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Trade: ALGO/USDT/120/ZLMA/PWMA/8741

Strategy
ALGO/USDT/120/ZLMA/PWMA/8741
Pair
ALGO_USDT
Interval
2h
Score
352844
Daily Profit
0.194465
Profit Factor
1.433952
Profitability
47.938144
Streak
0.000000
Best Strategy
Training Data Length
2083.330000
Evaluation Time
2025-10-02 07:31
Expiration Time
2025-12-16 04:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 405135.2423 338225.0887 66910.1537 131786.6198 423669.0205 -291882.4007
Total P&L (%) 405.1352 338.2251 66.9102 131.7866 423.669 -291.8824
Avg Daily Profit (%) 0.1945 0.1623 0.0321 0.0404 0.0795 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -237599 -189359 -165387 -601113 -341566 -583092
Profit Factor 1.434 1.7197 1.1443 1.08 1.6081 0.6929
Total Trades 194 97 97 194 97 97
Winning Trades 93 44 49 93 44 49
Losing Trades 101 53 48 101 53 48
Profitability (%) 47.9381 45.3608 50.5155 47.9381 45.3608 50.5155
Ratio Avg Win / Avg Loss 1.5573 2.0714 1.121 1.1729 1.9371 0.6787
Largest Winning Trade 173106 173106 58927 298110 298110 65717
Largest Losing Trade -50993 -35929 -50993 -240485 -150769 -240485
Avg Bars in Trades 125 124 127 125 124 127
Avg Bars in Winners 149 150 148 149 150 148
Avg Bars in Losers 103 101 105 103 101 105
Bars Traded 24365 12033 12332 24365 12033 12332
Profit Streak 0 0 47.8555 0 0 47.8555
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 352844 304524 -211636 -271290 -85855 -580445
Evaluation Data
{
    "trading_pair": "ALGO_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 2083.33,
    "actual_first_datapoint_time": 1579305600000,
    "first_datapoint_time": 1581861600000,
    "last_datapoint_time": 1759370400000,
    "evaluation_time": 1759379512814,
    "expiration_time": 1765850400000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 187,
            "offset": 169
        }
    },
    "second_band": {
        "type": "pwma",
        "factors": {
            "length": 165,
            "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": [
        [
            405135.2423419035,
            338225.0886798133,
            66910.1536620903,
            131786.6198070405,
            423669.0204889372,
            -291882.4006818966
        ],
        [
            405.135242,
            338.225089,
            66.910154,
            131.78662,
            423.66902,
            -291.882401
        ],
        [
            0.194465,
            0.162348,
            0.032117,
            0.040359,
            0.079505,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -237599,
            -189359,
            -165387,
            -601113,
            -341566,
            -583092
        ],
        [
            1.433952,
            1.719689,
            1.144317,
            1.080016,
            1.608117,
            0.692858
        ],
        [
            194,
            97,
            97,
            194,
            97,
            97
        ],
        [
            93,
            44,
            49,
            93,
            44,
            49
        ],
        [
            101,
            53,
            48,
            101,
            53,
            48
        ],
        [
            47.938144,
            45.360825,
            50.515464,
            47.938144,
            45.360825,
            50.515464
        ],
        [
            1.557303,
            2.071443,
            1.120963,
            1.17292,
            1.93705,
            0.678718
        ],
        [
            173106,
            173106,
            58927,
            298110,
            298110,
            65717
        ],
        [
            -50993,
            -35929,
            -50993,
            -240485,
            -150769,
            -240485
        ],
        [
            125,
            124,
            127,
            125,
            124,
            127
        ],
        [
            149,
            150,
            148,
            149,
            150,
            148
        ],
        [
            103,
            101,
            105,
            103,
            101,
            105
        ],
        [
            24365,
            12033,
            12332,
            24365,
            12033,
            12332
        ],
        [
            0,
            0,
            47.855472,
            0,
            0,
            47.855472
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            352844,
            304524,
            -211636,
            -271290,
            -85855,
            -580445
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ALGO_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 2083.33,
    "actual_first_datapoint_time": 1579305600000,
    "first_datapoint_time": 1581861600000,
    "last_datapoint_time": 1759370400000,
    "evaluation_time": 1759379512814,
    "expiration_time": 1765850400000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 187,
            "offset": 169
        }
    },
    "second_band": {
        "type": "pwma",
        "factors": {
            "length": 165,
            "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)