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Trade: WAVES/USDT/360/DCM/ZLMA/7615

Strategy
WAVES/USDT/360/DCM/ZLMA/7615
Pair
WAVES_USDT
Interval
6h
Score
323075
Daily Profit
0.200587
Profit Factor
1.524554
Profitability
46.153846
Streak
0.000000
Best Strategy
Training Data Length
1976.750000
Evaluation Time
2025-09-25 15:03
Expiration Time
2024-08-15 10:15

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 396509.4647 400999.3119 -4489.8471 -194492.1189 1100795.246 -1295287.365
Total P&L (%) 396.5095 400.9993 -4.4898 -194.4921 1100.7952 -1295.2874
Avg Daily Profit (%) 0.2006 0.2029 -0.0023 0 0.1258 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -139767 -67578 -230447 -1254517 -649089 -1449622
Profit Factor 1.5246 2.3037 0.99 0.9424 1.8648 0.3847
Total Trades 104 52 52 104 52 52
Winning Trades 48 26 22 53 30 23
Losing Trades 56 26 30 51 22 29
Profitability (%) 46.1538 50 42.3077 50.9615 57.6923 44.2308
Ratio Avg Win / Avg Loss 1.7786 2.3037 1.35 0.9069 1.3675 0.4851
Largest Winning Trade 94168 94168 80351 421249 421249 200890
Largest Losing Trade -110631 -45546 -110631 -544990 -504445 -544990
Avg Bars in Trades 74 53 95 74 53 95
Avg Bars in Winners 107 81 138 71 52 97
Avg Bars in Losers 45 25 63 76 55 93
Bars Traded 7725 2772 4953 7725 2772 4953
Profit Streak 0 0 586.5021 480.7521 539.5021 0
Trades During Streak 0 0 1 1 1 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 323075 -168023 -761574 -579792 -200677 -763076

Evaluation Data

{
    "trading_pair": "WAVES_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7907,
    "evaluation_days": 1976.75,
    "actual_first_datapoint_time": 1547791200000,
    "first_datapoint_time": 1550642400000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1758801780319,
    "expiration_time": 1723706136000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 133,
            "offset": 0
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 77,
            "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": [
        [
            396509.4647351512,
            400999.3118670934,
            -4489.8471319425,
            -194492.1189427256,
            1100795.2460169266,
            -1295287.3649596525
        ],
        [
            396.509465,
            400.999312,
            -4.489847,
            -194.492119,
            1100.795246,
            -1295.287365
        ],
        [
            0.200587,
            0.202858,
            -0.002271,
            0,
            0.125819,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -139767,
            -67578,
            -230447,
            -1254517,
            -649089,
            -1449622
        ],
        [
            1.524554,
            2.303672,
            0.989985,
            0.942424,
            1.864827,
            0.384701
        ],
        [
            104,
            52,
            52,
            104,
            52,
            52
        ],
        [
            48,
            26,
            22,
            53,
            30,
            23
        ],
        [
            56,
            26,
            30,
            51,
            22,
            29
        ],
        [
            46.153846,
            50,
            42.307692,
            50.961538,
            57.692308,
            44.230769
        ],
        [
            1.778647,
            2.303672,
            1.349979,
            0.90686,
            1.36754,
            0.485058
        ],
        [
            94168,
            94168,
            80351,
            421249,
            421249,
            200890
        ],
        [
            -110631,
            -45546,
            -110631,
            -544990,
            -504445,
            -544990
        ],
        [
            74,
            53,
            95,
            74,
            53,
            95
        ],
        [
            107,
            81,
            138,
            71,
            52,
            97
        ],
        [
            45,
            25,
            63,
            76,
            55,
            93
        ],
        [
            7725,
            2772,
            4953,
            7725,
            2772,
            4953
        ],
        [
            0,
            0,
            586.502087,
            480.752087,
            539.502087,
            0
        ],
        [
            0,
            0,
            1,
            1,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            323075,
            -168023,
            -761574,
            -579792,
            -200677,
            -763076
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "WAVES_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7907,
    "evaluation_days": 1976.75,
    "actual_first_datapoint_time": 1547791200000,
    "first_datapoint_time": 1550642400000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1758801780319,
    "expiration_time": 1723706136000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 133,
            "offset": 0
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 77,
            "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)