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Trade: WAVES/USDT/720/ZLMA/PSAR/1587

Strategy
WAVES/USDT/720/ZLMA/PSAR/1587
Pair
WAVES_USDT
Interval
12h
Score
316785
Daily Profit
0.157658
Profit Factor
1.483971
Profitability
52.941176
Streak
0.000000
Best Strategy
Training Data Length
1977.500000
Evaluation Time
2025-10-03 21:36
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 243086.3156 311769.5855 -68683.2698 -87130.042 -59249.4284 -27880.6135
Total P&L (%) 243.0863 311.7696 -68.6833 -87.13 -59.2494 -27.8806
Avg Daily Profit (%) 0.1229 0.1577 -0.0347 -0.1036 -0.0454 -0.0165
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -133726 -141882 -247297 -122724 -113030 -107069
Profit Factor 1.2088 1.484 0.868 0.8368 0.8215 0.8619
Total Trades 170 85 85 170 85 85
Winning Trades 92 45 47 92 45 47
Losing Trades 78 40 38 78 40 38
Profitability (%) 54.1176 52.9412 55.2941 54.1176 52.9412 55.2941
Ratio Avg Win / Avg Loss 1.0248 1.3191 0.7018 0.7095 0.7302 0.6969
Largest Winning Trade 151277 151277 62569 41785 41785 36161
Largest Losing Trade -53139 -44401 -53139 -41717 -41717 -21386
Avg Bars in Trades 22 25 18 22 25 18
Avg Bars in Winners 21 23 19 21 23 19
Avg Bars in Losers 22 28 17 22 28 17
Bars Traded 3765 2208 1557 3765 2208 1557
Profit Streak 0 0 0 0 0 0
Trades During Streak 0 0 0 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -27676 316785 -580140 -579075 -580445 -580140
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": 1554811200000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1759516561913,
    "expiration_time": 1723708080000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 164,
            "offset": 0
        }
    },
    "second_band": {
        "type": "psar",
        "factors": {
            "length": 0,
            "offset": 0,
            "af": 0,
            "af0": 0,
            "max_af": 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": [
        [
            243086.3156252572,
            311769.5854578296,
            -68683.2698325724,
            -87130.0419630539,
            -59249.4284451244,
            -27880.6135179296
        ],
        [
            243.086316,
            311.769585,
            -68.68327,
            -87.130042,
            -59.249428,
            -27.880614
        ],
        [
            0.122926,
            0.157658,
            -0.034732,
            -0.103626,
            -0.045385,
            -0.016527
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -133726,
            -141882,
            -247297,
            -122724,
            -113030,
            -107069
        ],
        [
            1.208769,
            1.483971,
            0.867965,
            0.836807,
            0.82152,
            0.861938
        ],
        [
            170,
            85,
            85,
            170,
            85,
            85
        ],
        [
            92,
            45,
            47,
            92,
            45,
            47
        ],
        [
            78,
            40,
            38,
            78,
            40,
            38
        ],
        [
            54.117647,
            52.941176,
            55.294118,
            54.117647,
            52.941176,
            55.294118
        ],
        [
            1.024825,
            1.319085,
            0.701759,
            0.709467,
            0.73024,
            0.696886
        ],
        [
            151277,
            151277,
            62569,
            41785,
            41785,
            36161
        ],
        [
            -53139,
            -44401,
            -53139,
            -41717,
            -41717,
            -21386
        ],
        [
            22,
            25,
            18,
            22,
            25,
            18
        ],
        [
            21,
            23,
            19,
            21,
            23,
            19
        ],
        [
            22,
            28,
            17,
            22,
            28,
            17
        ],
        [
            3765,
            2208,
            1557,
            3765,
            2208,
            1557
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -27676,
            316785,
            -580140,
            -579075,
            -580445,
            -580140
        ]
    ]
}
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": 1554811200000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1759516561913,
    "expiration_time": 1723708080000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 164,
            "offset": 0
        }
    },
    "second_band": {
        "type": "psar",
        "factors": {
            "length": 0,
            "offset": 0,
            "af": 0,
            "af0": 0,
            "max_af": 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)