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Trade: WAVES/USDT/720/TEMA/ZLMA/5779

Strategy
WAVES/USDT/720/TEMA/ZLMA/5779
Pair
WAVES_USDT
Interval
12h
Score
583481
Daily Profit
0.280719
Profit Factor
3.554440
Profitability
55.882353
Streak
0.000000
Best Strategy
Training Data Length
1977.500000
Evaluation Time
2025-10-09 13:13
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 716327.0628 555122.2963 161204.7665 3388655.1834 1678902.8966 1709752.2869
Total P&L (%) 716.3271 555.1223 161.2048 3388.6552 1678.9029 1709.7523
Avg Daily Profit (%) 0.3622 0.2807 0.0815 0.1798 0.1457 0.1465
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -62713 -68492 -93778 -1337062 -1666470 -961565
Profit Factor 2.7619 3.5544 1.8519 1.6372 1.527 1.8019
Total Trades 67 34 33 67 34 33
Winning Trades 37 19 18 37 19 18
Losing Trades 30 15 15 30 15 15
Profitability (%) 55.2239 55.8824 54.5455 55.2239 55.8824 54.5455
Ratio Avg Win / Avg Loss 2.2394 2.8061 1.5432 1.3275 1.2056 1.5016
Largest Winning Trade 215594 215594 58516 1495757 1495757 883753
Largest Losing Trade -50137 -50137 -49570 -1337062 -1337062 -591881
Avg Bars in Trades 55 43 67 55 43 67
Avg Bars in Winners 74 57 93 74 57 93
Avg Bars in Losers 30 24 36 30 24 36
Bars Traded 3686 1466 2220 3686 1466 2220
Profit Streak 0 0 558.4259 0 0 558.4259
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -105627 583481 -79451 -110468 146076 272413
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": 1556755200000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1760004795835,
    "expiration_time": 1723708080000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "tema",
        "factors": {
            "length": 171,
            "offset": 17
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 209,
            "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": [
        [
            716327.0627838835,
            555122.2962533177,
            161204.7665305656,
            3388655.183447268,
            1678902.8965587856,
            1709752.286888482
        ],
        [
            716.327063,
            555.122296,
            161.204767,
            3388.655183,
            1678.902897,
            1709.752287
        ],
        [
            0.362239,
            0.280719,
            0.081519,
            0.179787,
            0.145673,
            0.146543
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -62713,
            -68492,
            -93778,
            -1337062,
            -1666470,
            -961565
        ],
        [
            2.761943,
            3.55444,
            1.85186,
            1.637241,
            1.527039,
            1.801887
        ],
        [
            67,
            34,
            33,
            67,
            34,
            33
        ],
        [
            37,
            19,
            18,
            37,
            19,
            18
        ],
        [
            30,
            15,
            15,
            30,
            15,
            15
        ],
        [
            55.223881,
            55.882353,
            54.545455,
            55.223881,
            55.882353,
            54.545455
        ],
        [
            2.239414,
            2.806137,
            1.543217,
            1.327492,
            1.205557,
            1.501572
        ],
        [
            215594,
            215594,
            58516,
            1495757,
            1495757,
            883753
        ],
        [
            -50137,
            -50137,
            -49570,
            -1337062,
            -1337062,
            -591881
        ],
        [
            55,
            43,
            67,
            55,
            43,
            67
        ],
        [
            74,
            57,
            93,
            74,
            57,
            93
        ],
        [
            30,
            24,
            36,
            30,
            24,
            36
        ],
        [
            3686,
            1466,
            2220,
            3686,
            1466,
            2220
        ],
        [
            0,
            0,
            558.425878,
            0,
            0,
            558.425878
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -105627,
            583481,
            -79451,
            -110468,
            146076,
            272413
        ]
    ]
}
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": 1556755200000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1760004795835,
    "expiration_time": 1723708080000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "tema",
        "factors": {
            "length": 171,
            "offset": 17
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 209,
            "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)