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Trade: WAVES/USDT/120/RMA/ZLMA/8573

Strategy
WAVES/USDT/120/RMA/ZLMA/8573
Pair
WAVES_USDT
Interval
2h
Score
461830
Daily Profit
0.234707
Profit Factor
2.172572
Profitability
51.219512
Streak
542.170965
Best Strategy
Training Data Length
1618.000000
Evaluation Time
2025-09-29 05:06
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 311114.7965 379755.73 -68640.9334 -19915.2073 7637.6146 -27552.822
Total P&L (%) 311.1148 379.7557 -68.6409 -19.9152 7.6376 -27.5528
Avg Daily Profit (%) 0.1923 0.2347 -0.0424 -0.0137 0.0045 -0.0199
Buy And Hold Return (%) 23.2814 23.2814 23.2814 23.2814 23.2814 23.2814
Max Trade Drawdown -128872 -126561 -167066 -214372 -184195 -105232
Profit Factor 1.4699 2.1726 0.797 0.97 1.0204 0.9044
Total Trades 81 41 40 81 41 40
Winning Trades 37 21 16 37 21 16
Losing Trades 44 20 24 44 20 24
Profitability (%) 45.679 51.2195 40 45.679 51.2195 40
Ratio Avg Win / Avg Loss 1.748 2.0691 1.1955 1.1535 0.9718 1.3566
Largest Winning Trade 160745 160745 61870 97612 78880 97612
Largest Losing Trade -53900 -52180 -53900 -101570 -101570 -59390
Avg Bars in Trades 233 223 244 233 223 244
Avg Bars in Winners 359 330 397 359 330 397
Avg Bars in Losers 128 111 142 128 111 142
Bars Traded 18938 9155 9783 18938 9155 9783
Profit Streak 542.171 542.171 550.5043 542.171 542.171 550.5043
Trades During Streak 2 1 1 2 1 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -7210 461830 -582388 -596109 -551518 -582388
Evaluation Data
{
    "trading_pair": "WAVES_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 19416,
    "evaluation_days": 1618,
    "actual_first_datapoint_time": 1578729600000,
    "first_datapoint_time": 1580119200000,
    "last_datapoint_time": 1718589600000,
    "evaluation_time": 1759111571349,
    "expiration_time": 1723622227200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "rma",
        "factors": {
            "length": 55,
            "offset": 0
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 194,
            "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": [
        [
            311114.7965347311,
            379755.7299832898,
            -68640.9334485588,
            -19915.2073334144,
            7637.6146374998,
            -27552.8219709143
        ],
        [
            311.114797,
            379.75573,
            -68.640933,
            -19.915207,
            7.637615,
            -27.552822
        ],
        [
            0.192284,
            0.234707,
            -0.042423,
            -0.013725,
            0.004549,
            -0.019918
        ],
        [
            23.281393,
            23.281393,
            23.281393,
            23.281393,
            23.281393,
            23.281393
        ],
        [
            -128872,
            -126561,
            -167066,
            -214372,
            -184195,
            -105232
        ],
        [
            1.469936,
            2.172572,
            0.797023,
            0.969961,
            1.020379,
            0.9044
        ],
        [
            81,
            41,
            40,
            81,
            41,
            40
        ],
        [
            37,
            21,
            16,
            37,
            21,
            16
        ],
        [
            44,
            20,
            24,
            44,
            20,
            24
        ],
        [
            45.679012,
            51.219512,
            40,
            45.679012,
            51.219512,
            40
        ],
        [
            1.748031,
            2.069116,
            1.195535,
            1.153467,
            0.97179,
            1.3566
        ],
        [
            160745,
            160745,
            61870,
            97612,
            78880,
            97612
        ],
        [
            -53900,
            -52180,
            -53900,
            -101570,
            -101570,
            -59390
        ],
        [
            233,
            223,
            244,
            233,
            223,
            244
        ],
        [
            359,
            330,
            397,
            359,
            330,
            397
        ],
        [
            128,
            111,
            142,
            128,
            111,
            142
        ],
        [
            18938,
            9155,
            9783,
            18938,
            9155,
            9783
        ],
        [
            542.170965,
            542.170965,
            550.504298,
            542.170965,
            542.170965,
            550.504298
        ],
        [
            2,
            1,
            1,
            2,
            1,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -7210,
            461830,
            -582388,
            -596109,
            -551518,
            -582388
        ]
    ]
}
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": 1580119200000,
    "last_datapoint_time": 1718589600000,
    "evaluation_time": 1759111571349,
    "expiration_time": 1723622227200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "rma",
        "factors": {
            "length": 55,
            "offset": 0
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 194,
            "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)