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Trade: WAVES/USDT/240/ZLMA/ZLMA/1362

Strategy
WAVES/USDT/240/ZLMA/ZLMA/1362
Pair
WAVES_USDT
Interval
4h
Score
339459
Daily Profit
0.392944
Profit Factor
1.908669
Profitability
37.313433
Streak
0.000000
Best Strategy
Training Data Length
1976.000000
Evaluation Time
2025-10-01 15:13
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 776457.0545 594435.1588 182021.8957 4316248.7766 2697382.3082 1618866.4684
Total P&L (%) 776.4571 594.4352 182.0219 4316.2488 2697.3823 1618.8665
Avg Daily Profit (%) 0.3929 0.3008 0.0921 0.1919 0.1687 0.144
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -73390 -82017 -148548 -2855114 -1642822 -2466568
Profit Factor 1.9087 2.3241 1.4488 1.3776 1.4387 1.3064
Total Trades 201 101 100 201 101 100
Winning Trades 75 35 40 75 35 40
Losing Trades 126 66 60 126 66 60
Profitability (%) 37.3134 34.6535 40 37.3134 34.6535 40
Ratio Avg Win / Avg Loss 3.2066 4.3826 2.1732 2.3143 2.7129 1.9596
Largest Winning Trade 194280 194280 59429 1977901 1977901 1178160
Largest Losing Trade -57929 -22279 -57929 -588049 -495049 -588049
Avg Bars in Trades 57 54 60 57 54 60
Avg Bars in Winners 106 104 108 106 104 108
Avg Bars in Losers 28 27 28 28 27 28
Bars Traded 11568 5493 6075 11568 5493 6075
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 339459 254599 -72057 207212 128155 -3274
Evaluation Data
{
    "trading_pair": "WAVES_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11856,
    "evaluation_days": 1976,
    "actual_first_datapoint_time": 1547798400000,
    "first_datapoint_time": 1548532800000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1759320801373,
    "expiration_time": 1723704192000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 52,
            "offset": 0
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 51,
            "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": [
        [
            776457.0545099969,
            594435.1587651649,
            182021.8957448319,
            4316248.776578287,
            2697382.3081556507,
            1618866.4684226357
        ],
        [
            776.457055,
            594.435159,
            182.021896,
            4316.248777,
            2697.382308,
            1618.866468
        ],
        [
            0.392944,
            0.300828,
            0.092116,
            0.191878,
            0.168729,
            0.144043
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -73390,
            -82017,
            -148548,
            -2855114,
            -1642822,
            -2466568
        ],
        [
            1.908669,
            2.324131,
            1.4488,
            1.37756,
            1.438682,
            1.306423
        ],
        [
            201,
            101,
            100,
            201,
            101,
            100
        ],
        [
            75,
            35,
            40,
            75,
            35,
            40
        ],
        [
            126,
            66,
            60,
            126,
            66,
            60
        ],
        [
            37.313433,
            34.653465,
            40,
            37.313433,
            34.653465,
            40
        ],
        [
            3.206563,
            4.382646,
            2.1732,
            2.314301,
            2.712943,
            1.959634
        ],
        [
            194280,
            194280,
            59429,
            1977901,
            1977901,
            1178160
        ],
        [
            -57929,
            -22279,
            -57929,
            -588049,
            -495049,
            -588049
        ],
        [
            57,
            54,
            60,
            57,
            54,
            60
        ],
        [
            106,
            104,
            108,
            106,
            104,
            108
        ],
        [
            28,
            27,
            28,
            28,
            27,
            28
        ],
        [
            11568,
            5493,
            6075,
            11568,
            5493,
            6075
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            339459,
            254599,
            -72057,
            207212,
            128155,
            -3274
        ]
    ]
}
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": 1548532800000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1759320801373,
    "expiration_time": 1723704192000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 52,
            "offset": 0
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 51,
            "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)