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Trade: WAVES/USDT/240/BBL/ZLMA/1943

Strategy
WAVES/USDT/240/BBL/ZLMA/1943
Pair
WAVES_USDT
Interval
4h
Score
312928
Daily Profit
0.171849
Profit Factor
1.463054
Profitability
48.484848
Streak
0.000000
Best Strategy
Training Data Length
1976.000000
Evaluation Time
2025-10-07 22:59
Expiration Time
2024-08-15 09:43

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 238782.9428 339573.5396 -100790.5968 -89362.144 12850.2052 -102212.3493
Total P&L (%) 238.7829 339.5735 -100.7906 -89.3621 12.8502 -102.2123
Avg Daily Profit (%) 0.1208 0.1718 -0.051 -0.1133 0.0061 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -146360 -172597 -164576 -124116 -135018 -133383
Profit Factor 1.2066 1.4631 0.7613 0.8589 1.0311 0.535
Total Trades 199 99 100 199 99 100
Winning Trades 101 48 53 101 48 53
Losing Trades 98 51 47 98 51 47
Profitability (%) 50.7538 48.4848 53 50.7538 48.4848 53
Ratio Avg Win / Avg Loss 1.1708 1.5545 0.6752 0.8334 1.0955 0.4744
Largest Winning Trade 150976 150976 31093 64410 64410 13324
Largest Losing Trade -73514 -73514 -39708 -92168 -92168 -52096
Avg Bars in Trades 57 102 13 57 102 13
Avg Bars in Winners 54 100 13 54 100 13
Avg Bars in Losers 60 105 12 60 105 12
Bars Traded 11503 10192 1311 11503 10192 1311
Profit Streak 502.4998 0 504.8332 502.4998 0 504.8332
Trades During Streak 1 0 1 1 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -30446 312928 -579814 -579054 -448992 -579814
Evaluation Data
{
    "trading_pair": "WAVES_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11856,
    "evaluation_days": 1976,
    "actual_first_datapoint_time": 1547798400000,
    "first_datapoint_time": 1550534400000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1759867184955,
    "expiration_time": 1723704192000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "bbl",
        "factors": {
            "length": 20,
            "offset": 0,
            "std": 3.13185
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 191,
            "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": [
        [
            238782.9428355634,
            339573.5396189228,
            -100790.5967833592,
            -89362.1440382596,
            12850.2052425426,
            -102212.3492808023
        ],
        [
            238.782943,
            339.57354,
            -100.790597,
            -89.362144,
            12.850205,
            -102.212349
        ],
        [
            0.120842,
            0.171849,
            -0.051007,
            -0.113334,
            0.006118,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -146360,
            -172597,
            -164576,
            -124116,
            -135018,
            -133383
        ],
        [
            1.20662,
            1.463054,
            0.761344,
            0.858935,
            1.031062,
            0.534959
        ],
        [
            199,
            99,
            100,
            199,
            99,
            100
        ],
        [
            101,
            48,
            53,
            101,
            48,
            53
        ],
        [
            98,
            51,
            47,
            98,
            51,
            47
        ],
        [
            50.753769,
            48.484848,
            53,
            50.753769,
            48.484848,
            53
        ],
        [
            1.17078,
            1.554495,
            0.675154,
            0.833422,
            1.095504,
            0.474398
        ],
        [
            150976,
            150976,
            31093,
            64410,
            64410,
            13324
        ],
        [
            -73514,
            -73514,
            -39708,
            -92168,
            -92168,
            -52096
        ],
        [
            57,
            102,
            13,
            57,
            102,
            13
        ],
        [
            54,
            100,
            13,
            54,
            100,
            13
        ],
        [
            60,
            105,
            12,
            60,
            105,
            12
        ],
        [
            11503,
            10192,
            1311,
            11503,
            10192,
            1311
        ],
        [
            502.499826,
            0,
            504.833159,
            502.499826,
            0,
            504.833159
        ],
        [
            1,
            0,
            1,
            1,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -30446,
            312928,
            -579814,
            -579054,
            -448992,
            -579814
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "WAVES_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11856,
    "evaluation_days": 1976,
    "actual_first_datapoint_time": 1547798400000,
    "first_datapoint_time": 1550534400000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1759867184955,
    "expiration_time": 1723704192000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "bbl",
        "factors": {
            "length": 20,
            "offset": 0,
            "std": 3.13185
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 191,
            "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)