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Trade: WAVES/USDT/60/EMA/ZLMA/9820

Strategy
WAVES/USDT/60/EMA/ZLMA/9820
Pair
WAVES_USDT
Interval
1h
Score
557040
Daily Profit
0.534105
Profit Factor
2.184067
Profitability
57.425743
Streak
0.000000
Best Strategy
Training Data Length
577.080000
Evaluation Time
2025-10-03 08:06
Expiration Time
2024-07-28 18:12

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 308221.4349 178752.7234 129468.7115 806682.9069 309158.4837 497524.4232
Total P&L (%) 308.2214 178.7527 129.4687 806.6829 309.1585 497.5244
Avg Daily Profit (%) 0.5341 0.3098 0.2244 0.3828 0.2444 0.3103
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -57759 -49191 -30932 -389381 -483553 -139649
Profit Factor 2.1841 2.0923 2.3394 1.6333 1.3632 2.1772
Total Trades 101 51 50 101 51 50
Winning Trades 58 27 31 58 27 31
Losing Trades 43 24 19 43 24 19
Profitability (%) 57.4257 52.9412 62 57.4257 52.9412 62
Ratio Avg Win / Avg Loss 1.6192 1.8599 1.4338 1.2109 1.2117 1.3344
Largest Winning Trade 84112 84112 30695 491162 491162 230717
Largest Losing Trade -22978 -22978 -17841 -238632 -238632 -112104
Avg Bars in Trades 131 123 138 131 123 138
Avg Bars in Winners 138 125 149 138 125 149
Avg Bars in Losers 121 121 121 121 121 121
Bars Traded 13256 6315 6941 13256 6315 6941
Profit Streak 0 0 502.7959 0 0 502.7959
Trades During Streak 0 0 2 0 0 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 557040 -167526 -166756 447208 -171593 -166335
Evaluation Data
{
    "trading_pair": "WAVES_USDT",
    "interval": "1h",
    "packets": 25000,
    "actual_packets": 13850,
    "evaluation_days": 577.08,
    "actual_first_datapoint_time": 1668729600000,
    "first_datapoint_time": 1669521600000,
    "last_datapoint_time": 1718589600000,
    "evaluation_time": 1759467965630,
    "expiration_time": 1722179520000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "ema",
        "factors": {
            "length": 75,
            "offset": 0
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 221,
            "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": [
        [
            308221.4348783951,
            178752.7234037053,
            129468.7114746899,
            806682.9069282989,
            309158.4836912579,
            497524.4232370415
        ],
        [
            308.221435,
            178.752723,
            129.468711,
            806.682907,
            309.158484,
            497.524423
        ],
        [
            0.534105,
            0.309754,
            0.224351,
            0.382761,
            0.244447,
            0.310251
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -57759,
            -49191,
            -30932,
            -389381,
            -483553,
            -139649
        ],
        [
            2.184067,
            2.092335,
            2.339359,
            1.633282,
            1.363207,
            2.177231
        ],
        [
            101,
            51,
            50,
            101,
            51,
            50
        ],
        [
            58,
            27,
            31,
            58,
            27,
            31
        ],
        [
            43,
            24,
            19,
            43,
            24,
            19
        ],
        [
            57.425743,
            52.941176,
            62,
            57.425743,
            52.941176,
            62
        ],
        [
            1.619222,
            1.859853,
            1.433801,
            1.210882,
            1.21174,
            1.334432
        ],
        [
            84112,
            84112,
            30695,
            491162,
            491162,
            230717
        ],
        [
            -22978,
            -22978,
            -17841,
            -238632,
            -238632,
            -112104
        ],
        [
            131,
            123,
            138,
            131,
            123,
            138
        ],
        [
            138,
            125,
            149,
            138,
            125,
            149
        ],
        [
            121,
            121,
            121,
            121,
            121,
            121
        ],
        [
            13256,
            6315,
            6941,
            13256,
            6315,
            6941
        ],
        [
            0,
            0,
            502.795898,
            0,
            0,
            502.795898
        ],
        [
            0,
            0,
            2,
            0,
            0,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            557040,
            -167526,
            -166756,
            447208,
            -171593,
            -166335
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "WAVES_USDT",
    "interval": "1h",
    "packets": 25000,
    "actual_packets": 13850,
    "evaluation_days": 577.08,
    "actual_first_datapoint_time": 1668729600000,
    "first_datapoint_time": 1669521600000,
    "last_datapoint_time": 1718589600000,
    "evaluation_time": 1759467965630,
    "expiration_time": 1722179520000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ema",
        "factors": {
            "length": 75,
            "offset": 0
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 221,
            "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)