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Trade: WAVES/USDT/240/ZLMA/SUPERTREND/1895

Strategy
WAVES/USDT/240/ZLMA/SUPERTREND/1895
Pair
WAVES_USDT
Interval
4h
Score
344013
Daily Profit
0.209510
Profit Factor
1.552349
Profitability
48.333333
Streak
0.000000
Best Strategy
Training Data Length
1976.000000
Evaluation Time
2025-09-28 17:00
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 389888.4674 413990.8546 -24102.3872 -82074.9726 452799.2168 -534874.1894
Total P&L (%) 389.8885 413.9909 -24.1024 -82.075 452.7992 -534.8742
Avg Daily Profit (%) 0.1973 0.2095 -0.0122 -0.087 0.0866 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -183579 -170063 -169903 -527201 -256446 -646561
Profit Factor 1.2676 1.5523 0.9659 0.9624 1.4754 0.5656
Total Trades 240 120 120 240 120 120
Winning Trades 114 58 56 114 58 56
Losing Trades 126 62 64 126 62 64
Profitability (%) 47.5 48.3333 46.6667 47.5 48.3333 46.6667
Ratio Avg Win / Avg Loss 1.4011 1.6594 1.1039 1.0637 1.5771 0.6464
Largest Winning Trade 152994 152994 55433 220765 220765 79526
Largest Losing Trade -79319 -66683 -79319 -220088 -146226 -220088
Avg Bars in Trades 48 62 34 48 62 34
Avg Bars in Winners 54 67 40 54 67 40
Avg Bars in Losers 42 57 28 42 57 28
Bars Traded 11579 7481 4098 11579 7481 4098
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 279639 344013 -580643 -578827 -76000 -582309
Evaluation Data
{
    "trading_pair": "WAVES_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11856,
    "evaluation_days": 1976,
    "actual_first_datapoint_time": 1547798400000,
    "first_datapoint_time": 1551168000000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1759068034603,
    "expiration_time": 1723704192000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 235,
            "offset": 0
        }
    },
    "second_band": {
        "type": "supertrend",
        "factors": {
            "length": 104,
            "offset": 0,
            "multiplier": 4.20081
        }
    }
}
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": [
        [
            389888.4674261826,
            413990.8545950154,
            -24102.3871688328,
            -82074.9725884808,
            452799.2168101952,
            -534874.1893986762
        ],
        [
            389.888467,
            413.990855,
            -24.102387,
            -82.074973,
            452.799217,
            -534.874189
        ],
        [
            0.197312,
            0.20951,
            -0.012198,
            -0.086955,
            0.086567,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -183579,
            -170063,
            -169903,
            -527201,
            -256446,
            -646561
        ],
        [
            1.267628,
            1.552349,
            0.965924,
            0.962416,
            1.475379,
            0.56559
        ],
        [
            240,
            120,
            120,
            240,
            120,
            120
        ],
        [
            114,
            58,
            56,
            114,
            58,
            56
        ],
        [
            126,
            62,
            64,
            126,
            62,
            64
        ],
        [
            47.5,
            48.333333,
            46.666667,
            47.5,
            48.333333,
            46.666667
        ],
        [
            1.401063,
            1.659408,
            1.103913,
            1.063723,
            1.577129,
            0.646389
        ],
        [
            152994,
            152994,
            55433,
            220765,
            220765,
            79526
        ],
        [
            -79319,
            -66683,
            -79319,
            -220088,
            -146226,
            -220088
        ],
        [
            48,
            62,
            34,
            48,
            62,
            34
        ],
        [
            54,
            67,
            40,
            54,
            67,
            40
        ],
        [
            42,
            57,
            28,
            42,
            57,
            28
        ],
        [
            11579,
            7481,
            4098,
            11579,
            7481,
            4098
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            279639,
            344013,
            -580643,
            -578827,
            -76000,
            -582309
        ]
    ]
}
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": 1551168000000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1759068034603,
    "expiration_time": 1723704192000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 235,
            "offset": 0
        }
    },
    "second_band": {
        "type": "supertrend",
        "factors": {
            "length": 104,
            "offset": 0,
            "multiplier": 4.20081
        }
    }
}

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)