← Back to list  ·  Browse strategies →  ·  Learning hub →

Trade: WAVES/USDT/720/ZLMA/DEMA/2578

Strategy
WAVES/USDT/720/ZLMA/DEMA/2578
Pair
WAVES_USDT
Interval
12h
Score
326952
Daily Profit
0.385742
Profit Factor
2.021759
Profitability
37.931034
Streak
0.000000
Best Strategy
Training Data Length
1977.500000
Evaluation Time
2025-09-29 05:25
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 762803.8404 595348.3663 167455.4741 2285827.6456 421172.0408 1864655.6048
Total P&L (%) 762.8038 595.3484 167.4555 2285.8276 421.172 1864.6556
Avg Daily Profit (%) 0.3857 0.3011 0.0847 0.1605 0.0835 0.1507
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -120494 -127897 -79473 -2036935 -2907410 -993606
Profit Factor 2.0218 2.3728 1.5352 1.2342 1.0696 1.5028
Total Trades 116 58 58 116 58 58
Winning Trades 44 21 23 44 21 23
Losing Trades 72 37 35 72 37 35
Profitability (%) 37.931 36.2069 39.6552 37.931 36.2069 39.6552
Ratio Avg Win / Avg Loss 3.3083 4.1807 2.3361 2.0197 1.8846 2.2869
Largest Winning Trade 208298 208298 53543 1298406 1298406 1117171
Largest Losing Trade -49944 -30342 -49944 -1039240 -1039240 -715869
Avg Bars in Trades 32 35 28 32 35 28
Avg Bars in Winners 56 58 54 56 58 54
Avg Bars in Losers 17 23 12 17 23 12
Bars Traded 3760 2084 1677 3760 2084 1677
Profit Streak 0 0 650.1008 0 0 650.1008
Trades During Streak 0 0 2 0 0 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 326952 -172275 -260388 147890 -409983 -173070
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": 1552435200000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1759112706690,
    "expiration_time": 1723708080000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 109,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dema",
        "factors": {
            "length": 14,
            "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": [
        [
            762803.8403958397,
            595348.3663048033,
            167455.4740910363,
            2285827.6455645654,
            421172.0407971214,
            1864655.6047674445
        ],
        [
            762.80384,
            595.348366,
            167.455474,
            2285.827646,
            421.172041,
            1864.655605
        ],
        [
            0.385742,
            0.301061,
            0.08468,
            0.16054,
            0.08352,
            0.150703
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -120494,
            -127897,
            -79473,
            -2036935,
            -2907410,
            -993606
        ],
        [
            2.021759,
            2.372832,
            1.535181,
            1.234237,
            1.069615,
            1.502791
        ],
        [
            116,
            58,
            58,
            116,
            58,
            58
        ],
        [
            44,
            21,
            23,
            44,
            21,
            23
        ],
        [
            72,
            37,
            35,
            72,
            37,
            35
        ],
        [
            37.931034,
            36.206897,
            39.655172,
            37.931034,
            36.206897,
            39.655172
        ],
        [
            3.308333,
            4.180705,
            2.336145,
            2.01966,
            1.88456,
            2.286855
        ],
        [
            208298,
            208298,
            53543,
            1298406,
            1298406,
            1117171
        ],
        [
            -49944,
            -30342,
            -49944,
            -1039240,
            -1039240,
            -715869
        ],
        [
            32,
            35,
            28,
            32,
            35,
            28
        ],
        [
            56,
            58,
            54,
            56,
            58,
            54
        ],
        [
            17,
            23,
            12,
            17,
            23,
            12
        ],
        [
            3760,
            2084,
            1677,
            3760,
            2084,
            1677
        ],
        [
            0,
            0,
            650.100772,
            0,
            0,
            650.100772
        ],
        [
            0,
            0,
            2,
            0,
            0,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            326952,
            -172275,
            -260388,
            147890,
            -409983,
            -173070
        ]
    ]
}
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": 1552435200000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1759112706690,
    "expiration_time": 1723708080000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 109,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dema",
        "factors": {
            "length": 14,
            "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)