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Trade: WAVES/USDT/480/ZLMA/KCB/2627

Strategy
WAVES/USDT/480/ZLMA/KCB/2627
Pair
WAVES_USDT
Interval
8h
Score
323450
Daily Profit
0.281864
Profit Factor
1.593754
Profitability
42.201835
Streak
0.000000
Best Strategy
Training Data Length
1977.000000
Evaluation Time
2025-10-01 10:33
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 557245.5511 511765.6662 45479.8849 54056.4719 1859604.0202 -1805547.5483
Total P&L (%) 557.2456 511.7657 45.4799 54.0565 1859.604 -1805.5475
Avg Daily Profit (%) 0.2819 0.2589 0.023 0.0219 0.1506 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -235716 -209698 -153583 -1436450 -747309 -2170771
Profit Factor 1.5938 2.021 1.104 1.0096 1.867 0.4851
Total Trades 109 55 54 109 55 54
Winning Trades 46 22 24 46 22 24
Losing Trades 63 33 30 63 33 30
Profitability (%) 42.2018 40 44.4444 42.2018 40 44.4444
Ratio Avg Win / Avg Loss 2.1828 3.0315 1.38 1.3827 2.8005 0.6064
Largest Winning Trade 241020 241020 55732 1047329 1047329 515585
Largest Losing Trade -57720 -57720 -57557 -852925 -394804 -852925
Avg Bars in Trades 52 59 44 52 59 44
Avg Bars in Winners 76 77 75 76 77 75
Avg Bars in Losers 35 48 20 35 48 20
Bars Traded 5727 3299 2428 5727 3299 2428
Profit Streak 0 0 651.315 0 0 651.315
Trades During Streak 0 0 2 0 0 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 323450 -171562 -451248 -377469 -172785 -762036
Evaluation Data
{
    "trading_pair": "WAVES_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5931,
    "evaluation_days": 1977,
    "actual_first_datapoint_time": 1547798400000,
    "first_datapoint_time": 1551801600000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1759304016265,
    "expiration_time": 1723706784000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 140,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcb",
        "factors": {
            "length": 13,
            "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": [
        [
            557245.5511430124,
            511765.6662410708,
            45479.8849019413,
            54056.4718782146,
            1859604.0202259761,
            -1805547.5483477614
        ],
        [
            557.245551,
            511.765666,
            45.479885,
            54.056472,
            1859.60402,
            -1805.547548
        ],
        [
            0.281864,
            0.25886,
            0.023004,
            0.021861,
            0.15061,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -235716,
            -209698,
            -153583,
            -1436450,
            -747309,
            -2170771
        ],
        [
            1.593754,
            2.021016,
            1.104006,
            1.009565,
            1.866977,
            0.485084
        ],
        [
            109,
            55,
            54,
            109,
            55,
            54
        ],
        [
            46,
            22,
            24,
            46,
            22,
            24
        ],
        [
            63,
            33,
            30,
            63,
            33,
            30
        ],
        [
            42.201835,
            40,
            44.444444,
            42.201835,
            40,
            44.444444
        ],
        [
            2.18275,
            3.031524,
            1.380008,
            1.382665,
            2.800465,
            0.606355
        ],
        [
            241020,
            241020,
            55732,
            1047329,
            1047329,
            515585
        ],
        [
            -57720,
            -57720,
            -57557,
            -852925,
            -394804,
            -852925
        ],
        [
            52,
            59,
            44,
            52,
            59,
            44
        ],
        [
            76,
            77,
            75,
            76,
            77,
            75
        ],
        [
            35,
            48,
            20,
            35,
            48,
            20
        ],
        [
            5727,
            3299,
            2428,
            5727,
            3299,
            2428
        ],
        [
            0,
            0,
            651.315003,
            0,
            0,
            651.315003
        ],
        [
            0,
            0,
            2,
            0,
            0,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            323450,
            -171562,
            -451248,
            -377469,
            -172785,
            -762036
        ]
    ]
}
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": 1551801600000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1759304016265,
    "expiration_time": 1723706784000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 140,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcb",
        "factors": {
            "length": 13,
            "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)