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Trade: WAVES/USDT/360/ZLMA/PWMA/3179

Strategy
WAVES/USDT/360/ZLMA/PWMA/3179
Pair
WAVES_USDT
Interval
6h
Score
311281
Daily Profit
0.187626
Profit Factor
1.230900
Profitability
46.078431
Streak
482.259011
Best Strategy
Training Data Length
1976.750000
Evaluation Time
2025-09-28 21:12
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 370889.9906 377616.3023 -6726.3117 -52689.6603 185025.7038 -237715.3641
Total P&L (%) 370.89 377.6163 -6.7263 -52.6897 185.0257 -237.7154
Avg Daily Profit (%) 0.1876 0.191 -0.0034 -0.0379 0.053 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -148878 -108165 -197196 -192708 -111922 -298553
Profit Factor 1.2309 1.4708 0.9916 0.9679 1.2478 0.7342
Total Trades 408 204 204 408 204 204
Winning Trades 188 88 100 188 88 100
Losing Trades 220 116 104 220 116 104
Profitability (%) 46.0784 43.1373 49.0196 46.0784 43.1373 49.0196
Ratio Avg Win / Avg Loss 1.4404 1.9387 1.0313 1.1326 1.6448 0.7636
Largest Winning Trade 143872 143872 58551 84975 84975 46562
Largest Losing Trade -51896 -48621 -51896 -81187 -41781 -81187
Avg Bars in Trades 19 20 17 19 20 17
Avg Bars in Winners 24 25 22 24 25 22
Avg Bars in Losers 14 17 12 14 17 12
Bars Traded 7781 4263 3518 7781 4263 3518
Profit Streak 482.259 0 501.509 482.259 0 501.509
Trades During Streak 1 0 2 1 0 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 311281 284554 -577742 -577641 -123142 -579408
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": 1549389600000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1759083178576,
    "expiration_time": 1723706136000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 75,
            "offset": 0
        }
    },
    "second_band": {
        "type": "pwma",
        "factors": {
            "length": 9,
            "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": [
        [
            370889.9906476078,
            377616.3023493463,
            -6726.3117017386,
            -52689.6602590265,
            185025.7038001917,
            -237715.3640592181
        ],
        [
            370.889991,
            377.616302,
            -6.726312,
            -52.68966,
            185.025704,
            -237.715364
        ],
        [
            0.187626,
            0.191029,
            -0.003403,
            -0.037855,
            0.053,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -148878,
            -108165,
            -197196,
            -192708,
            -111922,
            -298553
        ],
        [
            1.2309,
            1.470773,
            0.991636,
            0.967894,
            1.247816,
            0.734248
        ],
        [
            408,
            204,
            204,
            408,
            204,
            204
        ],
        [
            188,
            88,
            100,
            188,
            88,
            100
        ],
        [
            220,
            116,
            104,
            220,
            116,
            104
        ],
        [
            46.078431,
            43.137255,
            49.019608,
            46.078431,
            43.137255,
            49.019608
        ],
        [
            1.440415,
            1.938746,
            1.031301,
            1.132642,
            1.644849,
            0.763618
        ],
        [
            143872,
            143872,
            58551,
            84975,
            84975,
            46562
        ],
        [
            -51896,
            -48621,
            -51896,
            -81187,
            -41781,
            -81187
        ],
        [
            19,
            20,
            17,
            19,
            20,
            17
        ],
        [
            24,
            25,
            22,
            24,
            25,
            22
        ],
        [
            14,
            17,
            12,
            14,
            17,
            12
        ],
        [
            7781,
            4263,
            3518,
            7781,
            4263,
            3518
        ],
        [
            482.259011,
            0,
            501.509011,
            482.259011,
            0,
            501.509011
        ],
        [
            1,
            0,
            2,
            1,
            0,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            311281,
            284554,
            -577742,
            -577641,
            -123142,
            -579408
        ]
    ]
}
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": 1549389600000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1759083178576,
    "expiration_time": 1723706136000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 75,
            "offset": 0
        }
    },
    "second_band": {
        "type": "pwma",
        "factors": {
            "length": 9,
            "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)