.0398 2947.3333 -525.2935
Avg Daily Profit (%) 0.3985 0.3113 0.0872 0.1635 0.1731 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -101184 -133878 -128723 -3688020 -3989922 -3098735
Profit Factor 1.7567 2.1597 1.3377 1.1136 1.2494 0.9447
Total Trades 206 103 103 206 103 103
Winning Trades 116 61 55 116 61 55
Losing Trades 90 42 48 90 42 48
Profitability (%) 56.3107 59.2233 53.3981 56.3107 59.2233 53.3981
Ratio Avg Win / Avg Loss 1.3629 1.487 1.1675 0.864 0.8602 0.8245
Largest Winning Trade 152695 152695 67301 2779988 2779988 1425769
Largest Losing Trade -63599 -48836 -63599 -1760786 -1730895 -1760786
Avg Bars in Trades 56 45 67 56 45 67
Avg Bars in Winners 61 45 78 61 45 78
Avg Bars in Losers 50 44 55 50 44 55
Bars Traded 11656 4668 6987 11656 4668 6987
Profit Streak 0 0 554.5647 0 0 554.5647
Trades During Streak 0 0 2 0 0 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 498610 464478 -75109 -87646 245922 -579658
Evaluation Data
{
    "trading_pair": "WAVES_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11856,
    "evaluation_days": 1976,
    "actual_first_datapoint_time": 1547798400000,
    "first_datapoint_time": 1549512000000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1759973589341,
    "expiration_time": 1723704192000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "midpoint",
        "factors": {
            "length": 104,
            "offset": 0
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 120,
            "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": [
        [
            787433.172350487,
            615132.0849469281,
            172301.0874035588,
            2422039.7873644414,
            2947333.3221301897,
            -525293.5347657492
        ],
        [
            787.433172,
            615.132085,
            172.301087,
            2422.039787,
            2947.333322,
            -525.293535
        ],
        [
            0.398499,
            0.311302,
            0.087197,
            0.163476,
            0.173067,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -101184,
            -133878,
            -128723,
            -3688020,
            -3989922,
            -3098735
        ],
        [
            1.756683,
            2.15969,
            1.337706,
            1.113569,
            1.249367,
            0.944749
        ],
        [
            206,
            103,
            103,
            206,
            103,
            103
        ],
        [
            116,
            61,
            55,
            116,
            61,
            55
        ],
        [
            90,
            42,
            48,
            90,
            42,
            48
        ],
        [
            56.31068,
            59.223301,
            53.398058,
            56.31068,
            59.223301,
            53.398058
        ],
        [
            1.362944,
            1.487,
            1.167453,
            0.863976,
            0.86022,
            0.824508
        ],
        [
            152695,
            152695,
            67301,
            2779988,
            2779988,
            1425769
        ],
        [
            -63599,
            -48836,
            -63599,
            -1760786,
            -1730895,
            -1760786
        ],
        [
            56,
            45,
            67,
            56,
            45,
            67
        ],
        [
            61,
            45,
            78,
            61,
            45,
            78
        ],
        [
            50,
            44,
            55,
            50,
            44,
            55
        ],
        [
            11656,
            4668,
            6987,
            11656,
            4668,
            6987
        ],
        [
            0,
            0,
            554.564691,
            0,
            0,
            554.564691
        ],
        [
            0,
            0,
            2,
            0,
            0,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            498610,
            464478,
            -75109,
            -87646,
            245922,
            -579658
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "WAVES_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11856,
    "evaluation_days": 1976,
    "actual_first_datapoint_time": 1547798400000,
    "first_datapoint_time": 1549512000000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1759973589341,
    "expiration_time": 1723704192000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midpoint",
        "factors": {
            "length": 104,
            "offset": 0
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 120,
            "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)