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Trade: WAVES/USDT/60/ZLMA/BBU/2134

Strategy
WAVES/USDT/60/ZLMA/BBU/2134
Pair
WAVES_USDT
Interval
1h
Score
400598
Daily Profit
0.215154
Profit Factor
1.974981
Profitability
58.823529
Streak
0.000000
Best Strategy
Training Data Length
577.080000
Evaluation Time
2025-10-09 23:37
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 155551.9556 124161.0782 31390.8773 195154.5512 102450.7866 92703.7646
Total P&L (%) 155.552 124.1611 31.3909 195.1546 102.4508 92.7038
Avg Daily Profit (%) 0.2696 0.2152 0.0544 0.1877 0.1223 0.1137
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -50571 -49492 -11165 -180409 -180104 -14426
Profit Factor 1.9179 1.975 1.7452 1.554 1.342 2.7597
Total Trades 69 34 35 69 34 35
Winning Trades 40 20 20 40 20 20
Losing Trades 29 14 15 29 14 15
Profitability (%) 57.971 58.8235 57.1429 57.971 58.8235 57.1429
Ratio Avg Win / Avg Loss 1.3905 1.3825 1.3089 1.1267 0.9394 2.0698
Largest Winning Trade 44170 44170 11326 83049 83049 34532
Largest Losing Trade -39978 -39978 -14965 -180104 -180104 -14965
Avg Bars in Trades 171 327 20 171 327 20
Avg Bars in Winners 147 273 20 147 273 20
Avg Bars in Losers 205 405 19 205 405 19
Bars Traded 11848 11136 712 11848 11136 712
Profit Streak 508.4012 0 515.1512 508.4012 0 515.1512
Trades During Streak 1 0 2 1 0 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -94026 400598 -119304 -95620 -30332 -34125
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": 1669316400000,
    "last_datapoint_time": 1718589600000,
    "evaluation_time": 1760042264464,
    "expiration_time": 1722179520000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 164,
            "offset": 0
        }
    },
    "second_band": {
        "type": "bbu",
        "factors": {
            "length": 48,
            "offset": 0,
            "std": 1.15779
        }
    }
}
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": [
        [
            155551.955582513,
            124161.0782445182,
            31390.877337995,
            195154.5511688387,
            102450.7865808324,
            92703.7645880063
        ],
        [
            155.551956,
            124.161078,
            31.390877,
            195.154551,
            102.450787,
            92.703765
        ],
        [
            0.26955,
            0.215154,
            0.054396,
            0.187729,
            0.122298,
            0.113738
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -50571,
            -49492,
            -11165,
            -180409,
            -180104,
            -14426
        ],
        [
            1.917864,
            1.974981,
            1.745192,
            1.554041,
            1.342009,
            2.75968
        ],
        [
            69,
            34,
            35,
            69,
            34,
            35
        ],
        [
            40,
            20,
            20,
            40,
            20,
            20
        ],
        [
            29,
            14,
            15,
            29,
            14,
            15
        ],
        [
            57.971014,
            58.823529,
            57.142857,
            57.971014,
            58.823529,
            57.142857
        ],
        [
            1.390451,
            1.382487,
            1.308894,
            1.12668,
            0.939406,
            2.06976
        ],
        [
            44170,
            44170,
            11326,
            83049,
            83049,
            34532
        ],
        [
            -39978,
            -39978,
            -14965,
            -180104,
            -180104,
            -14965
        ],
        [
            171,
            327,
            20,
            171,
            327,
            20
        ],
        [
            147,
            273,
            20,
            147,
            273,
            20
        ],
        [
            205,
            405,
            19,
            205,
            405,
            19
        ],
        [
            11848,
            11136,
            712,
            11848,
            11136,
            712
        ],
        [
            508.401209,
            0,
            515.151209,
            508.401209,
            0,
            515.151209
        ],
        [
            1,
            0,
            2,
            1,
            0,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -94026,
            400598,
            -119304,
            -95620,
            -30332,
            -34125
        ]
    ]
}
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": 1669316400000,
    "last_datapoint_time": 1718589600000,
    "evaluation_time": 1760042264464,
    "expiration_time": 1722179520000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 164,
            "offset": 0
        }
    },
    "second_band": {
        "type": "bbu",
        "factors": {
            "length": 48,
            "offset": 0,
            "std": 1.15779
        }
    }
}

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)