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Trade: WAVES/USDT/360/SMA/ZLMA/9192

Strategy
WAVES/USDT/360/SMA/ZLMA/9192
Pair
WAVES_USDT
Interval
6h
Score
311768
Daily Profit
0.281316
Profit Factor
2.473959
Profitability
37.078652
Streak
0.000000
Best Strategy
Training Data Length
1976.750000
Evaluation Time
2025-09-26 19:12
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 556090.693 436236.6505 119854.0425 1889235.6187 647809.5305 1241426.0881
Total P&L (%) 556.0907 436.2367 119.854 1889.2356 647.8095 1241.4261
Avg Daily Profit (%) 0.2813 0.2207 0.0606 0.1514 0.1018 0.1314
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -104582 -54189 -96760 -3253545 -1445629 -2310155
Profit Factor 2.474 3.9618 1.5211 1.3734 1.3097 1.4184
Total Trades 89 45 44 89 45 44
Winning Trades 33 15 18 33 15 18
Losing Trades 56 30 26 56 30 26
Profitability (%) 37.0787 33.3333 40.9091 37.0787 33.3333 40.9091
Ratio Avg Win / Avg Loss 4.1982 7.9236 2.1972 2.3307 2.6193 2.0488
Largest Winning Trade 146750 146750 74413 1388632 730058 1388632
Largest Losing Trade -55910 -20930 -55910 -2057912 -490390 -2057912
Avg Bars in Trades 87 72 101 87 72 101
Avg Bars in Winners 184 164 201 184 164 201
Avg Bars in Losers 29 27 32 29 27 32
Bars Traded 7743 3282 4461 7743 3282 4461
Profit Streak 0 0 623.1753 0 0 623.1753
Trades During Streak 0 0 3 0 0 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 311768 302975 -111561 161230 -61772 -17376

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": 1549886400000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1758903143542,
    "expiration_time": 1723706136000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "sma",
        "factors": {
            "length": 41,
            "offset": 0
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 98,
            "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": [
        [
            556090.6929951721,
            436236.6504641741,
            119854.0425309981,
            1889235.6186569845,
            647809.530513383,
            1241426.0881435997
        ],
        [
            556.090693,
            436.23665,
            119.854043,
            1889.235619,
            647.809531,
            1241.426088
        ],
        [
            0.281316,
            0.220684,
            0.060632,
            0.15139,
            0.101834,
            0.131429
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -104582,
            -54189,
            -96760,
            -3253545,
            -1445629,
            -2310155
        ],
        [
            2.473959,
            3.961778,
            1.521132,
            1.373436,
            1.30965,
            1.418412
        ],
        [
            89,
            45,
            44,
            89,
            45,
            44
        ],
        [
            33,
            15,
            18,
            33,
            15,
            18
        ],
        [
            56,
            30,
            26,
            56,
            30,
            26
        ],
        [
            37.078652,
            33.333333,
            40.909091,
            37.078652,
            33.333333,
            40.909091
        ],
        [
            4.198234,
            7.923556,
            2.19719,
            2.330679,
            2.619299,
            2.048817
        ],
        [
            146750,
            146750,
            74413,
            1388632,
            730058,
            1388632
        ],
        [
            -55910,
            -20930,
            -55910,
            -2057912,
            -490390,
            -2057912
        ],
        [
            87,
            72,
            101,
            87,
            72,
            101
        ],
        [
            184,
            164,
            201,
            184,
            164,
            201
        ],
        [
            29,
            27,
            32,
            29,
            27,
            32
        ],
        [
            7743,
            3282,
            4461,
            7743,
            3282,
            4461
        ],
        [
            0,
            0,
            623.175272,
            0,
            0,
            623.175272
        ],
        [
            0,
            0,
            3,
            0,
            0,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            311768,
            302975,
            -111561,
            161230,
            -61772,
            -17376
        ]
    ]
}
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": 1549886400000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1758903143542,
    "expiration_time": 1723706136000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sma",
        "factors": {
            "length": 41,
            "offset": 0
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 98,
            "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)