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Trade: ATOM/USDT/720/ZLMA/SINWMA/2363

Strategy
ATOM/USDT/720/ZLMA/SINWMA/2363
Pair
ATOM_USDT
Interval
12h
Score
443949
Daily Profit
0.190617
Profit Factor
2.713373
Profitability
46.666667
Streak
112.418093
Best Strategy
Training Data Length
2345.000000
Evaluation Time
2025-09-29 01:02
Expiration Time
2025-12-07 22:24

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 417810.3999 446996.1792 -29185.7793 -86320.0559 52139.6615 -138459.7174
Total P&L (%) 417.8104 446.9962 -29.1858 -86.3201 52.1397 -138.4597
Avg Daily Profit (%) 0.1782 0.1906 -0.0124 -0.0848 0.0179 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -260339 -64727 -256313 -159893 -17423 -168009
Profit Factor 1.7043 2.7134 0.9122 0.6212 2.4981 0.283
Total Trades 60 30 30 60 30 30
Winning Trades 30 14 16 30 14 16
Losing Trades 30 16 14 30 16 14
Profitability (%) 50 46.6667 53.3333 50 46.6667 53.3333
Ratio Avg Win / Avg Loss 1.7043 3.101 0.7982 0.6212 2.855 0.2476
Largest Winning Trade 364343 364343 62227 41490 36459 41490
Largest Losing Trade -95767 -45493 -95767 -72277 -9855 -72277
Avg Bars in Trades 73 86 59 73 86 59
Avg Bars in Winners 90 116 68 90 116 68
Avg Bars in Losers 55 60 50 55 60 50
Bars Traded 4392 2596 1796 4392 2596 1796
Profit Streak 112.4181 112.4181 646.4181 112.4181 112.4181 646.4181
Trades During Streak 5 2 7 5 2 7
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -161409 443949 -578996 -752851 -165760 -578996
Evaluation Data
{
    "trading_pair": "ATOM_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4690,
    "evaluation_days": 2345,
    "actual_first_datapoint_time": 1556496000000,
    "first_datapoint_time": 1563667200000,
    "last_datapoint_time": 1759060800000,
    "evaluation_time": 1759096923276,
    "expiration_time": 1765139040000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 167,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 39,
            "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": [
        [
            417810.3999128173,
            446996.1792159452,
            -29185.7793031281,
            -86320.0558995318,
            52139.6615424589,
            -138459.7174419908
        ],
        [
            417.8104,
            446.996179,
            -29.185779,
            -86.320056,
            52.139662,
            -138.459717
        ],
        [
            0.178171,
            0.190617,
            -0.012446,
            -0.084793,
            0.017896,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -260339,
            -64727,
            -256313,
            -159893,
            -17423,
            -168009
        ],
        [
            1.704327,
            2.713373,
            0.912175,
            0.62124,
            2.498128,
            0.282958
        ],
        [
            60,
            30,
            30,
            60,
            30,
            30
        ],
        [
            30,
            14,
            16,
            30,
            14,
            16
        ],
        [
            30,
            16,
            14,
            30,
            16,
            14
        ],
        [
            50,
            46.666667,
            53.333333,
            50,
            46.666667,
            53.333333
        ],
        [
            1.704327,
            3.100997,
            0.798153,
            0.62124,
            2.855003,
            0.247588
        ],
        [
            364343,
            364343,
            62227,
            41490,
            36459,
            41490
        ],
        [
            -95767,
            -45493,
            -95767,
            -72277,
            -9855,
            -72277
        ],
        [
            73,
            86,
            59,
            73,
            86,
            59
        ],
        [
            90,
            116,
            68,
            90,
            116,
            68
        ],
        [
            55,
            60,
            50,
            55,
            60,
            50
        ],
        [
            4392,
            2596,
            1796,
            4392,
            2596,
            1796
        ],
        [
            112.418093,
            112.418093,
            646.418093,
            112.418093,
            112.418093,
            646.418093
        ],
        [
            5,
            2,
            7,
            5,
            2,
            7
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -161409,
            443949,
            -578996,
            -752851,
            -165760,
            -578996
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ATOM_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4690,
    "evaluation_days": 2345,
    "actual_first_datapoint_time": 1556496000000,
    "first_datapoint_time": 1563667200000,
    "last_datapoint_time": 1759060800000,
    "evaluation_time": 1759096923276,
    "expiration_time": 1765139040000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 167,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 39,
            "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)