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Trade: WAVES/USDT/720/TEMA/ZLMA/9649

Strategy
WAVES/USDT/720/TEMA/ZLMA/9649
Pair
WAVES_USDT
Interval
12h
Score
546468
Daily Profit
0.374720
Profit Factor
3.227276
Profitability
48.648649
Streak
0.000000
Best Strategy
Training Data Length
1977.500000
Evaluation Time
2025-10-09 13:13
Expiration Time
2024-08-15 10:48

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 958484.2078 741008.0339 217476.1738 7597011.0375 1212077.4811 6384933.5564
Total P&L (%) 958.4842 741.008 217.4762 7597.011 1212.0775 6384.9336
Avg Daily Profit (%) 0.4847 0.3747 0.11 0.2199 0.1303 0.2112
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -102532 -88028 -77674 -3895601 -3895601 -3606983
Profit Factor 2.6592 3.2273 1.8878 1.4427 1.1043 2.1516
Total Trades 73 37 36 73 37 36
Winning Trades 36 18 18 36 18 18
Losing Trades 37 19 18 37 19 18
Profitability (%) 49.3151 48.6486 50 49.3151 48.6486 50
Ratio Avg Win / Avg Loss 2.7331 3.4066 1.8878 1.4827 1.1657 2.1516
Largest Winning Trade 263215 263215 73618 3415884 3415884 2923513
Largest Losing Trade -54835 -54835 -41659 -3895601 -3895601 -3353055
Avg Bars in Trades 52 55 48 52 55 48
Avg Bars in Winners 72 70 73 72 70 73
Avg Bars in Losers 33 41 23 33 41 23
Bars Traded 3815 2071 1744 3815 2071 1744
Profit Streak 0 0 656.4259 0 0 656.4259
Trades During Streak 0 0 2 0 0 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -61000 546468 -41633 -67380 -124997 474540
Evaluation Data
{
    "trading_pair": "WAVES_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3955,
    "evaluation_days": 1977.5,
    "actual_first_datapoint_time": 1547769600000,
    "first_datapoint_time": 1551916800000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1760004795754,
    "expiration_time": 1723708080000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "tema",
        "factors": {
            "length": 97,
            "offset": 0
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 39,
            "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": [
        [
            958484.2077637422,
            741008.033946958,
            217476.1738167843,
            7597011.037529101,
            1212077.4810905997,
            6384933.556438502
        ],
        [
            958.484208,
            741.008034,
            217.476174,
            7597.011038,
            1212.077481,
            6384.933556
        ],
        [
            0.484695,
            0.37472,
            0.109975,
            0.219883,
            0.130259,
            0.2112
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -102532,
            -88028,
            -77674,
            -3895601,
            -3895601,
            -3606983
        ],
        [
            2.659245,
            3.227276,
            1.887782,
            1.442655,
            1.104328,
            2.151594
        ],
        [
            73,
            37,
            36,
            73,
            37,
            36
        ],
        [
            36,
            18,
            18,
            36,
            18,
            18
        ],
        [
            37,
            19,
            18,
            37,
            19,
            18
        ],
        [
            49.315068,
            48.648649,
            50,
            49.315068,
            48.648649,
            50
        ],
        [
            2.733113,
            3.406569,
            1.887782,
            1.482729,
            1.16568,
            2.151594
        ],
        [
            263215,
            263215,
            73618,
            3415884,
            3415884,
            2923513
        ],
        [
            -54835,
            -54835,
            -41659,
            -3895601,
            -3895601,
            -3353055
        ],
        [
            52,
            55,
            48,
            52,
            55,
            48
        ],
        [
            72,
            70,
            73,
            72,
            70,
            73
        ],
        [
            33,
            41,
            23,
            33,
            41,
            23
        ],
        [
            3815,
            2071,
            1744,
            3815,
            2071,
            1744
        ],
        [
            0,
            0,
            656.425877,
            0,
            0,
            656.425877
        ],
        [
            0,
            0,
            2,
            0,
            0,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -61000,
            546468,
            -41633,
            -67380,
            -124997,
            474540
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "WAVES_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3955,
    "evaluation_days": 1977.5,
    "actual_first_datapoint_time": 1547769600000,
    "first_datapoint_time": 1551916800000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1760004795754,
    "expiration_time": 1723708080000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "tema",
        "factors": {
            "length": 97,
            "offset": 0
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 39,
            "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)