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Trade: WAVES/USDT/60/RMA/ZLMA/9155

Strategy
WAVES/USDT/60/RMA/ZLMA/9155
Pair
WAVES_USDT
Interval
1h
Score
407933
Daily Profit
0.373750
Profit Factor
1.553635
Profitability
54.814815
Streak
0.000000
Best Strategy
Training Data Length
577.080000
Evaluation Time
2025-10-11 07:48
Expiration Time
2024-07-28 18:12

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 215683.6285 127789.3553 87894.2732 280321.5777 91669.7123 188651.8654
Total P&L (%) 215.6836 127.7894 87.8943 280.3216 91.6697 188.6519
Avg Daily Profit (%) 0.3738 0.2214 0.1523 0.2318 0.1128 0.1839
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -66374 -68855 -43354 -365273 -389941 -79037
Profit Factor 1.5536 1.5334 1.5859 1.2587 1.1265 1.5257
Total Trades 135 68 67 135 68 67
Winning Trades 74 38 36 74 38 36
Losing Trades 61 30 31 61 30 31
Profitability (%) 54.8148 55.8824 53.7313 54.8148 55.8824 53.7313
Ratio Avg Win / Avg Loss 1.2807 1.2106 1.3656 1.0375 0.8893 1.3138
Largest Winning Trade 78915 78915 29162 303414 303414 88530
Largest Losing Trade -22562 -22562 -20005 -132236 -132236 -49322
Avg Bars in Trades 98 91 104 98 91 104
Avg Bars in Winners 85 83 87 85 83 87
Avg Bars in Losers 113 102 123 113 102 123
Bars Traded 13256 6251 7005 13256 6251 7005
Profit Streak 0 0 510.7419 0 0 510.7419
Trades During Streak 0 0 3 0 0 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 407933 -99493 -106206 299348 -234295 -106304
Evaluation Data
{
    "trading_pair": "WAVES_USDT",
    "interval": "1h",
    "packets": 25000,
    "actual_packets": 13850,
    "evaluation_days": 577.08,
    "actual_first_datapoint_time": 1668729600000,
    "first_datapoint_time": 1669460400000,
    "last_datapoint_time": 1718589600000,
    "evaluation_time": 1760158103798,
    "expiration_time": 1722179520000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "rma",
        "factors": {
            "length": 30,
            "offset": 0
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 204,
            "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": [
        [
            215683.6285399526,
            127789.3553403142,
            87894.2731996385,
            280321.5776541773,
            91669.7122633577,
            188651.8653908195
        ],
        [
            215.683629,
            127.789355,
            87.894273,
            280.321578,
            91.669712,
            188.651865
        ],
        [
            0.37375,
            0.221441,
            0.152309,
            0.231752,
            0.112804,
            0.183861
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -66374,
            -68855,
            -43354,
            -365273,
            -389941,
            -79037
        ],
        [
            1.553635,
            1.533447,
            1.58587,
            1.258666,
            1.126461,
            1.525732
        ],
        [
            135,
            68,
            67,
            135,
            68,
            67
        ],
        [
            74,
            38,
            36,
            74,
            38,
            36
        ],
        [
            61,
            30,
            31,
            61,
            30,
            31
        ],
        [
            54.814815,
            55.882353,
            53.731343,
            54.814815,
            55.882353,
            53.731343
        ],
        [
            1.280699,
            1.210616,
            1.36561,
            1.037549,
            0.889311,
            1.313825
        ],
        [
            78915,
            78915,
            29162,
            303414,
            303414,
            88530
        ],
        [
            -22562,
            -22562,
            -20005,
            -132236,
            -132236,
            -49322
        ],
        [
            98,
            91,
            104,
            98,
            91,
            104
        ],
        [
            85,
            83,
            87,
            85,
            83,
            87
        ],
        [
            113,
            102,
            123,
            113,
            102,
            123
        ],
        [
            13256,
            6251,
            7005,
            13256,
            6251,
            7005
        ],
        [
            0,
            0,
            510.741942,
            0,
            0,
            510.741942
        ],
        [
            0,
            0,
            3,
            0,
            0,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            407933,
            -99493,
            -106206,
            299348,
            -234295,
            -106304
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "WAVES_USDT",
    "interval": "1h",
    "packets": 25000,
    "actual_packets": 13850,
    "evaluation_days": 577.08,
    "actual_first_datapoint_time": 1668729600000,
    "first_datapoint_time": 1669460400000,
    "last_datapoint_time": 1718589600000,
    "evaluation_time": 1760158103798,
    "expiration_time": 1722179520000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "rma",
        "factors": {
            "length": 30,
            "offset": 0
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 204,
            "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)