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Trade: WAVES/USDT/720/JMA/MIDPRICE/7157

Strategy
WAVES/USDT/720/JMA/MIDPRICE/7157
Pair
WAVES_USDT
Interval
12h
Score
513241
Daily Profit
0.382044
Profit Factor
1.952371
Profitability
50.420168
Streak
488.094110
Best Strategy
Training Data Length
1977.500000
Evaluation Time
2025-10-04 05:15
Expiration Time
2024-08-15 10:48

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 755492.6535 616072.8399 139419.8137 1239191.6303 3793775.6456 -2554584.0153
Total P&L (%) 755.4927 616.0728 139.4198 1239.1916 3793.7756 -2554.584
Avg Daily Profit (%) 0.382 0.3115 0.0705 0.1313 0.1854 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -133281 -124147 -85523 -8284668 -4872634 -5488988
Profit Factor 1.9524 2.6029 1.3409 1.0634 1.4001 0.7464
Total Trades 119 59 60 119 59 60
Winning Trades 60 29 31 60 29 31
Losing Trades 59 30 29 59 30 29
Profitability (%) 50.4202 49.1525 51.6667 50.4202 49.1525 51.6667
Ratio Avg Win / Avg Loss 1.9198 2.6927 1.2544 1.0456 1.4484 0.6983
Largest Winning Trade 178166 178166 75078 5833270 5833270 1236629
Largest Losing Trade -57545 -57399 -57545 -5240860 -2219344 -5240860
Avg Bars in Trades 31 33 30 31 33 30
Avg Bars in Winners 39 40 38 39 40 38
Avg Bars in Losers 23 26 21 23 26 21
Bars Traded 3774 1968 1806 3774 1968 1806
Profit Streak 488.0941 0 501.0941 488.0941 0 501.0941
Trades During Streak 1 0 1 1 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 513241 -163055 -266848 -167201 -168401 -749158
Evaluation Data
{
    "trading_pair": "WAVES_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3955,
    "evaluation_days": 1977.5,
    "actual_first_datapoint_time": 1547769600000,
    "first_datapoint_time": 1554120000000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1759544131120,
    "expiration_time": 1723708080000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "jma",
        "factors": {
            "length": 148,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 38,
            "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": [
        [
            755492.6535148874,
            616072.839860228,
            139419.8136546595,
            1239191.6303183434,
            3793775.645588897,
            -2554584.0152705517
        ],
        [
            755.492654,
            616.07284,
            139.419814,
            1239.19163,
            3793.775646,
            -2554.584015
        ],
        [
            0.382044,
            0.311541,
            0.070503,
            0.131295,
            0.185353,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -133281,
            -124147,
            -85523,
            -8284668,
            -4872634,
            -5488988
        ],
        [
            1.952371,
            2.602922,
            1.340937,
            1.063364,
            1.400089,
            0.746428
        ],
        [
            119,
            59,
            60,
            119,
            59,
            60
        ],
        [
            60,
            29,
            31,
            60,
            29,
            31
        ],
        [
            59,
            30,
            29,
            59,
            30,
            29
        ],
        [
            50.420168,
            49.152542,
            51.666667,
            50.420168,
            49.152542,
            51.666667
        ],
        [
            1.919832,
            2.692678,
            1.254425,
            1.045641,
            1.448368,
            0.698271
        ],
        [
            178166,
            178166,
            75078,
            5833270,
            5833270,
            1236629
        ],
        [
            -57545,
            -57399,
            -57545,
            -5240860,
            -2219344,
            -5240860
        ],
        [
            31,
            33,
            30,
            31,
            33,
            30
        ],
        [
            39,
            40,
            38,
            39,
            40,
            38
        ],
        [
            23,
            26,
            21,
            23,
            26,
            21
        ],
        [
            3774,
            1968,
            1806,
            3774,
            1968,
            1806
        ],
        [
            488.09411,
            0,
            501.09411,
            488.09411,
            0,
            501.09411
        ],
        [
            1,
            0,
            1,
            1,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            513241,
            -163055,
            -266848,
            -167201,
            -168401,
            -749158
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "WAVES_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3955,
    "evaluation_days": 1977.5,
    "actual_first_datapoint_time": 1547769600000,
    "first_datapoint_time": 1554120000000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1759544131120,
    "expiration_time": 1723708080000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "jma",
        "factors": {
            "length": 148,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 38,
            "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)