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Trade: WAVES/USDT/360/HMA/ZLMA/5963

Strategy
WAVES/USDT/360/HMA/ZLMA/5963
Pair
WAVES_USDT
Interval
6h
Score
551367
Daily Profit
0.202145
Profit Factor
4.350122
Profitability
52.777778
Streak
0.000000
Best Strategy
Training Data Length
1976.750000
Evaluation Time
2025-10-06 03:37
Expiration Time
2024-08-15 10:15

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 511317.7435 399589.2481 111728.4954 1854588.352 936868.4225 917719.9295
Total P&L (%) 511.3177 399.5892 111.7285 1854.5884 936.8684 917.7199
Avg Daily Profit (%) 0.2587 0.2021 0.0565 0.1505 0.1184 0.1174
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -73560 -43348 -160859 -468014 -203632 -432109
Profit Factor 2.4843 4.3501 1.4961 2.2926 2.7401 2.0238
Total Trades 71 36 35 71 36 35
Winning Trades 34 19 15 34 19 15
Losing Trades 37 17 20 37 17 20
Profitability (%) 47.8873 52.7778 42.8571 47.8873 52.7778 42.8571
Ratio Avg Win / Avg Loss 2.7035 3.8922 1.9948 2.4948 2.4517 2.6983
Largest Winning Trade 121793 121793 75957 418151 418151 401716
Largest Losing Trade -25835 -22819 -25835 -313098 -140368 -313098
Avg Bars in Trades 107 95 120 107 95 120
Avg Bars in Winners 175 141 217 175 141 217
Avg Bars in Losers 45 43 47 45 43 47
Bars Traded 7636 3426 4210 7636 3426 4210
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 -78825 551367 -117838 -80119 -28956 -34743
Evaluation Data
{
    "trading_pair": "WAVES_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7907,
    "evaluation_days": 1976.75,
    "actual_first_datapoint_time": 1547791200000,
    "first_datapoint_time": 1551657600000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1759711036165,
    "expiration_time": 1723706136000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hma",
        "factors": {
            "length": 41,
            "offset": 134
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 102,
            "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": [
        [
            511317.7434968387,
            399589.2480849269,
            111728.4954119122,
            1854588.35198633,
            936868.4225179141,
            917719.9294684163
        ],
        [
            511.317743,
            399.589248,
            111.728495,
            1854.588352,
            936.868423,
            917.719929
        ],
        [
            0.258666,
            0.202145,
            0.056521,
            0.1505,
            0.118385,
            0.117441
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -73560,
            -43348,
            -160859,
            -468014,
            -203632,
            -432109
        ],
        [
            2.484316,
            4.350122,
            1.49612,
            2.292564,
            2.740144,
            2.023752
        ],
        [
            71,
            36,
            35,
            71,
            36,
            35
        ],
        [
            34,
            19,
            15,
            34,
            19,
            15
        ],
        [
            37,
            17,
            20,
            37,
            17,
            20
        ],
        [
            47.887324,
            52.777778,
            42.857143,
            47.887324,
            52.777778,
            42.857143
        ],
        [
            2.70352,
            3.892215,
            1.994827,
            2.494849,
            2.451708,
            2.698336
        ],
        [
            121793,
            121793,
            75957,
            418151,
            418151,
            401716
        ],
        [
            -25835,
            -22819,
            -25835,
            -313098,
            -140368,
            -313098
        ],
        [
            107,
            95,
            120,
            107,
            95,
            120
        ],
        [
            175,
            141,
            217,
            175,
            141,
            217
        ],
        [
            45,
            43,
            47,
            45,
            43,
            47
        ],
        [
            7636,
            3426,
            4210,
            7636,
            3426,
            4210
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -78825,
            551367,
            -117838,
            -80119,
            -28956,
            -34743
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "WAVES_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7907,
    "evaluation_days": 1976.75,
    "actual_first_datapoint_time": 1547791200000,
    "first_datapoint_time": 1551657600000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1759711036165,
    "expiration_time": 1723706136000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hma",
        "factors": {
            "length": 41,
            "offset": 134
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 102,
            "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)