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Trade: WAVES/USDT/240/RMA/JMA/5117

Strategy
WAVES/USDT/240/RMA/JMA/5117
Pair
WAVES_USDT
Interval
4h
Score
532292
Daily Profit
0.280163
Profit Factor
3.619498
Profitability
45.714286
Streak
723.997005
Best Strategy
Training Data Length
1976.000000
Evaluation Time
2025-09-27 02:55
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 656018.2155 553602.511 102415.7045 2593127.5723 1209855.1176 1383272.4547
Total P&L (%) 656.0182 553.6025 102.4157 2593.1276 1209.8551 1383.2725
Avg Daily Profit (%) 0.332 0.2802 0.0518 0.1668 0.1303 0.1366
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -141284 -78227 -67332 -7126981 -3385312 -3857298
Profit Factor 2.4455 3.6195 1.4223 1.2528 1.2358 1.2697
Total Trades 70 35 35 70 35 35
Winning Trades 30 16 14 30 16 14
Losing Trades 40 19 21 40 19 21
Profitability (%) 42.8571 45.7143 40 42.8571 45.7143 40
Ratio Avg Win / Avg Loss 3.2607 4.2982 2.1335 1.6703 1.4676 1.9045
Largest Winning Trade 130716 130716 78933 2535423 1998660 2535423
Largest Losing Trade -49414 -31196 -49414 -2506446 -896133 -2506446
Avg Bars in Trades 161 140 182 161 140 182
Avg Bars in Winners 280 228 340 280 228 340
Avg Bars in Losers 71 65 76 71 65 76
Bars Traded 11292 4907 6385 11292 4907 6385
Profit Streak 588.8303 723.997 0 588.8303 723.997 0
Trades During Streak 1 2 0 1 2 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -87146 532292 -125655 -92311 -19721 -13181

Evaluation Data

{
    "trading_pair": "WAVES_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11856,
    "evaluation_days": 1976,
    "actual_first_datapoint_time": 1547798400000,
    "first_datapoint_time": 1549497600000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1758930941203,
    "expiration_time": 1723704192000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "rma",
        "factors": {
            "length": 119,
            "offset": 0
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 65,
            "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": [
        [
            656018.2155271657,
            553602.5110074267,
            102415.7045197391,
            2593127.5723266196,
            1209855.117590162,
            1383272.4547364586
        ],
        [
            656.018216,
            553.602511,
            102.415705,
            2593.127572,
            1209.855118,
            1383.272455
        ],
        [
            0.331993,
            0.280163,
            0.05183,
            0.166803,
            0.130272,
            0.136573
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -141284,
            -78227,
            -67332,
            -7126981,
            -3385312,
            -3857298
        ],
        [
            2.445514,
            3.619498,
            1.422348,
            1.25276,
            1.235844,
            1.269677
        ],
        [
            70,
            35,
            35,
            70,
            35,
            35
        ],
        [
            30,
            16,
            14,
            30,
            16,
            14
        ],
        [
            40,
            19,
            21,
            40,
            19,
            21
        ],
        [
            42.857143,
            45.714286,
            40,
            42.857143,
            45.714286,
            40
        ],
        [
            3.260685,
            4.298153,
            2.133522,
            1.670346,
            1.467565,
            1.904516
        ],
        [
            130716,
            130716,
            78933,
            2535423,
            1998660,
            2535423
        ],
        [
            -49414,
            -31196,
            -49414,
            -2506446,
            -896133,
            -2506446
        ],
        [
            161,
            140,
            182,
            161,
            140,
            182
        ],
        [
            280,
            228,
            340,
            280,
            228,
            340
        ],
        [
            71,
            65,
            76,
            71,
            65,
            76
        ],
        [
            11292,
            4907,
            6385,
            11292,
            4907,
            6385
        ],
        [
            588.830338,
            723.997005,
            0,
            588.830338,
            723.997005,
            0
        ],
        [
            1,
            2,
            0,
            1,
            2,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -87146,
            532292,
            -125655,
            -92311,
            -19721,
            -13181
        ]
    ]
}
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": 1549497600000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1758930941203,
    "expiration_time": 1723704192000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "rma",
        "factors": {
            "length": 119,
            "offset": 0
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 65,
            "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)