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Trade: WAVES/USDT/240/ZLMA/SUPERTREND/9697

Strategy
WAVES/USDT/240/ZLMA/SUPERTREND/9697
Pair
WAVES_USDT
Interval
4h
Score
484166
Daily Profit
0.341082
Profit Factor
1.482647
Profitability
48.290598
Streak
548.687641
Best Strategy
Training Data Length
1976.000000
Evaluation Time
2025-10-13 11:30
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 673978.9724 568232.8062 105746.1662 369354.0436 3097722.7062 -2728368.6626
Total P&L (%) 673.979 568.2328 105.7462 369.354 3097.7227 -2728.3687
Avg Daily Profit (%) 0.3411 0.2876 0.0535 0.0783 0.1755 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -226286 -149715 -147622 -12237415 -8880253 -5416037
Profit Factor 1.4826 1.7932 1.1555 1.01 1.1586 0.8445
Total Trades 234 117 117 234 117 117
Winning Trades 113 59 54 113 59 54
Losing Trades 121 58 63 121 58 63
Profitability (%) 48.2906 50.4274 46.1538 48.2906 50.4274 46.1538
Ratio Avg Win / Avg Loss 1.5876 1.7628 1.3481 1.0815 1.139 0.9852
Largest Winning Trade 174405 174405 51404 7776267 7776267 1803651
Largest Losing Trade -66180 -66180 -43240 -4287986 -4287986 -3105128
Avg Bars in Trades 49 60 37 49 60 37
Avg Bars in Winners 52 58 45 52 58 45
Avg Bars in Losers 46 63 30 46 63 30
Bars Traded 11559 7127 4432 11559 7127 4432
Profit Streak 548.6876 548.6876 550.6876 548.6876 548.6876 550.6876
Trades During Streak 3 1 2 3 1 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 484166 452998 -171717 -296106 -37812 -581557
Evaluation Data
{
    "trading_pair": "WAVES_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11856,
    "evaluation_days": 1976,
    "actual_first_datapoint_time": 1547798400000,
    "first_datapoint_time": 1550779200000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1760344212202,
    "expiration_time": 1723704192000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 208,
            "offset": 0
        }
    },
    "second_band": {
        "type": "supertrend",
        "factors": {
            "length": 185,
            "offset": 0,
            "multiplier": 4.03957
        }
    }
}
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": [
        [
            673978.9724004166,
            568232.8062210716,
            105746.166179345,
            369354.0436477184,
            3097722.706240567,
            -2728368.66259285
        ],
        [
            673.978972,
            568.232806,
            105.746166,
            369.354044,
            3097.722706,
            -2728.368663
        ],
        [
            0.341082,
            0.287567,
            0.053515,
            0.078279,
            0.175509,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -226286,
            -149715,
            -147622,
            -12237415,
            -8880253,
            -5416037
        ],
        [
            1.482647,
            1.793234,
            1.155493,
            1.009964,
            1.158628,
            0.844459
        ],
        [
            234,
            117,
            117,
            234,
            117,
            117
        ],
        [
            113,
            59,
            54,
            113,
            59,
            54
        ],
        [
            121,
            58,
            63,
            121,
            58,
            63
        ],
        [
            48.290598,
            50.42735,
            46.153846,
            48.290598,
            50.42735,
            46.153846
        ],
        [
            1.587613,
            1.762841,
            1.348075,
            1.081466,
            1.13899,
            0.985202
        ],
        [
            174405,
            174405,
            51404,
            7776267,
            7776267,
            1803651
        ],
        [
            -66180,
            -66180,
            -43240,
            -4287986,
            -4287986,
            -3105128
        ],
        [
            49,
            60,
            37,
            49,
            60,
            37
        ],
        [
            52,
            58,
            45,
            52,
            58,
            45
        ],
        [
            46,
            63,
            30,
            46,
            63,
            30
        ],
        [
            11559,
            7127,
            4432,
            11559,
            7127,
            4432
        ],
        [
            548.687641,
            548.687641,
            550.687641,
            548.687641,
            548.687641,
            550.687641
        ],
        [
            3,
            1,
            2,
            3,
            1,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            484166,
            452998,
            -171717,
            -296106,
            -37812,
            -581557
        ]
    ]
}
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": 1550779200000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1760344212202,
    "expiration_time": 1723704192000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 208,
            "offset": 0
        }
    },
    "second_band": {
        "type": "supertrend",
        "factors": {
            "length": 185,
            "offset": 0,
            "multiplier": 4.03957
        }
    }
}

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)