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Trade: WAVES/USDT/240/SSF/ZLMA/5474

Strategy
WAVES/USDT/240/SSF/ZLMA/5474
Pair
WAVES_USDT
Interval
4h
Score
312187
Daily Profit
0.314811
Profit Factor
1.930963
Profitability
39.080460
Streak
0.000000
Best Strategy
Training Data Length
1976.000000
Evaluation Time
2025-10-04 23:29
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 622067.1772 543400.8945 78666.2827 580388.2928 1004751.3843 -424363.0915
Total P&L (%) 622.0672 543.4009 78.6663 580.3883 1004.7514 -424.3631
Avg Daily Profit (%) 0.3148 0.275 0.0398 0.0971 0.1216 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -199198 -158887 -78634 -4595405 -3628778 -1977035
Profit Factor 1.931 2.6141 1.2373 1.0531 1.1736 0.9174
Total Trades 87 44 43 87 44 43
Winning Trades 34 16 18 34 16 18
Losing Trades 53 28 25 53 28 25
Profitability (%) 39.0805 36.3636 41.8605 39.0805 36.3636 41.8605
Ratio Avg Win / Avg Loss 3.01 4.5747 1.7184 1.6416 2.0538 1.2741
Largest Winning Trade 189824 189824 65850 1947814 1799026 1947814
Largest Losing Trade -54460 -54460 -42431 -2671685 -2671685 -1377469
Avg Bars in Trades 132 120 145 132 120 145
Avg Bars in Winners 232 219 243 232 219 243
Avg Bars in Losers 69 63 75 69 63 75
Bars Traded 11559 5293 6266 11559 5293 6266
Profit Streak 0 0 0 0 0 0
Trades During Streak 0 0 0 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 312187 303104 -142027 -227930 -63925 -582225
Evaluation Data
{
    "trading_pair": "WAVES_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11856,
    "evaluation_days": 1976,
    "actual_first_datapoint_time": 1547798400000,
    "first_datapoint_time": 1548993600000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1759609757025,
    "expiration_time": 1723704192000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 246,
            "offset": 0,
            "poles": 3
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 84,
            "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": [
        [
            622067.1771880828,
            543400.894466356,
            78666.2827217264,
            580388.2927648072,
            1004751.3842873187,
            -424363.0915225102
        ],
        [
            622.067177,
            543.400894,
            78.666283,
            580.388293,
            1004.751384,
            -424.363092
        ],
        [
            0.314811,
            0.275,
            0.039811,
            0.097086,
            0.121643,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -199198,
            -158887,
            -78634,
            -4595405,
            -3628778,
            -1977035
        ],
        [
            1.930963,
            2.614127,
            1.237272,
            1.053129,
            1.173577,
            0.917369
        ],
        [
            87,
            44,
            43,
            87,
            44,
            43
        ],
        [
            34,
            16,
            18,
            34,
            16,
            18
        ],
        [
            53,
            28,
            25,
            53,
            28,
            25
        ],
        [
            39.08046,
            36.363636,
            41.860465,
            39.08046,
            36.363636,
            41.860465
        ],
        [
            3.01003,
            4.574722,
            1.718433,
            1.641642,
            2.05376,
            1.274124
        ],
        [
            189824,
            189824,
            65850,
            1947814,
            1799026,
            1947814
        ],
        [
            -54460,
            -54460,
            -42431,
            -2671685,
            -2671685,
            -1377469
        ],
        [
            132,
            120,
            145,
            132,
            120,
            145
        ],
        [
            232,
            219,
            243,
            232,
            219,
            243
        ],
        [
            69,
            63,
            75,
            69,
            63,
            75
        ],
        [
            11559,
            5293,
            6266,
            11559,
            5293,
            6266
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            312187,
            303104,
            -142027,
            -227930,
            -63925,
            -582225
        ]
    ]
}
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": 1548993600000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1759609757025,
    "expiration_time": 1723704192000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 246,
            "offset": 0,
            "poles": 3
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 84,
            "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)