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Trade: WAVES/USDT/120/T3/ZLMA/5743

Strategy
WAVES/USDT/120/T3/ZLMA/5743
Pair
WAVES_USDT
Interval
2h
Score
448624
Daily Profit
0.380874
Profit Factor
3.018949
Profitability
42.500000
Streak
0.000000
Best Strategy
Training Data Length
1618.000000
Evaluation Time
2025-09-27 05:54
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 685620.2657 616254.1744 69366.0914 1562815.4626 966464.5126 596350.95
Total P&L (%) 685.6203 616.2542 69.3661 1562.8155 966.4645 596.351
Avg Daily Profit (%) 0.4237 0.3809 0.0429 0.1739 0.1464 0.12
Buy And Hold Return (%) 27.7 27.7 27.7 27.7 27.7 27.7
Max Trade Drawdown -123306 -124414 -106631 -1469106 -1338524 -530252
Profit Factor 2.2197 3.0189 1.27 1.3751 1.3746 1.3758
Total Trades 80 40 40 80 40 40
Winning Trades 35 17 18 35 17 18
Losing Trades 45 23 22 45 23 22
Profitability (%) 43.75 42.5 45 43.75 42.5 45
Ratio Avg Win / Avg Loss 2.8538 4.0845 1.5522 1.7679 1.8598 1.6815
Largest Winning Trade 188544 188544 66299 810254 810254 758966
Largest Losing Trade -55856 -35067 -55856 -667585 -667585 -341847
Avg Bars in Trades 237 231 244 237 231 244
Avg Bars in Winners 408 422 394 408 422 394
Avg Bars in Losers 105 90 120 105 90 120
Bars Traded 19022 9258 9764 19022 9258 9764
Profit Streak 0 0 550.3711 0 0 550.3711
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -12033 448624 -139516 -16739 56384 -32044
Evaluation Data
{
    "trading_pair": "WAVES_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 19416,
    "evaluation_days": 1618,
    "actual_first_datapoint_time": 1578729600000,
    "first_datapoint_time": 1579773600000,
    "last_datapoint_time": 1718589600000,
    "evaluation_time": 1758941664994,
    "expiration_time": 1723622227200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "t3",
        "factors": {
            "length": 95,
            "offset": 0,
            "a": 0.03029
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 146,
            "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": [
        [
            685620.265741937,
            616254.174358822,
            69366.0913831151,
            1562815.4626419977,
            966464.5126432199,
            596350.9499987778
        ],
        [
            685.620266,
            616.254174,
            69.366091,
            1562.815463,
            966.464513,
            596.35095
        ],
        [
            0.423746,
            0.380874,
            0.042872,
            0.17389,
            0.146395,
            0.120015
        ],
        [
            27.699976,
            27.699976,
            27.699976,
            27.699976,
            27.699976,
            27.699976
        ],
        [
            -123306,
            -124414,
            -106631,
            -1469106,
            -1338524,
            -530252
        ],
        [
            2.219651,
            3.018949,
            1.270002,
            1.375061,
            1.374628,
            1.375765
        ],
        [
            80,
            40,
            40,
            80,
            40,
            40
        ],
        [
            35,
            17,
            18,
            35,
            17,
            18
        ],
        [
            45,
            23,
            22,
            45,
            23,
            22
        ],
        [
            43.75,
            42.5,
            45,
            43.75,
            42.5,
            45
        ],
        [
            2.853837,
            4.084461,
            1.552225,
            1.767936,
            1.859791,
            1.68149
        ],
        [
            188544,
            188544,
            66299,
            810254,
            810254,
            758966
        ],
        [
            -55856,
            -35067,
            -55856,
            -667585,
            -667585,
            -341847
        ],
        [
            237,
            231,
            244,
            237,
            231,
            244
        ],
        [
            408,
            422,
            394,
            408,
            422,
            394
        ],
        [
            105,
            90,
            120,
            105,
            90,
            120
        ],
        [
            19022,
            9258,
            9764,
            19022,
            9258,
            9764
        ],
        [
            0,
            0,
            550.371123,
            0,
            0,
            550.371123
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -12033,
            448624,
            -139516,
            -16739,
            56384,
            -32044
        ]
    ]
}
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": 1579773600000,
    "last_datapoint_time": 1718589600000,
    "evaluation_time": 1758941664994,
    "expiration_time": 1723622227200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "t3",
        "factors": {
            "length": 95,
            "offset": 0,
            "a": 0.03029
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 146,
            "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)