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Trade: ALGO/USDT/120/ZLMA/BBU/7033

Strategy
ALGO/USDT/120/ZLMA/BBU/7033
Pair
ALGO_USDT
Interval
2h
Score
319442
Daily Profit
0.200842
Profit Factor
1.425744
Profitability
45.205479
Streak
0.000000
Best Strategy
Training Data Length
2082.670000
Evaluation Time
2025-09-28 15:50
Expiration Time
2025-12-12 13:25

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 418287.2014 456940.934 -38653.7326 -67416.782 43196.8757 -110613.6577
Total P&L (%) 418.2872 456.9409 -38.6537 -67.4168 43.1969 -110.6137
Avg Daily Profit (%) 0.2008 0.2194 -0.0186 -0.0538 0.0172 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -273542 -252875 -74761 -354379 -294967 -125641
Profit Factor 1.4257 1.5901 0.8143 0.9294 1.06 0.5301
Total Trades 219 109 110 219 109 110
Winning Trades 99 42 57 99 42 57
Losing Trades 120 67 53 120 67 53
Profitability (%) 45.2055 38.5321 51.8182 45.2055 38.5321 51.8182
Ratio Avg Win / Avg Loss 1.7282 2.5366 0.7571 1.1265 1.691 0.4929
Largest Winning Trade 296885 296885 10413 180827 180827 11159
Largest Losing Trade -52326 -52326 -15777 -77576 -77576 -42612
Avg Bars in Trades 112 217 7 112 217 7
Avg Bars in Winners 91 205 7 91 205 7
Avg Bars in Losers 128 224 7 128 224 7
Bars Traded 24547 23676 871 24547 23676 871
Profit Streak 0 0 0 0 0 0
Trades During Streak 0 0 0 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 319442 217108 -580526 -579829 -329843 -580526
Evaluation Data
{
    "trading_pair": "ALGO_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 24992,
    "evaluation_days": 2082.67,
    "actual_first_datapoint_time": 1579053600000,
    "first_datapoint_time": 1580104800000,
    "last_datapoint_time": 1759060800000,
    "evaluation_time": 1759063822553,
    "expiration_time": 1765538726400,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 147,
            "offset": 0
        }
    },
    "second_band": {
        "type": "bbu",
        "factors": {
            "length": 193,
            "offset": 0,
            "std": 3.73169
        }
    }
}
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": [
        [
            418287.2013650952,
            456940.9340150882,
            -38653.7326499933,
            -67416.781959286,
            43196.8757472607,
            -110613.6577065465
        ],
        [
            418.287201,
            456.940934,
            -38.653733,
            -67.416782,
            43.196876,
            -110.613658
        ],
        [
            0.200842,
            0.219402,
            -0.01856,
            -0.053829,
            0.017241,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -273542,
            -252875,
            -74761,
            -354379,
            -294967,
            -125641
        ],
        [
            1.425744,
            1.590085,
            0.814272,
            0.929392,
            1.060048,
            0.530147
        ],
        [
            219,
            109,
            110,
            219,
            109,
            110
        ],
        [
            99,
            42,
            57,
            99,
            42,
            57
        ],
        [
            120,
            67,
            53,
            120,
            67,
            53
        ],
        [
            45.205479,
            38.53211,
            51.818182,
            45.205479,
            38.53211,
            51.818182
        ],
        [
            1.728175,
            2.536565,
            0.75713,
            1.126535,
            1.691028,
            0.492944
        ],
        [
            296885,
            296885,
            10413,
            180827,
            180827,
            11159
        ],
        [
            -52326,
            -52326,
            -15777,
            -77576,
            -77576,
            -42612
        ],
        [
            112,
            217,
            7,
            112,
            217,
            7
        ],
        [
            91,
            205,
            7,
            91,
            205,
            7
        ],
        [
            128,
            224,
            7,
            128,
            224,
            7
        ],
        [
            24547,
            23676,
            871,
            24547,
            23676,
            871
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            319442,
            217108,
            -580526,
            -579829,
            -329843,
            -580526
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ALGO_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 24992,
    "evaluation_days": 2082.67,
    "actual_first_datapoint_time": 1579053600000,
    "first_datapoint_time": 1580104800000,
    "last_datapoint_time": 1759060800000,
    "evaluation_time": 1759063822553,
    "expiration_time": 1765538726400,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 147,
            "offset": 0
        }
    },
    "second_band": {
        "type": "bbu",
        "factors": {
            "length": 193,
            "offset": 0,
            "std": 3.73169
        }
    }
}

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)