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Trade: WAVES/USDT/480/ZLMA/DEMA/4551

Strategy
WAVES/USDT/480/ZLMA/DEMA/4551
Pair
WAVES_USDT
Interval
8h
Score
330026
Daily Profit
0.282337
Profit Factor
2.252054
Profitability
40.000000
Streak
0.000000
Best Strategy
Training Data Length
1977.000000
Evaluation Time
2025-09-29 01:25
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 618081.265 558181.1682 59900.0968 184283.2865 123620.1981 60663.0885
Total P&L (%) 618.0813 558.1812 59.9001 184.2833 123.6202 60.6631
Avg Daily Profit (%) 0.3126 0.2823 0.0303 0.0529 0.0407 0.024
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -153571 -134772 -93965 -1229238 -1056790 -693434
Profit Factor 1.8326 2.2521 1.202 1.0512 1.0543 1.0459
Total Trades 79 40 39 79 40 39
Winning Trades 33 16 17 33 16 17
Losing Trades 46 24 22 46 24 22
Profitability (%) 41.7722 40 43.5897 41.7722 40 43.5897
Ratio Avg Win / Avg Loss 2.5545 3.3781 1.5555 1.4654 1.5815 1.3535
Largest Winning Trade 223231 223231 72263 601841 601841 564978
Largest Losing Trade -56872 -43987 -56872 -592431 -592431 -362404
Avg Bars in Trades 72 80 64 72 80 64
Avg Bars in Winners 104 106 103 104 106 103
Avg Bars in Losers 49 62 34 49 62 34
Bars Traded 5723 3206 2517 5723 3206 2517
Profit Streak 0 0 659.601 0 0 659.601
Trades During Streak 0 0 2 0 0 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -21999 330026 -154000 -320972 -302019 -333020
Evaluation Data
{
    "trading_pair": "WAVES_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5931,
    "evaluation_days": 1977,
    "actual_first_datapoint_time": 1547798400000,
    "first_datapoint_time": 1552464000000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1759098328182,
    "expiration_time": 1723706784000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 163,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dema",
        "factors": {
            "length": 73,
            "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": [
        [
            618081.2649524583,
            558181.1681671488,
            59900.0967853095,
            184283.2865382195,
            123620.1980799765,
            60663.088458243
        ],
        [
            618.081265,
            558.181168,
            59.900097,
            184.283287,
            123.620198,
            60.663088
        ],
        [
            0.312636,
            0.282337,
            0.030298,
            0.052862,
            0.040715,
            0.023986
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -153571,
            -134772,
            -93965,
            -1229238,
            -1056790,
            -693434
        ],
        [
            1.832611,
            2.252054,
            1.202004,
            1.051232,
            1.054343,
            1.045881
        ],
        [
            79,
            40,
            39,
            79,
            40,
            39
        ],
        [
            33,
            16,
            17,
            33,
            16,
            17
        ],
        [
            46,
            24,
            22,
            46,
            24,
            22
        ],
        [
            41.772152,
            40,
            43.589744,
            41.772152,
            40,
            43.589744
        ],
        [
            2.554548,
            3.378081,
            1.555535,
            1.465354,
            1.581514,
            1.353493
        ],
        [
            223231,
            223231,
            72263,
            601841,
            601841,
            564978
        ],
        [
            -56872,
            -43987,
            -56872,
            -592431,
            -592431,
            -362404
        ],
        [
            72,
            80,
            64,
            72,
            80,
            64
        ],
        [
            104,
            106,
            103,
            104,
            106,
            103
        ],
        [
            49,
            62,
            34,
            49,
            62,
            34
        ],
        [
            5723,
            3206,
            2517,
            5723,
            3206,
            2517
        ],
        [
            0,
            0,
            659.601021,
            0,
            0,
            659.601021
        ],
        [
            0,
            0,
            2,
            0,
            0,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -21999,
            330026,
            -154000,
            -320972,
            -302019,
            -333020
        ]
    ]
}
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": 1552464000000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1759098328182,
    "expiration_time": 1723706784000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 163,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dema",
        "factors": {
            "length": 73,
            "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)