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Trade: ALGO/USDT/720/ZLMA/MIDPRICE/9445

Strategy
ALGO/USDT/720/ZLMA/MIDPRICE/9445
Pair
ALGO_USDT
Interval
12h
Score
300020
Daily Profit
0.170539
Profit Factor
1.458408
Profitability
45.985401
Streak
0.000000
Best Strategy
Training Data Length
2301.000000
Evaluation Time
2025-10-08 23:23
Expiration Time
2025-12-16 14:43

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 392410.6873 332656.4976 59754.1897 27530.6803 240121.3739 -212590.6937
Total P&L (%) 392.4107 332.6565 59.7542 27.5307 240.1214 -212.5907
Avg Daily Profit (%) 0.1705 0.1446 0.026 0.0106 0.0532 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -243646 -163607 -230359 -429083 -138005 -470632
Profit Factor 1.4584 1.8347 1.1306 1.0242 1.5632 0.7009
Total Trades 137 68 69 137 68 69
Winning Trades 63 33 30 63 33 30
Losing Trades 74 35 39 74 35 39
Profitability (%) 45.9854 48.5294 43.4783 45.9854 48.5294 43.4783
Ratio Avg Win / Avg Loss 1.7131 1.9459 1.4698 1.203 1.658 0.9112
Largest Winning Trade 241286 241286 61058 110972 105847 110972
Largest Losing Trade -54446 -39327 -54446 -239694 -85548 -239694
Avg Bars in Trades 32 42 22 32 42 22
Avg Bars in Winners 33 41 25 33 41 25
Avg Bars in Losers 31 44 19 31 44 19
Bars Traded 4460 2916 1544 4460 2916 1544
Profit Streak 0 11.8498 0 0 11.8498 0
Trades During Streak 0 1 0 0 1 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 300020 -105969 -339940 -377140 -228454 -684994
Evaluation Data
{
    "trading_pair": "ALGO_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4602,
    "evaluation_days": 2301,
    "actual_first_datapoint_time": 1561161600000,
    "first_datapoint_time": 1564920000000,
    "last_datapoint_time": 1759924800000,
    "evaluation_time": 1759955021114,
    "expiration_time": 1765888992000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 29,
            "offset": 22
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 88,
            "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": [
        [
            392410.6873320119,
            332656.4975928775,
            59754.1897391344,
            27530.6802754237,
            240121.3739406188,
            -212590.6936651952
        ],
        [
            392.410687,
            332.656498,
            59.75419,
            27.53068,
            240.121374,
            -212.590694
        ],
        [
            0.170539,
            0.14457,
            0.025969,
            0.010569,
            0.053214,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -243646,
            -163607,
            -230359,
            -429083,
            -138005,
            -470632
        ],
        [
            1.458408,
            1.834737,
            1.130607,
            1.024209,
            1.563214,
            0.700938
        ],
        [
            137,
            68,
            69,
            137,
            68,
            69
        ],
        [
            63,
            33,
            30,
            63,
            33,
            30
        ],
        [
            74,
            35,
            39,
            74,
            35,
            39
        ],
        [
            45.985401,
            48.529412,
            43.478261,
            45.985401,
            48.529412,
            43.478261
        ],
        [
            1.713051,
            1.945933,
            1.469789,
            1.203039,
            1.657955,
            0.911219
        ],
        [
            241286,
            241286,
            61058,
            110972,
            105847,
            110972
        ],
        [
            -54446,
            -39327,
            -54446,
            -239694,
            -85548,
            -239694
        ],
        [
            32,
            42,
            22,
            32,
            42,
            22
        ],
        [
            33,
            41,
            25,
            33,
            41,
            25
        ],
        [
            31,
            44,
            19,
            31,
            44,
            19
        ],
        [
            4460,
            2916,
            1544,
            4460,
            2916,
            1544
        ],
        [
            0,
            11.849781,
            0,
            0,
            11.849781,
            0
        ],
        [
            0,
            1,
            0,
            0,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            300020,
            -105969,
            -339940,
            -377140,
            -228454,
            -684994
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ALGO_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4602,
    "evaluation_days": 2301,
    "actual_first_datapoint_time": 1561161600000,
    "first_datapoint_time": 1564920000000,
    "last_datapoint_time": 1759924800000,
    "evaluation_time": 1759955021114,
    "expiration_time": 1765888992000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 29,
            "offset": 22
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 88,
            "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)