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Trade: WAVES/USDT/60/MIDPRICE/ZLMA/3841

Strategy
WAVES/USDT/60/MIDPRICE/ZLMA/3841
Pair
WAVES_USDT
Interval
1h
Score
359626
Daily Profit
0.329117
Profit Factor
1.466127
Profitability
46.242775
Streak
0.000000
Best Strategy
Training Data Length
577.080000
Evaluation Time
2025-10-12 14:38
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 189926.6272 114717.0097 75209.6174 214106.5613 127247.1519 86859.4094
Total P&L (%) 189.9266 114.717 75.2096 214.1066 127.2472 86.8594
Avg Daily Profit (%) 0.3291 0.1988 0.1303 0.1985 0.1423 0.1084
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -85449 -51722 -60042 -255521 -185159 -211991
Profit Factor 1.4661 1.545 1.3818 1.1984 1.231 1.1644
Total Trades 173 87 86 173 87 86
Winning Trades 80 38 42 80 38 42
Losing Trades 93 49 44 93 49 44
Profitability (%) 46.2428 43.6782 48.8372 46.2428 43.6782 48.8372
Ratio Avg Win / Avg Loss 1.7044 1.9923 1.4476 1.3931 1.5874 1.2198
Largest Winning Trade 82006 82006 22508 174355 174355 62676
Largest Losing Trade -31588 -18697 -31588 -129951 -66702 -129951
Avg Bars in Trades 76 69 84 76 69 84
Avg Bars in Winners 92 97 88 92 97 88
Avg Bars in Losers 63 46 81 63 46 81
Bars Traded 13310 6018 7292 13310 6018 7292
Profit Streak 0 0 501.8603 0 0 501.8603
Trades During Streak 0 0 2 0 0 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 359626 256781 -18658 157381 -5408 -88208
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": 1669320000000,
    "last_datapoint_time": 1718589600000,
    "evaluation_time": 1760269133876,
    "expiration_time": 1722179520000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 165,
            "offset": 0
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 136,
            "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": [
        [
            189926.6271579335,
            114717.0097412768,
            75209.6174166568,
            214106.5612954852,
            127247.1519191996,
            86859.4093762854
        ],
        [
            189.926627,
            114.71701,
            75.209617,
            214.106561,
            127.247152,
            86.859409
        ],
        [
            0.329117,
            0.198789,
            0.130328,
            0.198534,
            0.142346,
            0.108395
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -85449,
            -51722,
            -60042,
            -255521,
            -185159,
            -211991
        ],
        [
            1.466127,
            1.545021,
            1.381823,
            1.198396,
            1.231047,
            1.164368
        ],
        [
            173,
            87,
            86,
            173,
            87,
            86
        ],
        [
            80,
            38,
            42,
            80,
            38,
            42
        ],
        [
            93,
            49,
            44,
            93,
            49,
            44
        ],
        [
            46.242775,
            43.678161,
            48.837209,
            46.242775,
            43.678161,
            48.837209
        ],
        [
            1.704372,
            1.992265,
            1.447624,
            1.393136,
            1.587403,
            1.219814
        ],
        [
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            174355,
            174355,
            62676
        ],
        [
            -31588,
            -18697,
            -31588,
            -129951,
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        ],
        [
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            69,
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        ],
        [
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            88,
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        ],
        [
            63,
            46,
            81,
            63,
            46,
            81
        ],
        [
            13310,
            6018,
            7292,
            13310,
            6018,
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        ],
        [
            0,
            0,
            501.860346,
            0,
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        ],
        [
            0,
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        ],
        [
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            1.45
        ],
        [
            359626,
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            -18658,
            157381,
            -5408,
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        ]
    ]
}
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": 1669320000000,
    "last_datapoint_time": 1718589600000,
    "evaluation_time": 1760269133876,
    "expiration_time": 1722179520000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 165,
            "offset": 0
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 136,
            "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)