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Trade: ALGO/USDT/360/HILO/ZLMA/1570

Strategy
ALGO/USDT/360/HILO/ZLMA/1570
Pair
ALGO_USDT
Interval
6h
Score
308211
Daily Profit
0.186659
Profit Factor
1.255004
Profitability
43.516484
Streak
0.000000
Best Strategy
Training Data Length
2300.250000
Evaluation Time
2025-10-08 05:37
Expiration Time
2025-12-16 02:10

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 429362.41 370834.9766 58527.4334 -1840.2847 20657.37 -22497.6546
Total P&L (%) 429.3624 370.835 58.5274 -1.8403 20.6574 -22.4977
Avg Daily Profit (%) 0.1867 0.1612 0.0254 -0.0008 0.0082 -0.0111
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -192440 -143183 -215972 -198076 -122320 -164362
Profit Factor 1.255 1.4156 1.074 0.9983 1.034 0.952
Total Trades 455 228 227 455 228 227
Winning Trades 198 94 104 198 94 104
Losing Trades 257 134 123 257 134 123
Profitability (%) 43.5165 41.2281 45.815 43.5165 41.2281 45.815
Ratio Avg Win / Avg Loss 1.629 2.0179 1.2702 1.2958 1.474 1.1259
Largest Winning Trade 215998 215998 50365 86538 86538 45446
Largest Losing Trade -47565 -47565 -29861 -100697 -100697 -28362
Avg Bars in Trades 19 22 17 19 22 17
Avg Bars in Winners 23 28 19 23 28 19
Avg Bars in Losers 16 18 15 16 18 15
Bars Traded 8968 5107 3861 8968 5107 3861
Profit Streak 0 0 20.6093 0 0 20.6093
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 308211 241019 -298987 -578976 -374027 -579275
Evaluation Data
{
    "trading_pair": "ALGO_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 9201,
    "evaluation_days": 2300.25,
    "actual_first_datapoint_time": 1561161600000,
    "first_datapoint_time": 1562911200000,
    "last_datapoint_time": 1759881600000,
    "evaluation_time": 1759891045468,
    "expiration_time": 1765843848000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 82,
            "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": [
        [
            429362.4100260917,
            370834.976634388,
            58527.4333917037,
            -1840.284662158,
            20657.3699515699,
            -22497.6546137278
        ],
        [
            429.36241,
            370.834977,
            58.527433,
            -1.840285,
            20.65737,
            -22.497655
        ],
        [
            0.186659,
            0.161215,
            0.025444,
            -0.000807,
            0.008164,
            -0.011079
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -192440,
            -143183,
            -215972,
            -198076,
            -122320,
            -164362
        ],
        [
            1.255004,
            1.415575,
            1.073954,
            0.998291,
            1.03397,
            0.95198
        ],
        [
            455,
            228,
            227,
            455,
            228,
            227
        ],
        [
            198,
            94,
            104,
            198,
            94,
            104
        ],
        [
            257,
            134,
            123,
            257,
            134,
            123
        ],
        [
            43.516484,
            41.22807,
            45.814978,
            43.516484,
            41.22807,
            45.814978
        ],
        [
            1.62897,
            2.017948,
            1.270157,
            1.295761,
            1.473957,
            1.1259
        ],
        [
            215998,
            215998,
            50365,
            86538,
            86538,
            45446
        ],
        [
            -47565,
            -47565,
            -29861,
            -100697,
            -100697,
            -28362
        ],
        [
            19,
            22,
            17,
            19,
            22,
            17
        ],
        [
            23,
            28,
            19,
            23,
            28,
            19
        ],
        [
            16,
            18,
            15,
            16,
            18,
            15
        ],
        [
            8968,
            5107,
            3861,
            8968,
            5107,
            3861
        ],
        [
            0,
            0,
            20.609322,
            0,
            0,
            20.609323
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            308211,
            241019,
            -298987,
            -578976,
            -374027,
            -579275
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ALGO_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 9201,
    "evaluation_days": 2300.25,
    "actual_first_datapoint_time": 1561161600000,
    "first_datapoint_time": 1562911200000,
    "last_datapoint_time": 1759881600000,
    "evaluation_time": 1759891045468,
    "expiration_time": 1765843848000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 82,
            "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)