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Trade: WAVES/USDT/60/JMA/KCU/7191

Strategy
WAVES/USDT/60/JMA/KCU/7191
Pair
WAVES_USDT
Interval
1h
Score
330742
Daily Profit
0.204346
Profit Factor
1.323219
Profitability
56.000000
Streak
499.828976
Best Strategy
Training Data Length
577.080000
Evaluation Time
2025-10-04 00:53
Expiration Time
2024-07-28 18:12

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 117923.8486 94636.0444 23287.8042 63267.2758 20024.1885 43243.0872
Total P&L (%) 117.9238 94.636 23.2878 63.2673 20.0242 43.2431
Avg Daily Profit (%) 0.2043 0.164 0.0404 0.085 0.0316 0.0623
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -82675 -51121 -41585 -70206 -68742 -26591
Profit Factor 1.3232 1.4115 1.1727 1.202 1.0934 1.4369
Total Trades 125 62 63 125 62 63
Winning Trades 70 37 33 70 37 33
Losing Trades 55 25 30 55 25 30
Profitability (%) 56 59.6774 52.381 56 59.6774 52.381
Ratio Avg Win / Avg Loss 1.0397 0.9537 1.0661 0.9444 0.7388 1.3063
Largest Winning Trade 41859 41859 16218 46304 46304 25450
Largest Losing Trade -39006 -39006 -23738 -38160 -38160 -16971
Avg Bars in Trades 104 162 46 104 162 46
Avg Bars in Winners 84 111 54 84 111 54
Avg Bars in Losers 128 238 37 128 238 37
Bars Traded 13023 10077 2946 13023 10077 2946
Profit Streak 499.829 0 501.1206 499.829 0 501.1206
Trades During Streak 1 0 1 1 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 330742 -146904 -320424 -80821 -430222 -256938
Evaluation Data
{
    "trading_pair": "WAVES_USDT",
    "interval": "1h",
    "packets": 25000,
    "actual_packets": 13850,
    "evaluation_days": 577.08,
    "actual_first_datapoint_time": 1668729600000,
    "first_datapoint_time": 1669204800000,
    "last_datapoint_time": 1718589600000,
    "evaluation_time": 1759528423529,
    "expiration_time": 1722179520000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "jma",
        "factors": {
            "length": 133,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcu",
        "factors": {
            "length": 62,
            "offset": 0,
            "scalar": 1
        }
    }
}
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": [
        [
            117923.8485843134,
            94636.0444286562,
            23287.8041556573,
            63267.2757530928,
            20024.1885129589,
            43243.087240134
        ],
        [
            117.923849,
            94.636044,
            23.287804,
            63.267276,
            20.024189,
            43.243087
        ],
        [
            0.204346,
            0.163991,
            0.040355,
            0.084984,
            0.031634,
            0.062294
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -82675,
            -51121,
            -41585,
            -70206,
            -68742,
            -26591
        ],
        [
            1.323219,
            1.411459,
            1.172706,
            1.201961,
            1.093444,
            1.436911
        ],
        [
            125,
            62,
            63,
            125,
            62,
            63
        ],
        [
            70,
            37,
            33,
            70,
            37,
            33
        ],
        [
            55,
            25,
            30,
            55,
            25,
            30
        ],
        [
            56,
            59.677419,
            52.380952,
            56,
            59.677419,
            52.380952
        ],
        [
            1.039672,
            0.953689,
            1.066096,
            0.944398,
            0.738813,
            1.306283
        ],
        [
            41859,
            41859,
            16218,
            46304,
            46304,
            25450
        ],
        [
            -39006,
            -39006,
            -23738,
            -38160,
            -38160,
            -16971
        ],
        [
            104,
            162,
            46,
            104,
            162,
            46
        ],
        [
            84,
            111,
            54,
            84,
            111,
            54
        ],
        [
            128,
            238,
            37,
            128,
            238,
            37
        ],
        [
            13023,
            10077,
            2946,
            13023,
            10077,
            2946
        ],
        [
            499.828976,
            0,
            501.120643,
            499.828976,
            0,
            501.120643
        ],
        [
            1,
            0,
            1,
            1,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            330742,
            -146904,
            -320424,
            -80821,
            -430222,
            -256938
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "WAVES_USDT",
    "interval": "1h",
    "packets": 25000,
    "actual_packets": 13850,
    "evaluation_days": 577.08,
    "actual_first_datapoint_time": 1668729600000,
    "first_datapoint_time": 1669204800000,
    "last_datapoint_time": 1718589600000,
    "evaluation_time": 1759528423529,
    "expiration_time": 1722179520000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "jma",
        "factors": {
            "length": 133,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcu",
        "factors": {
            "length": 62,
            "offset": 0,
            "scalar": 1
        }
    }
}

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)