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Trade: ALGO/USDT/720/ZLMA/ZLMA/9817

Strategy
ALGO/USDT/720/ZLMA/ZLMA/9817
Pair
ALGO_USDT
Interval
12h
Score
346830
Daily Profit
0.219612
Profit Factor
2.563248
Profitability
38.709677
Streak
239.422473
Best Strategy
Training Data Length
2287.000000
Evaluation Time
2025-09-25 13:08
Expiration Time
2025-12-02 04:38

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 575498.7065 502253.2258 73245.4807 440425.5076 635241.0883 -194815.5807
Total P&L (%) 575.4987 502.2532 73.2455 440.4255 635.2411 -194.8156
Avg Daily Profit (%) 0.2516 0.2196 0.032 0.0738 0.0873 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -129580 -166339 -81190 -705334 -626552 -426990
Profit Factor 2.0114 2.5632 1.2957 1.1895 1.5254 0.8253
Total Trades 62 31 31 62 31 31
Winning Trades 28 12 16 28 12 16
Losing Trades 34 19 15 34 19 15
Profitability (%) 45.1613 38.7097 51.6129 45.1613 38.7097 51.6129
Ratio Avg Win / Avg Loss 2.4425 4.0585 1.2147 1.4444 2.4152 0.7738
Largest Winning Trade 299605 299605 43385 627760 627760 145876
Largest Losing Trade -49826 -31446 -49826 -289767 -106506 -289767
Avg Bars in Trades 65 76 55 65 76 55
Avg Bars in Winners 92 119 72 92 119 72
Avg Bars in Losers 44 48 37 44 48 37
Bars Traded 4083 2364 1719 4083 2364 1719
Profit Streak 239.4225 239.4225 246.9225 239.4225 239.4225 246.9225
Trades During Streak 4 2 2 4 2 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -146702 346830 -148905 -265518 -76914 -579637

Evaluation Data

{
    "trading_pair": "ALGO_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4574,
    "evaluation_days": 2287,
    "actual_first_datapoint_time": 1561161600000,
    "first_datapoint_time": 1567555200000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758794901660,
    "expiration_time": 1764643104000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 149,
            "offset": 0
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 56,
            "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": [
        [
            575498.7065212423,
            502253.2258436373,
            73245.480677605,
            440425.5075608583,
            635241.0882749686,
            -194815.5807141103
        ],
        [
            575.498707,
            502.253226,
            73.245481,
            440.425508,
            635.241088,
            -194.815581
        ],
        [
            0.251639,
            0.219612,
            0.032027,
            0.0738,
            0.087271,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -129580,
            -166339,
            -81190,
            -705334,
            -626552,
            -426990
        ],
        [
            2.011441,
            2.563248,
            1.295702,
            1.189472,
            1.525404,
            0.825346
        ],
        [
            62,
            31,
            31,
            62,
            31,
            31
        ],
        [
            28,
            12,
            16,
            28,
            12,
            16
        ],
        [
            34,
            19,
            15,
            34,
            19,
            15
        ],
        [
            45.16129,
            38.709677,
            51.612903,
            45.16129,
            38.709677,
            51.612903
        ],
        [
            2.442465,
            4.058476,
            1.214721,
            1.444359,
            2.415224,
            0.773761
        ],
        [
            299605,
            299605,
            43385,
            627760,
            627760,
            145876
        ],
        [
            -49826,
            -31446,
            -49826,
            -289767,
            -106506,
            -289767
        ],
        [
            65,
            76,
            55,
            65,
            76,
            55
        ],
        [
            92,
            119,
            72,
            92,
            119,
            72
        ],
        [
            44,
            48,
            37,
            44,
            48,
            37
        ],
        [
            4083,
            2364,
            1719,
            4083,
            2364,
            1719
        ],
        [
            239.422473,
            239.422473,
            246.922473,
            239.422473,
            239.422473,
            246.922473
        ],
        [
            4,
            2,
            2,
            4,
            2,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -146702,
            346830,
            -148905,
            -265518,
            -76914,
            -579637
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ALGO_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4574,
    "evaluation_days": 2287,
    "actual_first_datapoint_time": 1561161600000,
    "first_datapoint_time": 1567555200000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758794901660,
    "expiration_time": 1764643104000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 149,
            "offset": 0
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 56,
            "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)