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Trade: WAVES/USDT/480/ZLMA/VWMA/1847

Strategy
WAVES/USDT/480/ZLMA/VWMA/1847
Pair
WAVES_USDT
Interval
8h
Score
457270
Daily Profit
0.191758
Profit Factor
2.225325
Profitability
57.142857
Streak
0.000000
Best Strategy
Training Data Length
1977.000000
Evaluation Time
2025-09-26 10:07
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 378052.5194 379104.6626 -1052.1432 -22250.5325 189959.2477 -212209.7802
Total P&L (%) 378.0525 379.1047 -1.0521 -22.2505 189.9592 -212.2098
Avg Daily Profit (%) 0.1912 0.1918 -0.0005 -0.0127 0.0539 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -169906 -95938 -176174 -398301 -141582 -373289
Profit Factor 1.5919 2.2253 0.9968 0.9752 1.4884 0.5837
Total Trades 70 35 35 70 35 35
Winning Trades 35 20 15 35 20 15
Losing Trades 35 15 20 35 15 20
Profitability (%) 50 57.1429 42.8571 50 57.1429 42.8571
Ratio Avg Win / Avg Loss 1.5919 1.669 1.3291 0.9752 1.1163 0.7783
Largest Winning Trade 143835 143835 70537 143868 143868 72193
Largest Losing Trade -73372 -73372 -56306 -145704 -128065 -145704
Avg Bars in Trades 80 112 48 80 112 48
Avg Bars in Winners 87 95 75 87 95 75
Avg Bars in Losers 73 134 28 73 134 28
Bars Traded 5634 3937 1697 5634 3937 1697
Profit Streak 0 0 639.2972 0 0 639.2972
Trades During Streak 0 0 3 0 0 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -88252 457270 -580566 -679555 -118839 -582232

Evaluation Data

{
    "trading_pair": "WAVES_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5931,
    "evaluation_days": 1977,
    "actual_first_datapoint_time": 1547798400000,
    "first_datapoint_time": 1554105600000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1758870474670,
    "expiration_time": 1723706784000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 220,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 58,
            "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": [
        [
            378052.5193559721,
            379104.6626039519,
            -1052.1432479799,
            -22250.5324720182,
            189959.2477339056,
            -212209.7802059237
        ],
        [
            378.052519,
            379.104663,
            -1.052143,
            -22.250532,
            189.959248,
            -212.20978
        ],
        [
            0.191225,
            0.191758,
            -0.000532,
            -0.01273,
            0.053862,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -169906,
            -95938,
            -176174,
            -398301,
            -141582,
            -373289
        ],
        [
            1.591947,
            2.225325,
            0.996805,
            0.975243,
            1.48837,
            0.583725
        ],
        [
            70,
            35,
            35,
            70,
            35,
            35
        ],
        [
            35,
            20,
            15,
            35,
            20,
            15
        ],
        [
            35,
            15,
            20,
            35,
            15,
            20
        ],
        [
            50,
            57.142857,
            42.857143,
            50,
            57.142857,
            42.857143
        ],
        [
            1.591947,
            1.668994,
            1.329073,
            0.975243,
            1.116277,
            0.778301
        ],
        [
            143835,
            143835,
            70537,
            143868,
            143868,
            72193
        ],
        [
            -73372,
            -73372,
            -56306,
            -145704,
            -128065,
            -145704
        ],
        [
            80,
            112,
            48,
            80,
            112,
            48
        ],
        [
            87,
            95,
            75,
            87,
            95,
            75
        ],
        [
            73,
            134,
            28,
            73,
            134,
            28
        ],
        [
            5634,
            3937,
            1697,
            5634,
            3937,
            1697
        ],
        [
            0,
            0,
            639.29716,
            0,
            0,
            639.297161
        ],
        [
            0,
            0,
            3,
            0,
            0,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -88252,
            457270,
            -580566,
            -679555,
            -118839,
            -582232
        ]
    ]
}
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": 1554105600000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1758870474670,
    "expiration_time": 1723706784000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 220,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 58,
            "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)