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Trade: WAVES/USDT/240/EMA/ZLMA/6747

Strategy
WAVES/USDT/240/EMA/ZLMA/6747
Pair
WAVES_USDT
Interval
4h
Score
335013
Daily Profit
0.148768
Profit Factor
1.969745
Profitability
50.000000
Streak
0.000000
Best Strategy
Training Data Length
1976.000000
Evaluation Time
2025-10-08 04:37
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 276588.1658 293965.3629 -17377.1972 -53655.6865 539015.7026 -592671.3891
Total P&L (%) 276.5882 293.9654 -17.3772 -53.6557 539.0157 -592.6714
Avg Daily Profit (%) 0.14 0.1488 -0.0088 -0.0389 0.0939 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -155052 -98728 -232643 -515525 -229563 -794053
Profit Factor 1.4064 1.9697 0.954 0.964 2.0549 0.3952
Total Trades 75 38 37 75 38 37
Winning Trades 40 19 21 40 19 21
Losing Trades 35 19 16 35 19 16
Profitability (%) 53.3333 50 56.7568 53.3333 50 56.7568
Ratio Avg Win / Avg Loss 1.2306 1.9697 0.7268 0.8435 2.0549 0.3011
Largest Winning Trade 128068 128068 72617 268508 268508 74437
Largest Losing Trade -59959 -59959 -51539 -272183 -168249 -272183
Avg Bars in Trades 154 129 178 154 129 178
Avg Bars in Winners 199 169 226 199 169 226
Avg Bars in Losers 102 90 115 102 90 115
Bars Traded 11552 4936 6616 11552 4936 6616
Profit Streak 0 0 708.5674 0 0 708.5674
Trades During Streak 0 0 2 0 0 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -66285 335013 -578939 -641623 -63259 -578939
Evaluation Data
{
    "trading_pair": "WAVES_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11856,
    "evaluation_days": 1976,
    "actual_first_datapoint_time": 1547798400000,
    "first_datapoint_time": 1550347200000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1759887426416,
    "expiration_time": 1723704192000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "ema",
        "factors": {
            "length": 65,
            "offset": 0
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 178,
            "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": [
        [
            276588.1657636516,
            293965.3629260511,
            -17377.1971623995,
            -53655.6864704057,
            539015.7025801449,
            -592671.3890505508
        ],
        [
            276.588166,
            293.965363,
            -17.377197,
            -53.655686,
            539.015703,
            -592.671389
        ],
        [
            0.139974,
            0.148768,
            -0.008794,
            -0.038913,
            0.093908,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -155052,
            -98728,
            -232643,
            -515525,
            -229563,
            -794053
        ],
        [
            1.406402,
            1.969745,
            0.95396,
            0.964013,
            2.054893,
            0.395244
        ],
        [
            75,
            38,
            37,
            75,
            38,
            37
        ],
        [
            40,
            19,
            21,
            40,
            19,
            21
        ],
        [
            35,
            19,
            16,
            35,
            19,
            16
        ],
        [
            53.333333,
            50,
            56.756757,
            53.333333,
            50,
            56.756757
        ],
        [
            1.230602,
            1.969745,
            0.726827,
            0.843512,
            2.054893,
            0.301138
        ],
        [
            128068,
            128068,
            72617,
            268508,
            268508,
            74437
        ],
        [
            -59959,
            -59959,
            -51539,
            -272183,
            -168249,
            -272183
        ],
        [
            154,
            129,
            178,
            154,
            129,
            178
        ],
        [
            199,
            169,
            226,
            199,
            169,
            226
        ],
        [
            102,
            90,
            115,
            102,
            90,
            115
        ],
        [
            11552,
            4936,
            6616,
            11552,
            4936,
            6616
        ],
        [
            0,
            0,
            708.567435,
            0,
            0,
            708.567435
        ],
        [
            0,
            0,
            2,
            0,
            0,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -66285,
            335013,
            -578939,
            -641623,
            -63259,
            -578939
        ]
    ]
}
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": 1550347200000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1759887426416,
    "expiration_time": 1723704192000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ema",
        "factors": {
            "length": 65,
            "offset": 0
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 178,
            "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)