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Trade: ALGO/USDT/120/MIDPOINT/ZLMA/7309

Strategy
ALGO/USDT/120/MIDPOINT/ZLMA/7309
Pair
ALGO_USDT
Interval
2h
Score
319173
Daily Profit
0.241866
Profit Factor
1.485660
Profitability
42.016807
Streak
0.000000
Best Strategy
Training Data Length
2083.330000
Evaluation Time
2025-10-04 01:47
Expiration Time
2025-12-18 00:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 503887.2038 443654.8281 60232.3757 192559.4223 286287.3169 -93727.8946
Total P&L (%) 503.8872 443.6548 60.2324 192.5594 286.2873 -93.7279
Avg Daily Profit (%) 0.2419 0.213 0.0289 0.0515 0.0649 -0.1328
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -126733 -140597 -115334 -466554 -245600 -276011
Profit Factor 1.4857 1.8694 1.1142 1.1026 1.3094 0.9015
Total Trades 238 119 119 238 119 119
Winning Trades 100 44 56 100 44 56
Losing Trades 138 75 63 138 75 63
Profitability (%) 42.0168 36.9748 47.0588 42.0168 36.9748 47.0588
Ratio Avg Win / Avg Loss 2.0502 3.1865 1.2535 1.5215 2.2319 1.0142
Largest Winning Trade 267825 267825 56947 431882 431882 100887
Largest Losing Trade -34315 -27488 -34315 -134159 -77342 -134159
Avg Bars in Trades 102 92 113 102 92 113
Avg Bars in Winners 139 124 151 139 124 151
Avg Bars in Losers 76 73 79 76 73 79
Bars Traded 24505 11001 13504 24505 11001 13504
Profit Streak 0 0 55.283 0 0 55.283
Trades During Streak 0 0 3 0 0 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 319173 215159 -249748 -232531 -110338 -579089
Evaluation Data
{
    "trading_pair": "ALGO_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 2083.33,
    "actual_first_datapoint_time": 1579464000000,
    "first_datapoint_time": 1580623200000,
    "last_datapoint_time": 1759528800000,
    "evaluation_time": 1759531647161,
    "expiration_time": 1766008800000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "midpoint",
        "factors": {
            "length": 162,
            "offset": 0
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 115,
            "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": [
        [
            503887.203820636,
            443654.8281030107,
            60232.3757176255,
            192559.4222754124,
            286287.3168506931,
            -93727.8945752809
        ],
        [
            503.887204,
            443.654828,
            60.232376,
            192.559422,
            286.287317,
            -93.727895
        ],
        [
            0.241866,
            0.212955,
            0.028912,
            0.051541,
            0.064889,
            -0.132827
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -126733,
            -140597,
            -115334,
            -466554,
            -245600,
            -276011
        ],
        [
            1.48566,
            1.869416,
            1.114241,
            1.102572,
            1.309382,
            0.901542
        ],
        [
            238,
            119,
            119,
            238,
            119,
            119
        ],
        [
            100,
            44,
            56,
            100,
            44,
            56
        ],
        [
            138,
            75,
            63,
            138,
            75,
            63
        ],
        [
            42.016807,
            36.97479,
            47.058824,
            42.016807,
            36.97479,
            47.058824
        ],
        [
            2.05021,
            3.186505,
            1.253521,
            1.521549,
            2.231901,
            1.014235
        ],
        [
            267825,
            267825,
            56947,
            431882,
            431882,
            100887
        ],
        [
            -34315,
            -27488,
            -34315,
            -134159,
            -77342,
            -134159
        ],
        [
            102,
            92,
            113,
            102,
            92,
            113
        ],
        [
            139,
            124,
            151,
            139,
            124,
            151
        ],
        [
            76,
            73,
            79,
            76,
            73,
            79
        ],
        [
            24505,
            11001,
            13504,
            24505,
            11001,
            13504
        ],
        [
            0,
            0,
            55.282953,
            0,
            0,
            55.282953
        ],
        [
            0,
            0,
            3,
            0,
            0,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            319173,
            215159,
            -249748,
            -232531,
            -110338,
            -579089
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ALGO_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 2083.33,
    "actual_first_datapoint_time": 1579464000000,
    "first_datapoint_time": 1580623200000,
    "last_datapoint_time": 1759528800000,
    "evaluation_time": 1759531647161,
    "expiration_time": 1766008800000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midpoint",
        "factors": {
            "length": 162,
            "offset": 0
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 115,
            "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)