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Trade: WAVES/USDT/120/PWMA/ZLMA/4352

Strategy
WAVES/USDT/120/PWMA/ZLMA/4352
Pair
WAVES_USDT
Interval
2h
Score
491731
Daily Profit
0.517074
Profit Factor
2.163543
Profitability
44.385027
Streak
0.000000
Best Strategy
Training Data Length
1618.000000
Evaluation Time
2025-09-29 21:11
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 836625.4216 682540.2084 154085.2132 9132199.1431 3557391.8144 5574807.3287
Total P&L (%) 836.6254 682.5402 154.0852 9132.1991 3557.3918 5574.8073
Avg Daily Profit (%) 0.5171 0.4218 0.0952 0.2801 0.2227 0.2499
Buy And Hold Return (%) 21.4995 21.4995 21.4995 21.4995 21.4995 21.4995
Max Trade Drawdown -90060 -102690 -66100 -5146700 -4852476 -5071333
Profit Factor 2.1635 2.7685 1.4626 1.3212 1.2246 1.4427
Total Trades 187 94 93 187 94 93
Winning Trades 83 43 40 83 43 40
Losing Trades 104 51 53 104 51 53
Profitability (%) 44.385 45.7447 43.0108 44.385 45.7447 43.0108
Ratio Avg Win / Avg Loss 2.7109 3.2835 1.938 1.6555 1.4524 1.9116
Largest Winning Trade 156383 156383 69892 3311436 3311436 2457910
Largest Losing Trade -39121 -30015 -39121 -1863222 -1236368 -1863222
Avg Bars in Trades 101 97 105 101 97 105
Avg Bars in Winners 163 161 165 163 161 165
Avg Bars in Losers 52 44 59 52 44 59
Bars Traded 18995 9207 9788 18995 9207 9788
Profit Streak 0 0 492.008 0 0 492.008
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 491731 477324 -66081 318322 212286 291306
Evaluation Data
{
    "trading_pair": "WAVES_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 19416,
    "evaluation_days": 1618,
    "actual_first_datapoint_time": 1578729600000,
    "first_datapoint_time": 1580248800000,
    "last_datapoint_time": 1718589600000,
    "evaluation_time": 1759169491965,
    "expiration_time": 1723622227200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 164,
            "offset": 0
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 212,
            "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": [
        [
            836625.4216328294,
            682540.2084179895,
            154085.2132148398,
            9132199.14309196,
            3557391.814386616,
            5574807.328705349
        ],
        [
            836.625422,
            682.540208,
            154.085213,
            9132.199143,
            3557.391814,
            5574.807329
        ],
        [
            0.517074,
            0.421842,
            0.095232,
            0.280075,
            0.222703,
            0.249918
        ],
        [
            21.499548,
            21.499548,
            21.499548,
            21.499548,
            21.499548,
            21.499548
        ],
        [
            -90060,
            -102690,
            -66100,
            -5146700,
            -4852476,
            -5071333
        ],
        [
            2.163543,
            2.768466,
            1.462604,
            1.321205,
            1.224608,
            1.442695
        ],
        [
            187,
            94,
            93,
            187,
            94,
            93
        ],
        [
            83,
            43,
            40,
            83,
            43,
            40
        ],
        [
            104,
            51,
            53,
            104,
            51,
            53
        ],
        [
            44.385027,
            45.744681,
            43.010753,
            44.385027,
            45.744681,
            43.010753
        ],
        [
            2.710945,
            3.283529,
            1.93795,
            1.655486,
            1.452443,
            1.911571
        ],
        [
            156383,
            156383,
            69892,
            3311436,
            3311436,
            2457910
        ],
        [
            -39121,
            -30015,
            -39121,
            -1863222,
            -1236368,
            -1863222
        ],
        [
            101,
            97,
            105,
            101,
            97,
            105
        ],
        [
            163,
            161,
            165,
            163,
            161,
            165
        ],
        [
            52,
            44,
            59,
            52,
            44,
            59
        ],
        [
            18995,
            9207,
            9788,
            18995,
            9207,
            9788
        ],
        [
            0,
            0,
            492.008009,
            0,
            0,
            492.008009
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            491731,
            477324,
            -66081,
            318322,
            212286,
            291306
        ]
    ]
}
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": 1580248800000,
    "last_datapoint_time": 1718589600000,
    "evaluation_time": 1759169491965,
    "expiration_time": 1723622227200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 164,
            "offset": 0
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 212,
            "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)