← Back to list  ·  Browse strategies →  ·  Learning hub →

Trade: WAVES/USDT/480/ZLMA/KCB/2247

Strategy
WAVES/USDT/480/ZLMA/KCB/2247
Pair
WAVES_USDT
Interval
8h
Score
384669
Daily Profit
0.268466
Profit Factor
2.129306
Profitability
44.680851
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 601322.6876 530756.9504 70565.7373 180923.8086 1416661.2221 -1235737.4136
Total P&L (%) 601.3227 530.757 70.5657 180.9238 1416.6612 -1235.7374
Avg Daily Profit (%) 0.3042 0.2685 0.0357 0.0523 0.1376 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -187078 -192068 -158646 -1491943 -918560 -1703150
Profit Factor 1.7385 2.1293 1.205 1.0355 1.6351 0.5685
Total Trades 93 47 46 93 47 46
Winning Trades 41 21 20 41 21 20
Losing Trades 52 26 26 52 26 26
Profitability (%) 44.086 44.6809 43.4783 44.086 44.6809 43.4783
Ratio Avg Win / Avg Loss 2.2049 2.6363 1.5665 1.3133 2.0244 0.739
Largest Winning Trade 250531 250531 53908 1044182 1044182 457243
Largest Losing Trade -59723 -54777 -59723 -872538 -500069 -872538
Avg Bars in Trades 61 72 50 61 72 50
Avg Bars in Winners 81 80 83 81 80 83
Avg Bars in Losers 45 65 25 45 65 25
Bars Traded 5721 3388 2333 5721 3388 2333
Profit Streak 0 0 645.9638 0 0 645.9638
Trades During Streak 0 0 2 0 0 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 366182 384669 -146106 -306641 -7773 -582282

Evaluation Data

{
    "trading_pair": "WAVES_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5931,
    "evaluation_days": 1977,
    "actual_first_datapoint_time": 1547798400000,
    "first_datapoint_time": 1551801600000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1758870471924,
    "expiration_time": 1723706784000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 140,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcb",
        "factors": {
            "length": 20,
            "offset": 0,
            "scalar": 4
        }
    }
}
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": [
        [
            601322.6876222569,
            530756.9503550311,
            70565.7372672259,
            180923.8085515098,
            1416661.2221140657,
            -1235737.4135625553
        ],
        [
            601.322688,
            530.75695,
            70.565737,
            180.923809,
            1416.661222,
            -1235.737414
        ],
        [
            0.304159,
            0.268466,
            0.035693,
            0.05226,
            0.137631,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -187078,
            -192068,
            -158646,
            -1491943,
            -918560,
            -1703150
        ],
        [
            1.738506,
            2.129306,
            1.204979,
            1.035513,
            1.635059,
            0.568496
        ],
        [
            93,
            47,
            46,
            93,
            47,
            46
        ],
        [
            41,
            21,
            20,
            41,
            21,
            20
        ],
        [
            52,
            26,
            26,
            52,
            26,
            26
        ],
        [
            44.086022,
            44.680851,
            43.478261,
            44.086022,
            44.680851,
            43.478261
        ],
        [
            2.204934,
            2.636284,
            1.566473,
            1.313334,
            2.024359,
            0.739045
        ],
        [
            250531,
            250531,
            53908,
            1044182,
            1044182,
            457243
        ],
        [
            -59723,
            -54777,
            -59723,
            -872538,
            -500069,
            -872538
        ],
        [
            61,
            72,
            50,
            61,
            72,
            50
        ],
        [
            81,
            80,
            83,
            81,
            80,
            83
        ],
        [
            45,
            65,
            25,
            45,
            65,
            25
        ],
        [
            5721,
            3388,
            2333,
            5721,
            3388,
            2333
        ],
        [
            0,
            0,
            645.963795,
            0,
            0,
            645.963795
        ],
        [
            0,
            0,
            2,
            0,
            0,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            366182,
            384669,
            -146106,
            -306641,
            -7773,
            -582282
        ]
    ]
}
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": 1551801600000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1758870471924,
    "expiration_time": 1723706784000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 140,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcb",
        "factors": {
            "length": 20,
            "offset": 0,
            "scalar": 4
        }
    }
}

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)