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Trade: WAVES/USDT/120/EMA/ZLMA/2492

Strategy
WAVES/USDT/120/EMA/ZLMA/2492
Pair
WAVES_USDT
Interval
2h
Score
342040
Daily Profit
0.371332
Profit Factor
1.960831
Profitability
37.254902
Streak
543.460105
Best Strategy
Training Data Length
1618.000000
Evaluation Time
2025-09-29 02:02
Expiration Time
2024-08-14 10:57

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 600815.8718 551990.2128 48825.659 674266.8681 305851.8403 368415.0278
Total P&L (%) 600.8159 551.9902 48.8257 674.2669 305.8518 368.415
Avg Daily Profit (%) 0.3713 0.3412 0.0302 0.1266 0.0866 0.0955
Buy And Hold Return (%) 22.6211 22.6211 22.6211 22.6211 22.6211 22.6211
Max Trade Drawdown -86175 -100899 -95883 -636920 -702505 -255180
Profit Factor 1.9608 2.6158 1.1721 1.2478 1.1941 1.3218
Total Trades 102 51 51 102 51 51
Winning Trades 38 20 18 38 20 18
Losing Trades 64 31 33 64 31 33
Profitability (%) 37.2549 39.2157 35.2941 37.2549 39.2157 35.2941
Ratio Avg Win / Avg Loss 3.3025 4.0544 2.1489 2.1016 1.8509 2.4232
Largest Winning Trade 207598 207598 70960 389414 331773 389414
Largest Losing Trade -48562 -31088 -48562 -177952 -175771 -177952
Avg Bars in Trades 182 174 190 182 174 190
Avg Bars in Winners 358 337 381 358 337 381
Avg Bars in Losers 77 68 86 77 68 86
Bars Traded 18601 8884 9717 18601 8884 9717
Profit Streak 543.4601 543.4601 553.7934 543.4601 543.4601 553.7934
Trades During Streak 2 1 1 2 1 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 342040 -169432 -373682 -26467 -266862 -249358
Evaluation Data
{
    "trading_pair": "WAVES_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 19416,
    "evaluation_days": 1618,
    "actual_first_datapoint_time": 1578729600000,
    "first_datapoint_time": 1580241600000,
    "last_datapoint_time": 1718589600000,
    "evaluation_time": 1759100553071,
    "expiration_time": 1723622227200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "ema",
        "factors": {
            "length": 211,
            "offset": 0
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 99,
            "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": [
        [
            600815.871817601,
            551990.2128022353,
            48825.6590153658,
            674266.8681027261,
            305851.8403425987,
            368415.0277601274
        ],
        [
            600.815872,
            551.990213,
            48.825659,
            674.266868,
            305.85184,
            368.415028
        ],
        [
            0.371332,
            0.341156,
            0.030177,
            0.126579,
            0.086615,
            0.095483
        ],
        [
            22.621083,
            22.621083,
            22.621083,
            22.621083,
            22.621083,
            22.621083
        ],
        [
            -86175,
            -100899,
            -95883,
            -636920,
            -702505,
            -255180
        ],
        [
            1.960831,
            2.61576,
            1.172116,
            1.247846,
            1.194126,
            1.321766
        ],
        [
            102,
            51,
            51,
            102,
            51,
            51
        ],
        [
            38,
            20,
            18,
            38,
            20,
            18
        ],
        [
            64,
            31,
            33,
            64,
            31,
            33
        ],
        [
            37.254902,
            39.215686,
            35.294118,
            37.254902,
            39.215686,
            35.294118
        ],
        [
            3.302453,
            4.054428,
            2.148879,
            2.101635,
            1.850895,
            2.423237
        ],
        [
            207598,
            207598,
            70960,
            389414,
            331773,
            389414
        ],
        [
            -48562,
            -31088,
            -48562,
            -177952,
            -175771,
            -177952
        ],
        [
            182,
            174,
            190,
            182,
            174,
            190
        ],
        [
            358,
            337,
            381,
            358,
            337,
            381
        ],
        [
            77,
            68,
            86,
            77,
            68,
            86
        ],
        [
            18601,
            8884,
            9717,
            18601,
            8884,
            9717
        ],
        [
            543.460105,
            543.460105,
            553.793438,
            543.460105,
            543.460105,
            553.793438
        ],
        [
            2,
            1,
            1,
            2,
            1,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            342040,
            -169432,
            -373682,
            -26467,
            -266862,
            -249358
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "WAVES_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 19416,
    "evaluation_days": 1618,
    "actual_first_datapoint_time": 1578729600000,
    "first_datapoint_time": 1580241600000,
    "last_datapoint_time": 1718589600000,
    "evaluation_time": 1759100553071,
    "expiration_time": 1723622227200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ema",
        "factors": {
            "length": 211,
            "offset": 0
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 99,
            "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)