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Trade: WAVES/USDT/720/WMA/ZLMA/2419

Strategy
WAVES/USDT/720/WMA/ZLMA/2419
Pair
WAVES_USDT
Interval
12h
Score
311542
Daily Profit
0.340161
Profit Factor
1.501549
Profitability
35.502959
Streak
500.422184
Best Strategy
Training Data Length
1977.500000
Evaluation Time
2025-09-27 13:07
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 672667.5789 591344.5518 81323.0272 647456.1625 446694.5113 200761.6512
Total P&L (%) 672.6676 591.3446 81.323 647.4562 446.6945 200.7617
Avg Daily Profit (%) 0.3402 0.299 0.0411 0.1018 0.0859 0.0557
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -175131 -114134 -185437 -696133 -571683 -372181
Profit Factor 1.5015 1.881 1.1214 1.1541 1.2065 1.0985
Total Trades 338 169 169 338 169 169
Winning Trades 120 56 64 120 56 64
Losing Trades 218 113 105 218 113 105
Profitability (%) 35.503 33.1361 37.8698 35.503 33.1361 37.8698
Ratio Avg Win / Avg Loss 2.7278 3.7955 1.8398 2.0966 2.4345 1.8023
Largest Winning Trade 222999 222999 66874 513658 513658 224664
Largest Losing Trade -40416 -30115 -40416 -271986 -271986 -177409
Avg Bars in Trades 11 10 12 11 10 12
Avg Bars in Winners 20 20 20 20 20 20
Avg Bars in Losers 6 6 6 6 6 6
Bars Traded 3888 1858 2030 3888 1858 2030
Profit Streak 500.4222 507.4222 0 500.4222 507.4222 0
Trades During Streak 1 1 0 1 1 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 311542 255174 -227973 -109591 -82964 -233690
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": 1548331200000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1758967676752,
    "expiration_time": 1723708080000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 14,
            "offset": 0
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 12,
            "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": [
        [
            672667.5789430953,
            591344.5517879565,
            81323.0271551391,
            647456.1625116157,
            446694.5112961775,
            200761.6512154388
        ],
        [
            672.667579,
            591.344552,
            81.323027,
            647.456163,
            446.694511,
            200.761651
        ],
        [
            0.340161,
            0.299036,
            0.041124,
            0.101771,
            0.085939,
            0.055699
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -175131,
            -114134,
            -185437,
            -696133,
            -571683,
            -372181
        ],
        [
            1.501549,
            1.880976,
            1.121388,
            1.154116,
            1.206479,
            1.098524
        ],
        [
            338,
            169,
            169,
            338,
            169,
            169
        ],
        [
            120,
            56,
            64,
            120,
            56,
            64
        ],
        [
            218,
            113,
            105,
            218,
            113,
            105
        ],
        [
            35.502959,
            33.136095,
            37.869822,
            35.502959,
            33.136095,
            37.869822
        ],
        [
            2.727815,
            3.79554,
            1.839778,
            2.096644,
            2.434501,
            1.802265
        ],
        [
            222999,
            222999,
            66874,
            513658,
            513658,
            224664
        ],
        [
            -40416,
            -30115,
            -40416,
            -271986,
            -271986,
            -177409
        ],
        [
            11,
            10,
            12,
            11,
            10,
            12
        ],
        [
            20,
            20,
            20,
            20,
            20,
            20
        ],
        [
            6,
            6,
            6,
            6,
            6,
            6
        ],
        [
            3888,
            1858,
            2030,
            3888,
            1858,
            2030
        ],
        [
            500.422184,
            507.422185,
            0,
            500.422185,
            507.422185,
            0
        ],
        [
            1,
            1,
            0,
            1,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            311542,
            255174,
            -227973,
            -109591,
            -82964,
            -233690
        ]
    ]
}
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": 1548331200000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1758967676752,
    "expiration_time": 1723708080000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 14,
            "offset": 0
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 12,
            "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)