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Trade: WAVES/USDT/240/SSF/ZLMA/4674

Strategy
WAVES/USDT/240/SSF/ZLMA/4674
Pair
WAVES_USDT
Interval
4h
Score
488219
Daily Profit
0.404097
Profit Factor
2.258880
Profitability
47.863248
Streak
0.000000
Best Strategy
Training Data Length
1976.000000
Evaluation Time
2025-09-30 16:44
Expiration Time
2024-08-15 09:43

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 798494.8731 591462.0883 207032.7848 8156133.4116 5231243.1847 2924890.2269
Total P&L (%) 798.4949 591.4621 207.0328 8156.1334 5231.2432 2924.8902
Avg Daily Profit (%) 0.4041 0.2993 0.1048 0.2236 0.2014 0.1727
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -88294 -91354 -99911 -4053850 -3341235 -3458380
Profit Factor 2.2589 2.824 1.6678 1.4797 1.6002 1.3529
Total Trades 117 59 58 117 59 58
Winning Trades 56 26 30 56 26 30
Losing Trades 61 33 28 61 33 28
Profitability (%) 47.8632 44.0678 51.7241 47.8632 44.0678 51.7241
Ratio Avg Win / Avg Loss 2.4606 3.5843 1.5566 1.6118 2.0311 1.2627
Largest Winning Trade 135339 135339 67776 3604852 3604852 2017048
Largest Losing Trade -64023 -27404 -64023 -2502513 -1551336 -2502513
Avg Bars in Trades 99 93 105 99 93 105
Avg Bars in Winners 153 149 157 153 149 157
Avg Bars in Losers 49 49 49 49 49 49
Bars Traded 11611 5507 6104 11611 5507 6104
Profit Streak 0 0 552.7392 0 0 552.7392
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 488219 -164710 -229196 360438 -167908 -171036
Evaluation Data
{
    "trading_pair": "WAVES_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11856,
    "evaluation_days": 1976,
    "actual_first_datapoint_time": 1547798400000,
    "first_datapoint_time": 1548777600000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1759239864842,
    "expiration_time": 1723704192000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 159,
            "offset": 0,
            "poles": 3
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 69,
            "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": [
        [
            798494.8731003614,
            591462.0883088293,
            207032.7847915319,
            8156133.411634422,
            5231243.184712763,
            2924890.2269216594
        ],
        [
            798.494873,
            591.462088,
            207.032785,
            8156.133412,
            5231.243185,
            2924.890227
        ],
        [
            0.404097,
            0.299323,
            0.104774,
            0.223607,
            0.201426,
            0.172692
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -88294,
            -91354,
            -99911,
            -4053850,
            -3341235,
            -3458380
        ],
        [
            2.25888,
            2.824001,
            1.667797,
            1.47968,
            1.600242,
            1.352903
        ],
        [
            117,
            59,
            58,
            117,
            59,
            58
        ],
        [
            56,
            26,
            30,
            56,
            26,
            30
        ],
        [
            61,
            33,
            28,
            61,
            33,
            28
        ],
        [
            47.863248,
            44.067797,
            51.724138,
            47.863248,
            44.067797,
            51.724138
        ],
        [
            2.460566,
            3.584309,
            1.556611,
            1.611794,
            2.031077,
            1.26271
        ],
        [
            135339,
            135339,
            67776,
            3604852,
            3604852,
            2017048
        ],
        [
            -64023,
            -27404,
            -64023,
            -2502513,
            -1551336,
            -2502513
        ],
        [
            99,
            93,
            105,
            99,
            93,
            105
        ],
        [
            153,
            149,
            157,
            153,
            149,
            157
        ],
        [
            49,
            49,
            49,
            49,
            49,
            49
        ],
        [
            11611,
            5507,
            6104,
            11611,
            5507,
            6104
        ],
        [
            0,
            0,
            552.739176,
            0,
            0,
            552.739176
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            488219,
            -164710,
            -229196,
            360438,
            -167908,
            -171036
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "WAVES_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11856,
    "evaluation_days": 1976,
    "actual_first_datapoint_time": 1547798400000,
    "first_datapoint_time": 1548777600000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1759239864842,
    "expiration_time": 1723704192000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 159,
            "offset": 0,
            "poles": 3
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 69,
            "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)