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Trade: ALGO/USDT/5/ZLMA/SINWMA/2284

Strategy
ALGO/USDT/5/ZLMA/SINWMA/2284
Pair
ALGO_USDT
Interval
5m
Score
310251
Daily Profit
0.863193
Profit Factor
1.333106
Profitability
46.206897
Streak
0.264157
Best Strategy
Training Data Length
86.810000
Evaluation Time
2025-10-12 07:10
Expiration Time
2025-12-26 06:05

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 74933.8002 25586.3175 49347.4826 73802.8374 36348.0538 37454.7836
Total P&L (%) 74.9338 25.5863 49.3475 73.8028 36.3481 37.4548
Avg Daily Profit (%) 0.8632 0.2947 0.5685 0.6388 0.3578 0.3671
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -48989 -27992 -23402 -54932 -30373 -26509
Profit Factor 1.3331 1.2495 1.4031 1.3093 1.346 1.2804
Total Trades 290 145 145 290 145 145
Winning Trades 134 68 66 134 68 66
Losing Trades 156 77 79 156 77 79
Profitability (%) 46.2069 46.8966 45.5172 46.2069 46.8966 45.5172
Ratio Avg Win / Avg Loss 1.552 1.4149 1.6795 1.5242 1.5241 1.5326
Largest Winning Trade 41952 36991 41952 52833 52833 42210
Largest Losing Trade -10287 -5956 -10287 -20127 -6011 -20127
Avg Bars in Trades 84 85 83 84 85 83
Avg Bars in Winners 99 103 95 99 103 95
Avg Bars in Losers 71 68 74 71 68 74
Bars Traded 24509 12337 12172 24509 12337 12172
Profit Streak 0.2642 0 1.0662 0.2642 0 1.0662
Trades During Streak 1 0 1 1 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 310251 49644 160036 253418 164699 33028
Evaluation Data
{
    "trading_pair": "ALGO_USDT",
    "interval": "5m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 86.81,
    "actual_first_datapoint_time": 1752742200000,
    "first_datapoint_time": 1752813900000,
    "last_datapoint_time": 1760241900000,
    "evaluation_time": 1760242223203,
    "expiration_time": 1766721900000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 240,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 59,
            "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": [
        [
            74933.8001869185,
            25586.3175490986,
            49347.48263782,
            73802.8374067796,
            36348.053770413,
            37454.7836363667
        ],
        [
            74.9338,
            25.586318,
            49.347483,
            73.802837,
            36.348054,
            37.454784
        ],
        [
            0.863193,
            0.294739,
            0.568454,
            0.638768,
            0.357787,
            0.367133
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -48989,
            -27992,
            -23402,
            -54932,
            -30373,
            -26509
        ],
        [
            1.333106,
            1.249515,
            1.403131,
            1.30925,
            1.345961,
            1.280378
        ],
        [
            290,
            145,
            145,
            290,
            145,
            145
        ],
        [
            134,
            68,
            66,
            134,
            68,
            66
        ],
        [
            156,
            77,
            79,
            156,
            77,
            79
        ],
        [
            46.206897,
            46.896552,
            45.517241,
            46.206897,
            46.896552,
            45.517241
        ],
        [
            1.551974,
            1.414892,
            1.679505,
            1.524202,
            1.524103,
            1.532573
        ],
        [
            41952,
            36991,
            41952,
            52833,
            52833,
            42210
        ],
        [
            -10287,
            -5956,
            -10287,
            -20127,
            -6011,
            -20127
        ],
        [
            84,
            85,
            83,
            84,
            85,
            83
        ],
        [
            99,
            103,
            95,
            99,
            103,
            95
        ],
        [
            71,
            68,
            74,
            71,
            68,
            74
        ],
        [
            24509,
            12337,
            12172,
            24509,
            12337,
            12172
        ],
        [
            0.264157,
            0,
            1.066241,
            0.264157,
            0,
            1.066241
        ],
        [
            1,
            0,
            1,
            1,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            310251,
            49644,
            160036,
            253418,
            164699,
            33028
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ALGO_USDT",
    "interval": "5m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 86.81,
    "actual_first_datapoint_time": 1752742200000,
    "first_datapoint_time": 1752813900000,
    "last_datapoint_time": 1760241900000,
    "evaluation_time": 1760242223203,
    "expiration_time": 1766721900000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 240,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 59,
            "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)