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Trade: WAVES/USDT/720/SINWMA/ZLMA/8534

Strategy
WAVES/USDT/720/SINWMA/ZLMA/8534
Pair
WAVES_USDT
Interval
12h
Score
356355
Daily Profit
0.149336
Profit Factor
1.908034
Profitability
50.000000
Streak
0.000000
Best Strategy
Training Data Length
1977.500000
Evaluation Time
2025-09-30 05:53
Expiration Time
2024-08-15 10:48

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 233873.4291 295311.2135 -61437.7843 -55776.1919 1240287.3112 -1296063.5031
Total P&L (%) 233.8734 295.3112 -61.4378 -55.7762 1240.2873 -1296.0635
Avg Daily Profit (%) 0.1183 0.1493 -0.0311 -0.0413 0.1313 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -299189 -166958 -145268 -2932877 -1042328 -2095361
Profit Factor 1.3783 1.908 0.7903 0.987 1.8427 0.5376
Total Trades 63 32 31 63 32 31
Winning Trades 24 16 8 24 16 8
Losing Trades 39 16 23 39 16 23
Profitability (%) 38.0952 50 25.8065 38.0952 50 25.8065
Ratio Avg Win / Avg Loss 2.2397 1.908 2.2722 1.6038 1.8427 1.5455
Largest Winning Trade 184626 184626 79569 1241134 1241134 1002616
Largest Losing Trade -49093 -39908 -49093 -1320435 -389614 -1320435
Avg Bars in Trades 59 54 64 59 54 64
Avg Bars in Winners 97 75 139 97 75 139
Avg Bars in Losers 35 32 37 35 32 37
Bars Traded 3721 1735 1986 3721 1735 1986
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 -189350 356355 -604300 -733907 -13810 -604300
Evaluation Data
{
    "trading_pair": "WAVES_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3955,
    "evaluation_days": 1977.5,
    "actual_first_datapoint_time": 1547769600000,
    "first_datapoint_time": 1553860800000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1759200814838,
    "expiration_time": 1723708080000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 49,
            "offset": 0
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 142,
            "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": [
        [
            233873.4291446218,
            295311.2134552976,
            -61437.7843106758,
            -55776.1918874504,
            1240287.3111699997,
            -1296063.5030574496
        ],
        [
            233.873429,
            295.311213,
            -61.437784,
            -55.776192,
            1240.287311,
            -1296.063503
        ],
        [
            0.118267,
            0.149336,
            -0.031068,
            -0.041251,
            0.131336,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -299189,
            -166958,
            -145268,
            -2932877,
            -1042328,
            -2095361
        ],
        [
            1.378298,
            1.908034,
            0.790318,
            0.986952,
            1.842664,
            0.537582
        ],
        [
            63,
            32,
            31,
            63,
            32,
            31
        ],
        [
            24,
            16,
            8,
            24,
            16,
            8
        ],
        [
            39,
            16,
            23,
            39,
            16,
            23
        ],
        [
            38.095238,
            50,
            25.806452,
            38.095238,
            50,
            25.806452
        ],
        [
            2.239734,
            1.908034,
            2.272165,
            1.603797,
            1.842664,
            1.545548
        ],
        [
            184626,
            184626,
            79569,
            1241134,
            1241134,
            1002616
        ],
        [
            -49093,
            -39908,
            -49093,
            -1320435,
            -389614,
            -1320435
        ],
        [
            59,
            54,
            64,
            59,
            54,
            64
        ],
        [
            97,
            75,
            139,
            97,
            75,
            139
        ],
        [
            35,
            32,
            37,
            35,
            32,
            37
        ],
        [
            3721,
            1735,
            1986,
            3721,
            1735,
            1986
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -189350,
            356355,
            -604300,
            -733907,
            -13810,
            -604300
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "WAVES_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3955,
    "evaluation_days": 1977.5,
    "actual_first_datapoint_time": 1547769600000,
    "first_datapoint_time": 1553860800000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1759200814838,
    "expiration_time": 1723708080000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 49,
            "offset": 0
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 142,
            "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)