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Trade: WAVES/USDT/480/DCM/ZLMA/6088

Strategy
WAVES/USDT/480/DCM/ZLMA/6088
Pair
WAVES_USDT
Interval
8h
Score
358026
Daily Profit
0.159022
Profit Factor
1.584639
Profitability
56.701031
Streak
0.000000
Best Strategy
Training Data Length
1977.000000
Evaluation Time
2025-09-26 10:07
Expiration Time
2024-08-15 10:26

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 208327.8071 314386.7661 -106058.959 -106885.5121 8393.0125 -115278.5246
Total P&L (%) 208.3278 314.3868 -106.059 -106.8855 8.393 -115.2785
Avg Daily Profit (%) 0.1054 0.159 -0.0536 0 0.0041 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -174000 -101013 -331253 -154438 -45724 -181860
Profit Factor 1.1685 1.5846 0.8482 0.74 1.0549 0.5534
Total Trades 193 97 96 193 97 96
Winning Trades 99 55 44 90 49 41
Losing Trades 94 42 52 103 48 55
Profitability (%) 51.2953 56.701 45.8333 46.6321 50.5155 42.7083
Ratio Avg Win / Avg Loss 1.1095 1.2101 1.0024 0.8469 1.0333 0.7424
Largest Winning Trade 163691 163691 74403 56863 12174 56863
Largest Losing Trade -115907 -55057 -115907 -57165 -18327 -57165
Avg Bars in Trades 30 19 40 30 19 40
Avg Bars in Winners 33 18 51 29 17 42
Avg Bars in Losers 26 20 31 30 20 39
Bars Traded 5798 1867 3931 5798 1867 3931
Profit Streak 0 0 547.2971 480.2971 561.2971 0
Trades During Streak 0 0 2 1 4 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -86310 358026 -580070 -580492 -511922 -583911

Evaluation Data

{
    "trading_pair": "WAVES_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5931,
    "evaluation_days": 1977,
    "actual_first_datapoint_time": 1547798400000,
    "first_datapoint_time": 1550073600000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1758870469125,
    "expiration_time": 1723706784000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 41,
            "offset": 0
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 80,
            "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": [
        [
            208327.8070897397,
            314386.7661182188,
            -106058.9590284794,
            -106885.5120696832,
            8393.012496157,
            -115278.5245658402
        ],
        [
            208.327807,
            314.386766,
            -106.058959,
            -106.885512,
            8.393012,
            -115.278525
        ],
        [
            0.105376,
            0.159022,
            -0.053646,
            0,
            0.004077,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -174000,
            -101013,
            -331253,
            -154438,
            -45724,
            -181860
        ],
        [
            1.168494,
            1.584639,
            0.848198,
            0.740007,
            1.054866,
            0.553419
        ],
        [
            193,
            97,
            96,
            193,
            97,
            96
        ],
        [
            99,
            55,
            44,
            90,
            49,
            41
        ],
        [
            94,
            42,
            52,
            103,
            48,
            55
        ],
        [
            51.295337,
            56.701031,
            45.833333,
            46.632124,
            50.515464,
            42.708333
        ],
        [
            1.109479,
            1.210088,
            1.002415,
            0.846897,
            1.033338,
            0.742391
        ],
        [
            163691,
            163691,
            74403,
            56863,
            12174,
            56863
        ],
        [
            -115907,
            -55057,
            -115907,
            -57165,
            -18327,
            -57165
        ],
        [
            30,
            19,
            40,
            30,
            19,
            40
        ],
        [
            33,
            18,
            51,
            29,
            17,
            42
        ],
        [
            26,
            20,
            31,
            30,
            20,
            39
        ],
        [
            5798,
            1867,
            3931,
            5798,
            1867,
            3931
        ],
        [
            0,
            0,
            547.297096,
            480.297096,
            561.297096,
            0
        ],
        [
            0,
            0,
            2,
            1,
            4,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -86310,
            358026,
            -580070,
            -580492,
            -511922,
            -583911
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "WAVES_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5931,
    "evaluation_days": 1977,
    "actual_first_datapoint_time": 1547798400000,
    "first_datapoint_time": 1550073600000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1758870469125,
    "expiration_time": 1723706784000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 41,
            "offset": 0
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 80,
            "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)