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Trade: WAVES/USDT/720/ZLMA/JMA/9139

Strategy
WAVES/USDT/720/ZLMA/JMA/9139
Pair
WAVES_USDT
Interval
12h
Score
478241
Daily Profit
0.152216
Profit Factor
2.276404
Profitability
52.941176
Streak
660.106788
Best Strategy
Training Data Length
1977.500000
Evaluation Time
2025-10-01 17:33
Expiration Time
2024-08-15 10:48

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 634764.3098 528458.2185 106306.0913 386764.5137 -1537485.2643 1924249.778
Total P&L (%) 634.7643 528.4582 106.3061 386.7645 -1537.4853 1924.2498
Avg Daily Profit (%) 0.321 0.2672 0.0538 0.0801 0 0.1522
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -165967 -140351 -73490 -4161085 -3922712 -597818
Profit Factor 1.9985 2.2804 1.4767 1.048 0.7655 2.2764
Total Trades 69 35 34 69 35 34
Winning Trades 36 18 18 36 18 18
Losing Trades 33 17 16 33 17 16
Profitability (%) 52.1739 51.4286 52.9412 52.1739 51.4286 52.9412
Ratio Avg Win / Avg Loss 1.8319 2.1537 1.3126 0.9606 0.723 2.0235
Largest Winning Trade 175725 175725 56957 1775000 1775000 1586323
Largest Losing Trade -68936 -61032 -68936 -2667993 -2667993 -542332
Avg Bars in Trades 55 63 46 55 63 46
Avg Bars in Winners 62 62 62 62 62 62
Avg Bars in Losers 47 64 29 47 64 29
Bars Traded 3795 2209 1586 3795 2209 1586
Profit Streak 0 0 660.1068 0 0 660.1068
Trades During Streak 0 0 2 0 0 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -92848 472654 -118643 -361211 -580602 478241
Evaluation Data
{
    "trading_pair": "WAVES_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3955,
    "evaluation_days": 1977.5,
    "actual_first_datapoint_time": 1547769600000,
    "first_datapoint_time": 1553126400000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1759329226447,
    "expiration_time": 1723708080000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 125,
            "offset": 0
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 55,
            "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": [
        [
            634764.309790103,
            528458.2185114165,
            106306.0912786867,
            386764.513725111,
            -1537485.2643150305,
            1924249.7780401413
        ],
        [
            634.76431,
            528.458219,
            106.306091,
            386.764514,
            -1537.485264,
            1924.249778
        ],
        [
            0.320993,
            0.267236,
            0.053758,
            0.080063,
            0,
            0.152216
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -165967,
            -140351,
            -73490,
            -4161085,
            -3922712,
            -597818
        ],
        [
            1.998484,
            2.280397,
            1.476713,
            1.04796,
            0.765513,
            2.276404
        ],
        [
            69,
            35,
            34,
            69,
            35,
            34
        ],
        [
            36,
            18,
            18,
            36,
            18,
            18
        ],
        [
            33,
            17,
            16,
            33,
            17,
            16
        ],
        [
            52.173913,
            51.428571,
            52.941176,
            52.173913,
            51.428571,
            52.941176
        ],
        [
            1.831944,
            2.153708,
            1.312634,
            0.96063,
            0.722984,
            2.02347
        ],
        [
            175725,
            175725,
            56957,
            1775000,
            1775000,
            1586323
        ],
        [
            -68936,
            -61032,
            -68936,
            -2667993,
            -2667993,
            -542332
        ],
        [
            55,
            63,
            46,
            55,
            63,
            46
        ],
        [
            62,
            62,
            62,
            62,
            62,
            62
        ],
        [
            47,
            64,
            29,
            47,
            64,
            29
        ],
        [
            3795,
            2209,
            1586,
            3795,
            2209,
            1586
        ],
        [
            0,
            0,
            660.106787,
            0,
            0,
            660.106788
        ],
        [
            0,
            0,
            2,
            0,
            0,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -92848,
            472654,
            -118643,
            -361211,
            -580602,
            478241
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "WAVES_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3955,
    "evaluation_days": 1977.5,
    "actual_first_datapoint_time": 1547769600000,
    "first_datapoint_time": 1553126400000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1759329226447,
    "expiration_time": 1723708080000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 125,
            "offset": 0
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 55,
            "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)