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Trade: WAVES/USDT/480/WMA/JMA/9399

Strategy
WAVES/USDT/480/WMA/JMA/9399
Pair
WAVES_USDT
Interval
8h
Score
499475
Daily Profit
0.385890
Profit Factor
1.836481
Profitability
61.538462
Streak
0.000000
Best Strategy
Training Data Length
1977.000000
Evaluation Time
2025-10-01 06:17
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 762903.8344 647086.462 115817.3723 413665.2078 1217962.1114 -804296.9035
Total P&L (%) 762.9038 647.0865 115.8174 413.6652 1217.9621 -804.2969
Avg Daily Profit (%) 0.3859 0.3273 0.0586 0.0828 0.1305 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -179405 -137064 -136626 -5538097 -4612997 -4461959
Profit Factor 1.8365 2.448 1.249 1.0228 1.1284 0.9073
Total Trades 143 72 71 143 72 71
Winning Trades 88 41 47 88 41 47
Losing Trades 55 31 24 55 31 24
Profitability (%) 61.5385 56.9444 66.1972 61.5385 56.9444 66.1972
Ratio Avg Win / Avg Loss 1.1478 1.8509 0.6378 0.6392 0.8532 0.4633
Largest Winning Trade 400442 400442 46009 3696682 3696682 1594438
Largest Losing Trade -59537 -59537 -58840 -3128574 -1964677 -3128574
Avg Bars in Trades 40 40 40 40 40 40
Avg Bars in Winners 42 44 40 42 44 40
Avg Bars in Losers 37 35 39 37 35 39
Bars Traded 5773 2915 2858 5773 2915 2858
Profit Streak 0 0 580.8039 0 0 580.8039
Trades During Streak 0 0 4 0 0 4
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 499475 -64489 -199821 -277660 -177617 -664008
Evaluation Data
{
    "trading_pair": "WAVES_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5931,
    "evaluation_days": 1977,
    "actual_first_datapoint_time": 1547798400000,
    "first_datapoint_time": 1549987200000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1759288656944,
    "expiration_time": 1723706784000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 38,
            "offset": 0
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 77,
            "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": [
        [
            762903.8343545628,
            647086.4620370748,
            115817.3723174883,
            413665.207810937,
            1217962.1113519536,
            -804296.9035410159
        ],
        [
            762.903834,
            647.086462,
            115.817372,
            413.665208,
            1217.962111,
            -804.296904
        ],
        [
            0.38589,
            0.327307,
            0.058582,
            0.082806,
            0.130519,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -179405,
            -137064,
            -136626,
            -5538097,
            -4612997,
            -4461959
        ],
        [
            1.836481,
            2.44802,
            1.248982,
            1.02278,
            1.128383,
            0.907254
        ],
        [
            143,
            72,
            71,
            143,
            72,
            71
        ],
        [
            88,
            41,
            47,
            88,
            41,
            47
        ],
        [
            55,
            31,
            24,
            55,
            31,
            24
        ],
        [
            61.538462,
            56.944444,
            66.197183,
            61.538462,
            56.944444,
            66.197183
        ],
        [
            1.1478,
            1.850942,
            0.637778,
            0.639238,
            0.853168,
            0.463279
        ],
        [
            400442,
            400442,
            46009,
            3696682,
            3696682,
            1594438
        ],
        [
            -59537,
            -59537,
            -58840,
            -3128574,
            -1964677,
            -3128574
        ],
        [
            40,
            40,
            40,
            40,
            40,
            40
        ],
        [
            42,
            44,
            40,
            42,
            44,
            40
        ],
        [
            37,
            35,
            39,
            37,
            35,
            39
        ],
        [
            5773,
            2915,
            2858,
            5773,
            2915,
            2858
        ],
        [
            0,
            0,
            580.8039,
            0,
            0,
            580.8039
        ],
        [
            0,
            0,
            4,
            0,
            0,
            4
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            499475,
            -64489,
            -199821,
            -277660,
            -177617,
            -664008
        ]
    ]
}
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": 1549987200000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1759288656944,
    "expiration_time": 1723706784000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 38,
            "offset": 0
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 77,
            "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)