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Trade: WAVES/USDT/720/ZLMA/HWMA/3248

Strategy
WAVES/USDT/720/ZLMA/HWMA/3248
Pair
WAVES_USDT
Interval
12h
Score
304718
Daily Profit
0.151684
Profit Factor
1.452295
Profitability
51.034483
Streak
0.000000
Best Strategy
Training Data Length
1977.500000
Evaluation Time
2025-10-02 07:17
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 213155.7253 299955.4023 -86799.677 -98726.0205 125274.0413 -224000.0618
Total P&L (%) 213.1557 299.9554 -86.7997 -98.726 125.274 -224.0001
Avg Daily Profit (%) 0.1078 0.1517 -0.0439 -0.2204 0.0411 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -333652 -163041 -321837 -218084 -79867 -259049
Profit Factor 1.1301 1.4523 0.911 0.8597 1.5263 0.5191
Total Trades 290 145 145 290 145 145
Winning Trades 152 74 78 156 77 79
Losing Trades 138 71 67 134 68 66
Profitability (%) 52.4138 51.0345 53.7931 53.7931 53.1034 54.4828
Ratio Avg Win / Avg Loss 1.026 1.3934 0.7825 0.7385 1.3479 0.4336
Largest Winning Trade 92223 92223 39702 93198 93198 21870
Largest Losing Trade -114817 -46427 -114817 -113199 -35768 -113199
Avg Bars in Trades 13 13 13 13 13 13
Avg Bars in Winners 13 13 13 13 13 13
Avg Bars in Losers 13 13 13 13 13 13
Bars Traded 3864 1932 1932 3864 1932 1932
Profit Streak 0 0 510.1786 0 0 510.1786
Trades During Streak 0 0 2 0 0 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -124360 304718 -579218 -578491 -136059 -579129
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": 1550836800000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1759378634725,
    "expiration_time": 1723708080000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 72,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.18509,
            "nb": 0.1,
            "nc": 0.90806
        }
    }
}
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": [
        [
            213155.7253247544,
            299955.4023166898,
            -86799.6769919355,
            -98726.0204678714,
            125274.0413466061,
            -224000.0618144774
        ],
        [
            213.155725,
            299.955402,
            -86.799677,
            -98.72602,
            125.274041,
            -224.000062
        ],
        [
            0.107791,
            0.151684,
            -0.043894,
            -0.22039,
            0.041078,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -333652,
            -163041,
            -321837,
            -218084,
            -79867,
            -259049
        ],
        [
            1.130131,
            1.452295,
            0.910958,
            0.859722,
            1.526272,
            0.519054
        ],
        [
            290,
            145,
            145,
            290,
            145,
            145
        ],
        [
            152,
            74,
            78,
            156,
            77,
            79
        ],
        [
            138,
            71,
            67,
            134,
            68,
            66
        ],
        [
            52.413793,
            51.034483,
            53.793103,
            53.793103,
            53.103448,
            54.482759
        ],
        [
            1.02604,
            1.393418,
            0.78249,
            0.738479,
            1.347876,
            0.43364
        ],
        [
            92223,
            92223,
            39702,
            93198,
            93198,
            21870
        ],
        [
            -114817,
            -46427,
            -114817,
            -113199,
            -35768,
            -113199
        ],
        [
            13,
            13,
            13,
            13,
            13,
            13
        ],
        [
            13,
            13,
            13,
            13,
            13,
            13
        ],
        [
            13,
            13,
            13,
            13,
            13,
            13
        ],
        [
            3864,
            1932,
            1932,
            3864,
            1932,
            1932
        ],
        [
            0,
            0,
            510.178643,
            0,
            0,
            510.178643
        ],
        [
            0,
            0,
            2,
            0,
            0,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -124360,
            304718,
            -579218,
            -578491,
            -136059,
            -579129
        ]
    ]
}
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": 1550836800000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1759378634725,
    "expiration_time": 1723708080000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 72,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.18509,
            "nb": 0.1,
            "nc": 0.90806
        }
    }
}

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)