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Trade: WAVES/USDT/360/ZLMA/SUPERTREND/1066

Strategy
WAVES/USDT/360/ZLMA/SUPERTREND/1066
Pair
WAVES_USDT
Interval
6h
Score
313539
Daily Profit
0.170087
Profit Factor
1.541047
Profitability
47.368421
Streak
0.000000
Best Strategy
Training Data Length
1976.750000
Evaluation Time
2025-10-06 20:02
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 294166.224 336219.7804 -42053.5564 -71976.7099 155777.6115 -227754.3214
Total P&L (%) 294.1662 336.2198 -42.0536 -71.9767 155.7776 -227.7543
Avg Daily Profit (%) 0.1488 0.1701 -0.0213 -0.0643 0.0475 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -224698 -180665 -174923 -368717 -275472 -407055
Profit Factor 1.2501 1.541 0.9242 0.9502 1.2295 0.7025
Total Trades 189 95 94 189 95 94
Winning Trades 80 45 35 80 45 35
Losing Trades 109 50 59 109 50 59
Profitability (%) 42.328 47.3684 37.234 42.328 47.3684 37.234
Ratio Avg Win / Avg Loss 1.7033 1.7123 1.5579 1.2946 1.3661 1.1842
Largest Winning Trade 196703 196703 63172 153474 153474 104874
Largest Losing Trade -53763 -34640 -53763 -93837 -93837 -92572
Avg Bars in Trades 39 51 28 39 51 28
Avg Bars in Winners 49 52 45 49 52 45
Avg Bars in Losers 33 50 18 33 50 18
Bars Traded 7554 4879 2675 7554 4879 2675
Profit Streak 0 0 598.96 0 0 598.96
Trades During Streak 0 0 2 0 0 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 162268 313539 -582031 -581105 -131117 -583142
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": 1552910400000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1759770147695,
    "expiration_time": 1723706136000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 238,
            "offset": 0
        }
    },
    "second_band": {
        "type": "supertrend",
        "factors": {
            "length": 95,
            "offset": 0,
            "multiplier": 2.58642
        }
    }
}
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": [
        [
            294166.2239660444,
            336219.780410915,
            -42053.5564448709,
            -71976.7098634779,
            155777.611519385,
            -227754.3213828632
        ],
        [
            294.166224,
            336.21978,
            -42.053556,
            -71.97671,
            155.777612,
            -227.754321
        ],
        [
            0.148813,
            0.170087,
            -0.021274,
            -0.064334,
            0.04752,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -224698,
            -180665,
            -174923,
            -368717,
            -275472,
            -407055
        ],
        [
            1.250143,
            1.541047,
            0.924169,
            0.950165,
            1.229517,
            0.702508
        ],
        [
            189,
            95,
            94,
            189,
            95,
            94
        ],
        [
            80,
            45,
            35,
            80,
            45,
            35
        ],
        [
            109,
            50,
            59,
            109,
            50,
            59
        ],
        [
            42.328042,
            47.368421,
            37.234043,
            42.328042,
            47.368421,
            37.234043
        ],
        [
            1.70332,
            1.712275,
            1.557885,
            1.2946,
            1.366129,
            1.184227
        ],
        [
            196703,
            196703,
            63172,
            153474,
            153474,
            104874
        ],
        [
            -53763,
            -34640,
            -53763,
            -93837,
            -93837,
            -92572
        ],
        [
            39,
            51,
            28,
            39,
            51,
            28
        ],
        [
            49,
            52,
            45,
            49,
            52,
            45
        ],
        [
            33,
            50,
            18,
            33,
            50,
            18
        ],
        [
            7554,
            4879,
            2675,
            7554,
            4879,
            2675
        ],
        [
            0,
            0,
            598.960043,
            0,
            0,
            598.960043
        ],
        [
            0,
            0,
            2,
            0,
            0,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            162268,
            313539,
            -582031,
            -581105,
            -131117,
            -583142
        ]
    ]
}
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": 1552910400000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1759770147695,
    "expiration_time": 1723706136000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 238,
            "offset": 0
        }
    },
    "second_band": {
        "type": "supertrend",
        "factors": {
            "length": 95,
            "offset": 0,
            "multiplier": 2.58642
        }
    }
}

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)