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Trade: ATOM/USDT/480/VWAP/ZLMA/4390

Strategy
ATOM/USDT/480/VWAP/ZLMA/4390
Pair
ATOM_USDT
Interval
8h
Score
417714
Daily Profit
0.168452
Profit Factor
2.800956
Profitability
46.938776
Streak
0.000000
Best Strategy
Training Data Length
2346.670000
Evaluation Time
2025-09-30 13:49
Expiration Time
2025-12-09 19:36

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 454099.7194 395302.0277 58797.6917 294668.5531 489616.4354 -194947.8823
Total P&L (%) 454.0997 395.302 58.7977 294.6686 489.6164 -194.9479
Avg Daily Profit (%) 0.1935 0.1685 0.0251 0.0585 0.0756 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -118367 -67718 -124910 -556625 -237150 -492578
Profit Factor 1.9565 2.801 1.2304 1.1531 1.5581 0.8139
Total Trades 98 49 49 98 49 49
Winning Trades 49 23 26 49 23 26
Losing Trades 49 26 23 49 26 23
Profitability (%) 50 46.9388 53.0612 50 46.9388 53.0612
Ratio Avg Win / Avg Loss 1.9565 3.1663 1.0884 1.1531 1.7614 0.72
Largest Winning Trade 293846 293846 48685 430838 430838 103574
Largest Losing Trade -44464 -36521 -44464 -293535 -201328 -293535
Avg Bars in Trades 68 64 73 68 64 73
Avg Bars in Winners 100 98 103 100 98 103
Avg Bars in Losers 36 34 39 36 34 39
Bars Traded 6751 3170 3581 6751 3170 3581
Profit Streak 0 0 64.4508 0 0 64.4508
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 415547 417714 -159434 -166646 -90277 -579725
Evaluation Data
{
    "trading_pair": "ATOM_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 7040,
    "evaluation_days": 2346.67,
    "actual_first_datapoint_time": 1556496000000,
    "first_datapoint_time": 1561795200000,
    "last_datapoint_time": 1759219200000,
    "evaluation_time": 1759229347125,
    "expiration_time": 1765301760000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 184
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 141,
            "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": [
        [
            454099.7193752679,
            395302.0276829529,
            58797.6916923147,
            294668.5531238604,
            489616.4353766734,
            -194947.8822528127
        ],
        [
            454.099719,
            395.302028,
            58.797692,
            294.668553,
            489.616435,
            -194.947882
        ],
        [
            0.193508,
            0.168452,
            0.025056,
            0.05852,
            0.075638,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -118367,
            -67718,
            -124910,
            -556625,
            -237150,
            -492578
        ],
        [
            1.956544,
            2.800956,
            1.230368,
            1.15309,
            1.558123,
            0.813901
        ],
        [
            98,
            49,
            49,
            98,
            49,
            49
        ],
        [
            49,
            23,
            26,
            49,
            23,
            26
        ],
        [
            49,
            26,
            23,
            49,
            26,
            23
        ],
        [
            50,
            46.938776,
            53.061224,
            50,
            46.938776,
            53.061224
        ],
        [
            1.956544,
            3.166298,
            1.088402,
            1.15309,
            1.761357,
            0.71999
        ],
        [
            293846,
            293846,
            48685,
            430838,
            430838,
            103574
        ],
        [
            -44464,
            -36521,
            -44464,
            -293535,
            -201328,
            -293535
        ],
        [
            68,
            64,
            73,
            68,
            64,
            73
        ],
        [
            100,
            98,
            103,
            100,
            98,
            103
        ],
        [
            36,
            34,
            39,
            36,
            34,
            39
        ],
        [
            6751,
            3170,
            3581,
            6751,
            3170,
            3581
        ],
        [
            0,
            0,
            64.450777,
            0,
            0,
            64.450777
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            415547,
            417714,
            -159434,
            -166646,
            -90277,
            -579725
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ATOM_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 7040,
    "evaluation_days": 2346.67,
    "actual_first_datapoint_time": 1556496000000,
    "first_datapoint_time": 1561795200000,
    "last_datapoint_time": 1759219200000,
    "evaluation_time": 1759229347125,
    "expiration_time": 1765301760000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 184
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 141,
            "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)