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Trade: WAVES/USDT/360/ZLMA/JMA/8232

Strategy
WAVES/USDT/360/ZLMA/JMA/8232
Pair
WAVES_USDT
Interval
6h
Score
308900
Daily Profit
0.235128
Profit Factor
1.484655
Profitability
44.915254
Streak
0.000000
Best Strategy
Training Data Length
1976.750000
Evaluation Time
2025-10-08 17:24
Expiration Time
2024-08-15 10:15

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 464789.9615 463614.8685 1175.093 -41191.9917 675241.9818 -716433.9735
Total P&L (%) 464.79 463.6149 1.1751 -41.192 675.242 -716.434
Avg Daily Profit (%) 0.2351 0.2345 0.0006 -0.0269 0.1037 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -247958 -220129 -166117 -574796 -258814 -874741
Profit Factor 1.4847 1.8824 1.0027 0.9803 1.9449 0.4799
Total Trades 118 59 59 118 59 59
Winning Trades 53 26 27 53 26 27
Losing Trades 65 33 32 65 33 32
Profitability (%) 44.9153 44.0678 45.7627 44.9153 44.0678 45.7627
Ratio Avg Win / Avg Loss 1.8208 2.3891 1.1884 1.2023 2.4685 0.5688
Largest Winning Trade 244874 244874 57633 368288 368288 161309
Largest Losing Trade -59258 -54509 -59258 -307363 -157204 -307363
Avg Bars in Trades 64 74 55 64 74 55
Avg Bars in Winners 82 90 74 82 90 74
Avg Bars in Losers 50 61 39 50 61 39
Bars Traded 7655 4369 3286 7655 4369 3286
Profit Streak 0 0 657.8501 0 0 657.8501
Trades During Streak 0 0 3 0 0 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 308900 -167497 -752334 -580775 -229472 -757774
Evaluation Data
{
    "trading_pair": "WAVES_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7907,
    "evaluation_days": 1976.75,
    "actual_first_datapoint_time": 1547791200000,
    "first_datapoint_time": 1551333600000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1759933447485,
    "expiration_time": 1723706136000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 165,
            "offset": 0
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 63,
            "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": [
        [
            464789.961502522,
            463614.8684775482,
            1175.0930249737,
            -41191.9916961094,
            675241.9818059264,
            -716433.9735020362
        ],
        [
            464.789962,
            463.614868,
            1.175093,
            -41.191992,
            675.241982,
            -716.433974
        ],
        [
            0.235128,
            0.234534,
            0.000594,
            -0.026853,
            0.103658,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -247958,
            -220129,
            -166117,
            -574796,
            -258814,
            -874741
        ],
        [
            1.484655,
            1.882358,
            1.00271,
            0.980311,
            1.944882,
            0.479889
        ],
        [
            118,
            59,
            59,
            118,
            59,
            59
        ],
        [
            53,
            26,
            27,
            53,
            26,
            27
        ],
        [
            65,
            33,
            32,
            65,
            33,
            32
        ],
        [
            44.915254,
            44.067797,
            45.762712,
            44.915254,
            44.067797,
            45.762712
        ],
        [
            1.820804,
            2.389147,
            1.188397,
            1.202268,
            2.468505,
            0.568757
        ],
        [
            244874,
            244874,
            57633,
            368288,
            368288,
            161309
        ],
        [
            -59258,
            -54509,
            -59258,
            -307363,
            -157204,
            -307363
        ],
        [
            64,
            74,
            55,
            64,
            74,
            55
        ],
        [
            82,
            90,
            74,
            82,
            90,
            74
        ],
        [
            50,
            61,
            39,
            50,
            61,
            39
        ],
        [
            7655,
            4369,
            3286,
            7655,
            4369,
            3286
        ],
        [
            0,
            0,
            657.850087,
            0,
            0,
            657.850087
        ],
        [
            0,
            0,
            3,
            0,
            0,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            308900,
            -167497,
            -752334,
            -580775,
            -229472,
            -757774
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "WAVES_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7907,
    "evaluation_days": 1976.75,
    "actual_first_datapoint_time": 1547791200000,
    "first_datapoint_time": 1551333600000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1759933447485,
    "expiration_time": 1723706136000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 165,
            "offset": 0
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 63,
            "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)