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Trade: WAVES/USDT/480/JMA/HILO/3785

Strategy
WAVES/USDT/480/JMA/HILO/3785
Pair
WAVES_USDT
Interval
8h
Score
328893
Daily Profit
0.153518
Profit Factor
1.837170
Profitability
44.859813
Streak
0.000000
Best Strategy
Training Data Length
1977.000000
Evaluation Time
2025-09-26 13:44
Expiration Time
2024-08-15 10:26

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 383219.8691 386216.4386 -2996.5696 -38439.865 1975360.7631 -2013800.6281
Total P&L (%) 383.2199 386.2164 -2.9966 -38.4399 1975.3608 -2013.8006
Avg Daily Profit (%) 0.1938 0.1954 -0.0015 -0.0245 0.1535 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -181562 -171626 -205697 -2247308 -954160 -2667044
Profit Factor 1.306 1.7451 0.9959 0.9949 1.8372 0.6154
Total Trades 213 107 106 213 107 106
Winning Trades 104 48 56 104 48 56
Losing Trades 109 59 50 109 59 50
Profitability (%) 48.8263 44.8598 52.8302 48.8263 44.8598 52.8302
Ratio Avg Win / Avg Loss 1.3688 2.145 0.8892 1.0428 2.2582 0.5495
Largest Winning Trade 95180 95180 73410 541603 541603 447363
Largest Losing Trade -71311 -50715 -71311 -658075 -535945 -658075
Avg Bars in Trades 26 20 32 26 20 32
Avg Bars in Winners 32 21 42 32 21 42
Avg Bars in Losers 20 19 21 20 19 21
Bars Traded 5707 2223 3483 5707 2223 3483
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 310510 320369 -580683 -578175 328893 -580683

Evaluation Data

{
    "trading_pair": "WAVES_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5931,
    "evaluation_days": 1977,
    "actual_first_datapoint_time": 1547798400000,
    "first_datapoint_time": 1551945600000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1758883477679,
    "expiration_time": 1723706784000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "jma",
        "factors": {
            "length": 145,
            "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": [
        [
            383219.8690639198,
            386216.4386382196,
            -2996.5695742996,
            -38439.8650195506,
            1975360.7630960406,
            -2013800.6281155902
        ],
        [
            383.219869,
            386.216439,
            -2.99657,
            -38.439865,
            1975.360763,
            -2013.800628
        ],
        [
            0.193839,
            0.195355,
            -0.001516,
            -0.024537,
            0.153518,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -181562,
            -171626,
            -205697,
            -2247308,
            -954160,
            -2667044
        ],
        [
            1.30602,
            1.745095,
            0.995917,
            0.994939,
            1.83717,
            0.615409
        ],
        [
            213,
            107,
            106,
            213,
            107,
            106
        ],
        [
            104,
            48,
            56,
            104,
            48,
            56
        ],
        [
            109,
            59,
            50,
            109,
            59,
            50
        ],
        [
            48.826291,
            44.859813,
            52.830189,
            48.826291,
            44.859813,
            52.830189
        ],
        [
            1.368809,
            2.145013,
            0.889212,
            1.042773,
            2.258189,
            0.549472
        ],
        [
            95180,
            95180,
            73410,
            541603,
            541603,
            447363
        ],
        [
            -71311,
            -50715,
            -71311,
            -658075,
            -535945,
            -658075
        ],
        [
            26,
            20,
            32,
            26,
            20,
            32
        ],
        [
            32,
            21,
            42,
            32,
            21,
            42
        ],
        [
            20,
            19,
            21,
            20,
            19,
            21
        ],
        [
            5707,
            2223,
            3483,
            5707,
            2223,
            3483
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            310510,
            320369,
            -580683,
            -578175,
            328893,
            -580683
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "WAVES_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5931,
    "evaluation_days": 1977,
    "actual_first_datapoint_time": 1547798400000,
    "first_datapoint_time": 1551945600000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1758883477679,
    "expiration_time": 1723706784000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "jma",
        "factors": {
            "length": 145,
            "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)