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Trade: WAVES/USDT/240/ZLMA/EMA/3869

Strategy
WAVES/USDT/240/ZLMA/EMA/3869
Pair
WAVES_USDT
Interval
4h
Score
338884
Daily Profit
0.231097
Profit Factor
1.457684
Profitability
46.086957
Streak
490.690258
Best Strategy
Training Data Length
1976.000000
Evaluation Time
2025-10-03 23:33
Expiration Time
2024-08-15 09:43

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 456646.9145 468422.7687 -11775.8542 -127320.8357 660807.0112 -788127.8469
Total P&L (%) 456.6469 468.4228 -11.7759 -127.3208 660.807 -788.1278
Avg Daily Profit (%) 0.2311 0.2371 -0.006 0 0.1027 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -184479 -150635 -271340 -887793 -231215 -865208
Profit Factor 1.4577 1.9164 0.9758 0.9322 2.1111 0.3859
Total Trades 115 57 58 115 57 58
Winning Trades 53 26 27 53 34 19
Losing Trades 62 31 31 62 23 39
Profitability (%) 46.087 45.614 46.5517 46.087 59.6491 32.7586
Ratio Avg Win / Avg Loss 1.7052 2.285 1.1204 1.0905 1.4281 0.7921
Largest Winning Trade 176675 176675 53666 324667 324667 121738
Largest Losing Trade -114773 -75110 -114773 -414875 -119476 -414875
Avg Bars in Trades 100 120 81 100 120 81
Avg Bars in Winners 117 129 106 113 112 115
Avg Bars in Losers 86 113 59 89 132 64
Bars Traded 11578 6869 4709 11578 6869 4709
Profit Streak 490.6903 0 651.3569 0 565.3569 0
Trades During Streak 1 0 3 0 1 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 338884 -170184 -759175 -580327 -230712 -767816
Evaluation Data
{
    "trading_pair": "WAVES_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11856,
    "evaluation_days": 1976,
    "actual_first_datapoint_time": 1547798400000,
    "first_datapoint_time": 1550779200000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1759523638264,
    "expiration_time": 1723704192000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 208,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ema",
        "factors": {
            "length": 41,
            "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": [
        [
            456646.9144740629,
            468422.7687028283,
            -11775.8542287653,
            -127320.8356608871,
            660807.0111971804,
            -788127.8468580677
        ],
        [
            456.646914,
            468.422769,
            -11.775854,
            -127.320836,
            660.807011,
            -788.127847
        ],
        [
            0.231097,
            0.237056,
            -0.005959,
            0,
            0.102746,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -184479,
            -150635,
            -271340,
            -887793,
            -231215,
            -865208
        ],
        [
            1.457684,
            1.916424,
            0.975799,
            0.93221,
            2.111079,
            0.385912
        ],
        [
            115,
            57,
            58,
            115,
            57,
            58
        ],
        [
            53,
            26,
            27,
            53,
            34,
            19
        ],
        [
            62,
            31,
            31,
            62,
            23,
            39
        ],
        [
            46.086957,
            45.614035,
            46.551724,
            46.086957,
            59.649123,
            32.758621
        ],
        [
            1.705215,
            2.284967,
            1.120362,
            1.090509,
            1.428083,
            0.792136
        ],
        [
            176675,
            176675,
            53666,
            324667,
            324667,
            121738
        ],
        [
            -114773,
            -75110,
            -114773,
            -414875,
            -119476,
            -414875
        ],
        [
            100,
            120,
            81,
            100,
            120,
            81
        ],
        [
            117,
            129,
            106,
            113,
            112,
            115
        ],
        [
            86,
            113,
            59,
            89,
            132,
            64
        ],
        [
            11578,
            6869,
            4709,
            11578,
            6869,
            4709
        ],
        [
            490.690258,
            0,
            651.356924,
            0,
            565.356924,
            0
        ],
        [
            1,
            0,
            3,
            0,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            338884,
            -170184,
            -759175,
            -580327,
            -230712,
            -767816
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "WAVES_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11856,
    "evaluation_days": 1976,
    "actual_first_datapoint_time": 1547798400000,
    "first_datapoint_time": 1550779200000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1759523638264,
    "expiration_time": 1723704192000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 208,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ema",
        "factors": {
            "length": 41,
            "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)