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Trade: WAVES/USDT/240/TEMA/ZLMA/4701

Strategy
WAVES/USDT/240/TEMA/ZLMA/4701
Pair
WAVES_USDT
Interval
4h
Score
405709
Daily Profit
0.267377
Profit Factor
1.603741
Profitability
48.245614
Streak
0.000000
Best Strategy
Training Data Length
1976.000000
Evaluation Time
2025-10-01 04:03
Expiration Time
2024-08-15 09:43

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 528336.9647 481196.7924 47140.1723 50204.2497 4209243.741 -4159039.4913
Total P&L (%) 528.337 481.1968 47.1402 50.2043 4209.2437 -4159.0395
Avg Daily Profit (%) 0.2674 0.2435 0.0239 0.0206 0.1906 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -255019 -210585 -163727 -3635690 -1581848 -4756922
Profit Factor 1.6037 2.0326 1.1152 1.0047 2.2389 0.421
Total Trades 114 57 57 114 57 57
Winning Trades 55 25 30 55 25 30
Losing Trades 59 32 27 59 32 27
Profitability (%) 48.2456 43.8596 52.6316 48.2456 43.8596 52.6316
Ratio Avg Win / Avg Loss 1.7204 2.6017 1.0037 1.0778 2.8658 0.3789
Largest Winning Trade 161135 161135 50300 1448061 1448061 1109781
Largest Losing Trade -72132 -72132 -61287 -2002750 -668334 -2002750
Avg Bars in Trades 101 107 94 101 107 94
Avg Bars in Winners 126 138 116 126 138 116
Avg Bars in Losers 77 84 70 77 84 70
Bars Traded 11524 6150 5374 11524 6150 5374
Profit Streak 0 0 650.2106 0 0 650.2106
Trades During Streak 0 0 2 0 0 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 405709 -170587 -435115 -382359 -170224 -759534
Evaluation Data
{
    "trading_pair": "WAVES_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11856,
    "evaluation_days": 1976,
    "actual_first_datapoint_time": 1547798400000,
    "first_datapoint_time": 1550692800000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1759280597196,
    "expiration_time": 1723704192000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "tema",
        "factors": {
            "length": 202,
            "offset": 0
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 84,
            "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": [
        [
            528336.9646541377,
            481196.792383576,
            47140.1722705613,
            50204.2496760307,
            4209243.740996513,
            -4159039.491320484
        ],
        [
            528.336965,
            481.196792,
            47.140172,
            50.20425,
            4209.243741,
            -4159.039491
        ],
        [
            0.267377,
            0.243521,
            0.023856,
            0.02059,
            0.190634,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -255019,
            -210585,
            -163727,
            -3635690,
            -1581848,
            -4756922
        ],
        [
            1.603741,
            2.032587,
            1.115231,
            1.004745,
            2.238912,
            0.421038
        ],
        [
            114,
            57,
            57,
            114,
            57,
            57
        ],
        [
            55,
            25,
            30,
            55,
            25,
            30
        ],
        [
            59,
            32,
            27,
            59,
            32,
            27
        ],
        [
            48.245614,
            43.859649,
            52.631579,
            48.245614,
            43.859649,
            52.631579
        ],
        [
            1.720377,
            2.601711,
            1.003708,
            1.077817,
            2.865808,
            0.378934
        ],
        [
            161135,
            161135,
            50300,
            1448061,
            1448061,
            1109781
        ],
        [
            -72132,
            -72132,
            -61287,
            -2002750,
            -668334,
            -2002750
        ],
        [
            101,
            107,
            94,
            101,
            107,
            94
        ],
        [
            126,
            138,
            116,
            126,
            138,
            116
        ],
        [
            77,
            84,
            70,
            77,
            84,
            70
        ],
        [
            11524,
            6150,
            5374,
            11524,
            6150,
            5374
        ],
        [
            0,
            0,
            650.210616,
            0,
            0,
            650.210616
        ],
        [
            0,
            0,
            2,
            0,
            0,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            405709,
            -170587,
            -435115,
            -382359,
            -170224,
            -759534
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "WAVES_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11856,
    "evaluation_days": 1976,
    "actual_first_datapoint_time": 1547798400000,
    "first_datapoint_time": 1550692800000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1759280597196,
    "expiration_time": 1723704192000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "tema",
        "factors": {
            "length": 202,
            "offset": 0
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 84,
            "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)