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Trade: WAVES/USDT/60/MIDPRICE/ZLMA/8411

Strategy
WAVES/USDT/60/MIDPRICE/ZLMA/8411
Pair
WAVES_USDT
Interval
1h
Score
328747
Daily Profit
0.262537
Profit Factor
1.325850
Profitability
49.783550
Streak
0.000000
Best Strategy
Training Data Length
577.080000
Evaluation Time
2025-09-30 06:59
Expiration Time
2024-07-28 18:12

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 151504.7317 85281.1089 66223.6228 146608.2784 85736.8126 60871.4658
Total P&L (%) 151.5047 85.2811 66.2236 146.6083 85.7368 60.8715
Avg Daily Profit (%) 0.2625 0.1478 0.1148 0.1565 0.1074 0.0824
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -69122 -70052 -41265 -241317 -236213 -112202
Profit Factor 1.3259 1.384 1.2727 1.1582 1.1791 1.1359
Total Trades 231 116 115 231 116 115
Winning Trades 115 56 59 115 56 59
Losing Trades 116 60 56 116 60 56
Profitability (%) 49.7836 48.2759 51.3043 49.7836 48.2759 51.3043
Ratio Avg Win / Avg Loss 1.3374 1.4828 1.208 1.1683 1.2634 1.0781
Largest Winning Trade 30823 28816 30823 96849 96849 50233
Largest Losing Trade -24761 -22800 -24761 -96433 -96433 -46491
Avg Bars in Trades 57 45 68 57 45 68
Avg Bars in Winners 50 48 52 50 48 52
Avg Bars in Losers 63 43 86 63 43 86
Bars Traded 13227 5301 7926 13227 5301 7926
Profit Streak 0 0 500.4578 0 0 500.4578
Trades During Streak 0 0 2 0 0 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 328747 126866 -39642 -38511 -74446 -154123
Evaluation Data
{
    "trading_pair": "WAVES_USDT",
    "interval": "1h",
    "packets": 25000,
    "actual_packets": 13850,
    "evaluation_days": 577.08,
    "actual_first_datapoint_time": 1668729600000,
    "first_datapoint_time": 1669532400000,
    "last_datapoint_time": 1718589600000,
    "evaluation_time": 1759204754933,
    "expiration_time": 1722179520000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 91,
            "offset": 0
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 224,
            "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": [
        [
            151504.7317367705,
            85281.1089070094,
            66223.622829761,
            146608.2784165723,
            85736.8126479846,
            60871.4657685876
        ],
        [
            151.504732,
            85.281109,
            66.223623,
            146.608278,
            85.736813,
            60.871466
        ],
        [
            0.262537,
            0.14778,
            0.114756,
            0.156536,
            0.10735,
            0.08242
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -69122,
            -70052,
            -41265,
            -241317,
            -236213,
            -112202
        ],
        [
            1.32585,
            1.383956,
            1.272703,
            1.158211,
            1.179146,
            1.13585
        ],
        [
            231,
            116,
            115,
            231,
            116,
            115
        ],
        [
            115,
            56,
            59,
            115,
            56,
            59
        ],
        [
            116,
            60,
            56,
            116,
            60,
            56
        ],
        [
            49.78355,
            48.275862,
            51.304348,
            49.78355,
            48.275862,
            51.304348
        ],
        [
            1.337379,
            1.48281,
            1.20799,
            1.168282,
            1.263371,
            1.078095
        ],
        [
            30823,
            28816,
            30823,
            96849,
            96849,
            50233
        ],
        [
            -24761,
            -22800,
            -24761,
            -96433,
            -96433,
            -46491
        ],
        [
            57,
            45,
            68,
            57,
            45,
            68
        ],
        [
            50,
            48,
            52,
            50,
            48,
            52
        ],
        [
            63,
            43,
            86,
            63,
            43,
            86
        ],
        [
            13227,
            5301,
            7926,
            13227,
            5301,
            7926
        ],
        [
            0,
            0,
            500.457812,
            0,
            0,
            500.457812
        ],
        [
            0,
            0,
            2,
            0,
            0,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            328747,
            126866,
            -39642,
            -38511,
            -74446,
            -154123
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "WAVES_USDT",
    "interval": "1h",
    "packets": 25000,
    "actual_packets": 13850,
    "evaluation_days": 577.08,
    "actual_first_datapoint_time": 1668729600000,
    "first_datapoint_time": 1669532400000,
    "last_datapoint_time": 1718589600000,
    "evaluation_time": 1759204754933,
    "expiration_time": 1722179520000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 91,
            "offset": 0
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 224,
            "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)