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Trade: WAVES/USDT/360/SMA/JMA/3740

Strategy
WAVES/USDT/360/SMA/JMA/3740
Pair
WAVES_USDT
Interval
6h
Score
306328
Daily Profit
0.153272
Profit Factor
1.974161
Profitability
43.750000
Streak
0.000000
Best Strategy
Training Data Length
1976.750000
Evaluation Time
2025-10-02 23:42
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 260491.1703 302979.8438 -42488.6735 -55068.0561 197217.2532 -252285.3093
Total P&L (%) 260.4912 302.9798 -42.4887 -55.0681 197.2173 -252.2853
Avg Daily Profit (%) 0.1318 0.1533 -0.0215 -0.0405 0.0551 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -172015 -120664 -215790 -372633 -295034 -454223
Profit Factor 1.3804 1.9742 0.8863 0.9544 1.3555 0.6132
Total Trades 63 32 31 63 32 31
Winning Trades 27 14 13 27 14 13
Losing Trades 36 18 18 36 18 18
Profitability (%) 42.8571 43.75 41.9355 42.8571 43.75 41.9355
Ratio Avg Win / Avg Loss 1.8405 2.5382 1.2272 1.2725 1.7428 0.8491
Largest Winning Trade 156767 156767 71154 167816 143995 167816
Largest Losing Trade -54324 -40198 -54324 -162267 -162267 -123383
Avg Bars in Trades 122 104 140 122 104 140
Avg Bars in Winners 190 148 236 190 148 236
Avg Bars in Losers 70 69 72 70 69 72
Bars Traded 7697 3328 4369 7697 3328 4369
Profit Streak 0 0 663.8628 0 0 663.8628
Trades During Streak 0 0 2 0 0 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -169472 306328 -581330 -733166 -120241 -582996
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": 1550124000000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1759437747881,
    "expiration_time": 1723706136000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "sma",
        "factors": {
            "length": 109,
            "offset": 0
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 102,
            "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": [
        [
            260491.1702779797,
            302979.8437936342,
            -42488.6735156545,
            -55068.0560500327,
            197217.2532482954,
            -252285.3092983282
        ],
        [
            260.49117,
            302.979844,
            -42.488674,
            -55.068056,
            197.217253,
            -252.285309
        ],
        [
            0.131777,
            0.153272,
            -0.021494,
            -0.040463,
            0.05512,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -172015,
            -120664,
            -215790,
            -372633,
            -295034,
            -454223
        ],
        [
            1.380398,
            1.974161,
            0.886324,
            0.954379,
            1.355484,
            0.613225
        ],
        [
            63,
            32,
            31,
            63,
            32,
            31
        ],
        [
            27,
            14,
            13,
            27,
            14,
            13
        ],
        [
            36,
            18,
            18,
            36,
            18,
            18
        ],
        [
            42.857143,
            43.75,
            41.935484,
            42.857143,
            43.75,
            41.935484
        ],
        [
            1.840531,
            2.538207,
            1.227217,
            1.272505,
            1.742765,
            0.849081
        ],
        [
            156767,
            156767,
            71154,
            167816,
            143995,
            167816
        ],
        [
            -54324,
            -40198,
            -54324,
            -162267,
            -162267,
            -123383
        ],
        [
            122,
            104,
            140,
            122,
            104,
            140
        ],
        [
            190,
            148,
            236,
            190,
            148,
            236
        ],
        [
            70,
            69,
            72,
            70,
            69,
            72
        ],
        [
            7697,
            3328,
            4369,
            7697,
            3328,
            4369
        ],
        [
            0,
            0,
            663.862823,
            0,
            0,
            663.862823
        ],
        [
            0,
            0,
            2,
            0,
            0,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -169472,
            306328,
            -581330,
            -733166,
            -120241,
            -582996
        ]
    ]
}
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": 1550124000000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1759437747881,
    "expiration_time": 1723706136000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sma",
        "factors": {
            "length": 109,
            "offset": 0
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 102,
            "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)