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Trade: WAVES/USDT/360/JMA/HILO/6235

Strategy
WAVES/USDT/360/JMA/HILO/6235
Pair
WAVES_USDT
Interval
6h
Score
512305
Daily Profit
0.389337
Profit Factor
1.971088
Profitability
53.424658
Streak
0.000000
Best Strategy
Training Data Length
1976.750000
Evaluation Time
2025-10-02 10:03
Expiration Time
2024-08-15 10:15

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 769622.7253 597649.4107 171973.3145 3283985.4915 264546.6746 3019438.8168
Total P&L (%) 769.6227 597.6494 171.9733 3283.9855 264.5467 3019.4388
Avg Daily Profit (%) 0.3893 0.3023 0.087 0.1783 0.0655 0.1742
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -136239 -127641 -141851 -5764250 -5036622 -1247407
Profit Factor 1.9711 2.5826 1.4145 1.2334 1.0303 1.5642
Total Trades 146 73 73 146 73 73
Winning Trades 78 38 40 78 38 40
Losing Trades 68 35 33 68 35 33
Profitability (%) 53.4247 52.0548 54.7945 53.4247 52.0548 54.7945
Ratio Avg Win / Avg Loss 1.7184 2.3787 1.167 1.0753 0.949 1.2905
Largest Winning Trade 237594 237594 72675 2943052 2850035 2943052
Largest Losing Trade -50629 -43591 -50629 -3048169 -3048169 -1247407
Avg Bars in Trades 51 45 57 51 45 57
Avg Bars in Winners 65 52 78 65 52 78
Avg Bars in Losers 35 37 33 35 37 33
Bars Traded 7520 3295 4225 7520 3295 4225
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 512305 -57854 -147084 300947 -366034 -61543
Evaluation Data
{
    "trading_pair": "WAVES_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7907,
    "evaluation_days": 1976.75,
    "actual_first_datapoint_time": 1547791200000,
    "first_datapoint_time": 1553148000000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1759388604821,
    "expiration_time": 1723706136000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "jma",
        "factors": {
            "length": 249,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "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": [
        [
            769622.7252679623,
            597649.4107185449,
            171973.3145494174,
            3283985.491451649,
            264546.6746405377,
            3019438.81681111
        ],
        [
            769.622725,
            597.649411,
            171.973315,
            3283.985491,
            264.546675,
            3019.438817
        ],
        [
            0.389337,
            0.302339,
            0.086998,
            0.178312,
            0.065456,
            0.174187
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -136239,
            -127641,
            -141851,
            -5764250,
            -5036622,
            -1247407
        ],
        [
            1.971088,
            2.582575,
            1.414501,
            1.233429,
            1.030348,
            1.564239
        ],
        [
            146,
            73,
            73,
            146,
            73,
            73
        ],
        [
            78,
            38,
            40,
            78,
            38,
            40
        ],
        [
            68,
            35,
            33,
            68,
            35,
            33
        ],
        [
            53.424658,
            52.054795,
            54.794521,
            53.424658,
            52.054795,
            54.794521
        ],
        [
            1.718385,
            2.378687,
            1.166963,
            1.075297,
            0.949005,
            1.290497
        ],
        [
            237594,
            237594,
            72675,
            2943052,
            2850035,
            2943052
        ],
        [
            -50629,
            -43591,
            -50629,
            -3048169,
            -3048169,
            -1247407
        ],
        [
            51,
            45,
            57,
            51,
            45,
            57
        ],
        [
            65,
            52,
            78,
            65,
            52,
            78
        ],
        [
            35,
            37,
            33,
            35,
            37,
            33
        ],
        [
            7520,
            3295,
            4225,
            7520,
            3295,
            4225
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            512305,
            -57854,
            -147084,
            300947,
            -366034,
            -61543
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "WAVES_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7907,
    "evaluation_days": 1976.75,
    "actual_first_datapoint_time": 1547791200000,
    "first_datapoint_time": 1553148000000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1759388604821,
    "expiration_time": 1723706136000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "jma",
        "factors": {
            "length": 249,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "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)