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Trade: ALICE/USDT/480/ZLMA/ZLMA/8775

Strategy
ALICE/USDT/480/ZLMA/ZLMA/8775
Pair
ALICE_USDT
Interval
8h
Score
352231
Daily Profit
0.190440
Profit Factor
1.501589
Profitability
54.347826
Streak
0.000000
Best Strategy
Training Data Length
1656.330000
Evaluation Time
2025-09-26 07:29
Expiration Time
2025-11-14 18:33

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 315431.2766 126517.5778 188913.6988 155671.0919 -17277.6084 172948.7003
Total P&L (%) 315.4313 126.5176 188.9137 155.6711 -17.2776 172.9487
Avg Daily Profit (%) 0.1904 0.0764 0.1141 0.0567 -0.0115 0.0606
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -134787 -183668 -111145 -159095 -165233 -109494
Profit Factor 1.5016 1.3195 1.8111 1.253 0.9589 1.8894
Total Trades 138 69 69 138 69 69
Winning Trades 75 32 43 75 32 43
Losing Trades 63 37 26 63 37 26
Profitability (%) 54.3478 46.3768 62.3188 54.3478 46.3768 62.3188
Ratio Avg Win / Avg Loss 1.2613 1.5257 1.0951 1.0525 1.1088 1.1424
Largest Winning Trade 155216 155216 58530 113288 113288 68593
Largest Losing Trade -33060 -29040 -33060 -52322 -52322 -40475
Avg Bars in Trades 34 39 28 34 39 28
Avg Bars in Winners 39 48 32 39 48 32
Avg Bars in Losers 28 32 23 28 32 23
Bars Traded 4732 2746 1986 4732 2746 1986
Profit Streak 0 0 70.1872 0 0 70.1872
Trades During Streak 0 0 7 0 0 7
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 352231 -193013 -136628 -116492 -682478 -207697

Evaluation Data

{
    "trading_pair": "ALICE_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 4969,
    "evaluation_days": 1656.33,
    "actual_first_datapoint_time": 1615766400000,
    "first_datapoint_time": 1622131200000,
    "last_datapoint_time": 1758844800000,
    "evaluation_time": 1758860977101,
    "expiration_time": 1763138016000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 222,
            "offset": 0
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 218,
            "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": [
        [
            315431.2766198196,
            126517.577839252,
            188913.6987805674,
            155671.0919475065,
            -17277.608363019,
            172948.7003105255
        ],
        [
            315.431277,
            126.517578,
            188.913699,
            155.671092,
            -17.277608,
            172.9487
        ],
        [
            0.19044,
            0.076384,
            0.114056,
            0.056691,
            -0.011451,
            0.060641
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -134787,
            -183668,
            -111145,
            -159095,
            -165233,
            -109494
        ],
        [
            1.501589,
            1.31953,
            1.811085,
            1.253018,
            0.958941,
            1.889406
        ],
        [
            138,
            69,
            69,
            138,
            69,
            69
        ],
        [
            75,
            32,
            43,
            75,
            32,
            43
        ],
        [
            63,
            37,
            26,
            63,
            37,
            26
        ],
        [
            54.347826,
            46.376812,
            62.318841,
            54.347826,
            46.376812,
            62.318841
        ],
        [
            1.261335,
            1.525706,
            1.095075,
            1.052536,
            1.108776,
            1.142432
        ],
        [
            155216,
            155216,
            58530,
            113288,
            113288,
            68593
        ],
        [
            -33060,
            -29040,
            -33060,
            -52322,
            -52322,
            -40475
        ],
        [
            34,
            39,
            28,
            34,
            39,
            28
        ],
        [
            39,
            48,
            32,
            39,
            48,
            32
        ],
        [
            28,
            32,
            23,
            28,
            32,
            23
        ],
        [
            4732,
            2746,
            1986,
            4732,
            2746,
            1986
        ],
        [
            0,
            0,
            70.187235,
            0,
            0,
            70.187235
        ],
        [
            0,
            0,
            7,
            0,
            0,
            7
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            352231,
            -193013,
            -136628,
            -116492,
            -682478,
            -207697
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ALICE_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 4969,
    "evaluation_days": 1656.33,
    "actual_first_datapoint_time": 1615766400000,
    "first_datapoint_time": 1622131200000,
    "last_datapoint_time": 1758844800000,
    "evaluation_time": 1758860977101,
    "expiration_time": 1763138016000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 222,
            "offset": 0
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 218,
            "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)