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Trade: WAVES/USDT/480/ZLMA/ZLMA/8755

Strategy
WAVES/USDT/480/ZLMA/ZLMA/8755
Pair
WAVES_USDT
Interval
8h
Score
455919
Daily Profit
0.361823
Profit Factor
1.559446
Profitability
44.402985
Streak
509.327021
Best Strategy
Training Data Length
1977.000000
Evaluation Time
2025-10-06 02:50
Expiration Time
2024-08-15 10:26

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 715324.3459 585707.6425 129616.7035 648737.6797 4923726.5764 -4274988.8967
Total P&L (%) 715.3243 585.7076 129.6167 648.7377 4923.7266 -4274.9889
Avg Daily Profit (%) 0.3618 0.2963 0.0656 0.1019 0.1983 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -163240 -163968 -138568 -13046324 -7418588 -8969392
Profit Factor 1.5594 1.8646 1.2156 1.0203 1.338 0.7552
Total Trades 268 134 134 268 134 134
Winning Trades 119 55 64 119 55 64
Losing Trades 149 79 70 149 79 70
Profitability (%) 44.403 41.0448 47.7612 44.403 41.0448 47.7612
Ratio Avg Win / Avg Loss 1.9526 2.6783 1.3296 1.2775 1.9219 0.826
Largest Winning Trade 165009 165009 63255 3926813 3926813 3731906
Largest Losing Trade -55346 -48712 -55346 -2455847 -1624659 -2455847
Avg Bars in Trades 21 23 19 21 23 19
Avg Bars in Winners 30 32 28 30 32 28
Avg Bars in Losers 15 17 12 15 17 12
Bars Traded 5838 3163 2675 5838 3163 2675
Profit Streak 509.327 512.327 509.327 509.327 512.327 509.327
Trades During Streak 2 1 1 2 1 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 455919 344875 -106029 -254330 238720 -580985
Evaluation Data
{
    "trading_pair": "WAVES_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5931,
    "evaluation_days": 1977,
    "actual_first_datapoint_time": 1547798400000,
    "first_datapoint_time": 1549267200000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1759708254586,
    "expiration_time": 1723706784000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 52,
            "offset": 0
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 37,
            "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": [
        [
            715324.345946081,
            585707.6424910149,
            129616.7034550658,
            648737.6796999897,
            4923726.576357662,
            -4274988.89665767
        ],
        [
            715.324346,
            585.707642,
            129.616703,
            648.73768,
            4923.726576,
            -4274.988897
        ],
        [
            0.361823,
            0.296261,
            0.065562,
            0.101884,
            0.198313,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -163240,
            -163968,
            -138568,
            -13046324,
            -7418588,
            -8969392
        ],
        [
            1.559446,
            1.864609,
            1.215595,
            1.020253,
            1.338022,
            0.755231
        ],
        [
            268,
            134,
            134,
            268,
            134,
            134
        ],
        [
            119,
            55,
            64,
            119,
            55,
            64
        ],
        [
            149,
            79,
            70,
            149,
            79,
            70
        ],
        [
            44.402985,
            41.044776,
            47.761194,
            44.402985,
            41.044776,
            47.761194
        ],
        [
            1.952583,
            2.678256,
            1.329557,
            1.27746,
            1.921886,
            0.826034
        ],
        [
            165009,
            165009,
            63255,
            3926813,
            3926813,
            3731906
        ],
        [
            -55346,
            -48712,
            -55346,
            -2455847,
            -1624659,
            -2455847
        ],
        [
            21,
            23,
            19,
            21,
            23,
            19
        ],
        [
            30,
            32,
            28,
            30,
            32,
            28
        ],
        [
            15,
            17,
            12,
            15,
            17,
            12
        ],
        [
            5838,
            3163,
            2675,
            5838,
            3163,
            2675
        ],
        [
            509.327021,
            512.327021,
            509.327021,
            509.327021,
            512.327021,
            509.327021
        ],
        [
            2,
            1,
            1,
            2,
            1,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            455919,
            344875,
            -106029,
            -254330,
            238720,
            -580985
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "WAVES_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5931,
    "evaluation_days": 1977,
    "actual_first_datapoint_time": 1547798400000,
    "first_datapoint_time": 1549267200000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1759708254586,
    "expiration_time": 1723706784000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 52,
            "offset": 0
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 37,
            "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)