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Trade: WAVES/USDT/120/ZLMA/HILO/9938

Strategy
WAVES/USDT/120/ZLMA/HILO/9938
Pair
WAVES_USDT
Interval
2h
Score
360278
Daily Profit
0.248104
Profit Factor
1.260769
Profitability
45.033113
Streak
492.379245
Best Strategy
Training Data Length
1618.000000
Evaluation Time
2025-09-28 04:06
Expiration Time
2024-08-14 10:57

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 401432.275 443605.617 -42173.342 -25410.8394 815893.2938 -841304.1332
Total P&L (%) 401.4323 443.6056 -42.1733 -25.4108 815.8933 -841.3041
Avg Daily Profit (%) 0.2481 0.2742 -0.0261 -0.0181 0.137 0
Buy And Hold Return (%) 23.7778 23.7778 23.7778 23.7778 23.7778 23.7778
Max Trade Drawdown -161970 -105570 -220366 -963671 -373564 -981673
Profit Factor 1.2608 1.6493 0.9507 0.9943 1.4706 0.688
Total Trades 453 226 227 453 226 227
Winning Trades 204 93 111 204 93 111
Losing Trades 249 133 116 249 133 116
Profitability (%) 45.0331 41.1504 48.8987 45.0331 41.1504 48.8987
Ratio Avg Win / Avg Loss 1.5389 2.3586 0.9936 1.2136 2.1032 0.7189
Largest Winning Trade 135733 135733 58403 376545 376545 193704
Largest Losing Trade -49200 -34176 -49200 -312893 -82271 -312893
Avg Bars in Trades 42 42 41 42 42 41
Avg Bars in Winners 54 60 49 54 60 49
Avg Bars in Losers 32 29 34 32 29 34
Bars Traded 19090 9600 9490 19090 9600 9490
Profit Streak 492.3792 0 500.4626 492.3792 0 500.4626
Trades During Streak 1 0 1 1 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 360278 308307 -579989 -578091 -10334 -579989
Evaluation Data
{
    "trading_pair": "WAVES_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 19416,
    "evaluation_days": 1618,
    "actual_first_datapoint_time": 1578729600000,
    "first_datapoint_time": 1580364000000,
    "last_datapoint_time": 1718589600000,
    "evaluation_time": 1759021566798,
    "expiration_time": 1723622227200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 228,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "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": [
        [
            401432.2749982547,
            443605.6169871814,
            -42173.3419889261,
            -25410.8394181395,
            815893.2938067771,
            -841304.1332249157
        ],
        [
            401.432275,
            443.605617,
            -42.173342,
            -25.410839,
            815.893294,
            -841.304133
        ],
        [
            0.248104,
            0.274169,
            -0.026065,
            -0.018118,
            0.136974,
            0
        ],
        [
            23.777752,
            23.777752,
            23.777752,
            23.777752,
            23.777752,
            23.777752
        ],
        [
            -161970,
            -105570,
            -220366,
            -963671,
            -373564,
            -981673
        ],
        [
            1.260769,
            1.649272,
            0.950743,
            0.994264,
            1.470626,
            0.68795
        ],
        [
            453,
            226,
            227,
            453,
            226,
            227
        ],
        [
            204,
            93,
            111,
            204,
            93,
            111
        ],
        [
            249,
            133,
            116,
            249,
            133,
            116
        ],
        [
            45.033113,
            41.150442,
            48.898678,
            45.033113,
            41.150442,
            48.898678
        ],
        [
            1.538879,
            2.358636,
            0.993569,
            1.213586,
            2.103153,
            0.718939
        ],
        [
            135733,
            135733,
            58403,
            376545,
            376545,
            193704
        ],
        [
            -49200,
            -34176,
            -49200,
            -312893,
            -82271,
            -312893
        ],
        [
            42,
            42,
            41,
            42,
            42,
            41
        ],
        [
            54,
            60,
            49,
            54,
            60,
            49
        ],
        [
            32,
            29,
            34,
            32,
            29,
            34
        ],
        [
            19090,
            9600,
            9490,
            19090,
            9600,
            9490
        ],
        [
            492.379245,
            0,
            500.462579,
            492.379245,
            0,
            500.462579
        ],
        [
            1,
            0,
            1,
            1,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            360278,
            308307,
            -579989,
            -578091,
            -10334,
            -579989
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "WAVES_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 19416,
    "evaluation_days": 1618,
    "actual_first_datapoint_time": 1578729600000,
    "first_datapoint_time": 1580364000000,
    "last_datapoint_time": 1718589600000,
    "evaluation_time": 1759021566798,
    "expiration_time": 1723622227200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 228,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "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)