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Trade: WAVES/USDT/120/MIDPOINT/ZLMA/4591

Strategy
WAVES/USDT/120/MIDPOINT/ZLMA/4591
Pair
WAVES_USDT
Interval
2h
Score
423874
Daily Profit
0.290959
Profit Factor
1.934487
Profitability
50.000000
Streak
0.000000
Best Strategy
Training Data Length
1618.000000
Evaluation Time
2025-10-10 02:33
Expiration Time
2024-08-14 10:57

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 471872.2147 470772.0975 1100.1171 127484.1117 408660.5512 -281176.4395
Total P&L (%) 471.8722 470.7721 1.1001 127.4841 408.6606 -281.1764
Avg Daily Profit (%) 0.2916 0.291 0.0007 0.0508 0.1006 0
Buy And Hold Return (%) 23.3521 23.3521 23.3521 23.3521 23.3521 23.3521
Max Trade Drawdown -168711 -194735 -89387 -1531838 -1569005 -901126
Profit Factor 1.4705 1.9345 1.0022 1.0197 1.116 0.9049
Total Trades 191 96 95 191 96 95
Winning Trades 93 48 45 93 48 45
Losing Trades 98 48 50 98 48 50
Profitability (%) 48.6911 50 47.3684 48.6911 50 47.3684
Ratio Avg Win / Avg Loss 1.5496 1.9345 1.1136 1.0745 1.116 1.0054
Largest Winning Trade 167794 167794 66189 1038843 1038843 505831
Largest Losing Trade -51633 -46862 -51633 -673971 -673971 -451430
Avg Bars in Trades 99 84 115 99 84 115
Avg Bars in Winners 110 86 136 110 86 136
Avg Bars in Losers 88 81 95 88 81 95
Bars Traded 19023 8073 10950 19023 8073 10950
Profit Streak 0 0 509.5649 0 0 509.5649
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 400767 423874 -576520 -324473 -151911 -579851
Evaluation Data
{
    "trading_pair": "WAVES_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 19416,
    "evaluation_days": 1618,
    "actual_first_datapoint_time": 1578729600000,
    "first_datapoint_time": 1580155200000,
    "last_datapoint_time": 1718589600000,
    "evaluation_time": 1760052810272,
    "expiration_time": 1723622227200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "midpoint",
        "factors": {
            "length": 191,
            "offset": 0
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 199,
            "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": [
        [
            471872.2146563213,
            470772.0975410971,
            1100.1171152245,
            127484.1116951541,
            408660.5512412875,
            -281176.4395461332
        ],
        [
            471.872215,
            470.772098,
            1.100117,
            127.484112,
            408.660551,
            -281.17644
        ],
        [
            0.291639,
            0.290959,
            0.00068,
            0.050811,
            0.100583,
            0
        ],
        [
            23.352058,
            23.352058,
            23.352058,
            23.352058,
            23.352058,
            23.352058
        ],
        [
            -168711,
            -194735,
            -89387,
            -1531838,
            -1569005,
            -901126
        ],
        [
            1.470522,
            1.934487,
            1.002204,
            1.01968,
            1.116009,
            0.904852
        ],
        [
            191,
            96,
            95,
            191,
            96,
            95
        ],
        [
            93,
            48,
            45,
            93,
            48,
            45
        ],
        [
            98,
            48,
            50,
            98,
            48,
            50
        ],
        [
            48.691099,
            50,
            47.368421,
            48.691099,
            50,
            47.368421
        ],
        [
            1.549583,
            1.934487,
            1.11356,
            1.074502,
            1.116009,
            1.005391
        ],
        [
            167794,
            167794,
            66189,
            1038843,
            1038843,
            505831
        ],
        [
            -51633,
            -46862,
            -51633,
            -673971,
            -673971,
            -451430
        ],
        [
            99,
            84,
            115,
            99,
            84,
            115
        ],
        [
            110,
            86,
            136,
            110,
            86,
            136
        ],
        [
            88,
            81,
            95,
            88,
            81,
            95
        ],
        [
            19023,
            8073,
            10950,
            19023,
            8073,
            10950
        ],
        [
            0,
            0,
            509.564934,
            0,
            0,
            509.564934
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            400767,
            423874,
            -576520,
            -324473,
            -151911,
            -579851
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "WAVES_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 19416,
    "evaluation_days": 1618,
    "actual_first_datapoint_time": 1578729600000,
    "first_datapoint_time": 1580155200000,
    "last_datapoint_time": 1718589600000,
    "evaluation_time": 1760052810272,
    "expiration_time": 1723622227200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midpoint",
        "factors": {
            "length": 191,
            "offset": 0
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 199,
            "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)