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Trade: BCH/USDT/120/ZLMA/HILO/5233

Strategy
BCH/USDT/120/ZLMA/HILO/5233
Pair
BCH_USDT
Interval
2h
Score
324161
Daily Profit
0.157672
Profit Factor
1.251913
Profitability
46.282528
Streak
14.655200
Best Strategy
Training Data Length
2082.920000
Evaluation Time
2025-10-04 20:43
Expiration Time
2025-12-18 17:38

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 328418.7343 325587.1947 2831.5396 90918.8351 424951.3805 -334032.5454
Total P&L (%) 328.4187 325.5872 2.8315 90.9188 424.9514 -334.0325
Avg Daily Profit (%) 0.1577 0.1563 0.0014 0.0311 0.0796 0
Buy And Hold Return (%) 32.9668 32.9668 32.9668 32.9668 32.9668 32.9668
Max Trade Drawdown -173191 -73140 -126577 -1220057 -587819 -846205
Profit Factor 1.2519 1.5391 1.004 1.0189 1.1898 0.8698
Total Trades 538 269 269 538 269 269
Winning Trades 249 119 130 249 119 130
Losing Trades 289 150 139 289 150 139
Profitability (%) 46.2825 44.2379 48.3271 46.2825 44.2379 48.3271
Ratio Avg Win / Avg Loss 1.453 1.94 1.0736 1.1826 1.4998 0.93
Largest Winning Trade 181749 181749 42933 430440 430440 222395
Largest Losing Trade -33279 -23317 -33279 -230388 -153132 -230388
Avg Bars in Trades 45 44 46 45 44 46
Avg Bars in Winners 54 53 55 54 53 55
Avg Bars in Losers 37 36 38 37 36 38
Bars Traded 24432 11842 12590 24432 11842 12590
Profit Streak 14.6552 0 16.4885 14.6552 0 16.4885
Trades During Streak 1 0 1 1 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 324161 306522 -572072 -352484 -99718 -580002
Evaluation Data
{
    "trading_pair": "BCH_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 24995,
    "evaluation_days": 2082.92,
    "actual_first_datapoint_time": 1579564800000,
    "first_datapoint_time": 1581264000000,
    "last_datapoint_time": 1759593600000,
    "evaluation_time": 1759599809283,
    "expiration_time": 1766072304000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 237,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "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": [
        [
            328418.7342762057,
            325587.1947063125,
            2831.539569894,
            90918.8351149982,
            424951.3804847366,
            -334032.5453697375
        ],
        [
            328.418734,
            325.587195,
            2.83154,
            90.918835,
            424.95138,
            -334.032545
        ],
        [
            0.157672,
            0.156313,
            0.001359,
            0.031052,
            0.079638,
            0
        ],
        [
            32.966786,
            32.966786,
            32.966786,
            32.966786,
            32.966786,
            32.966786
        ],
        [
            -173191,
            -73140,
            -126577,
            -1220057,
            -587819,
            -846205
        ],
        [
            1.251913,
            1.539082,
            1.004047,
            1.018925,
            1.189837,
            0.869811
        ],
        [
            538,
            269,
            269,
            538,
            269,
            269
        ],
        [
            249,
            119,
            130,
            249,
            119,
            130
        ],
        [
            289,
            150,
            139,
            289,
            150,
            139
        ],
        [
            46.282528,
            44.237918,
            48.327138,
            46.282528,
            44.237918,
            48.327138
        ],
        [
            1.453023,
            1.940019,
            1.073558,
            1.182607,
            1.499795,
            0.930029
        ],
        [
            181749,
            181749,
            42933,
            430440,
            430440,
            222395
        ],
        [
            -33279,
            -23317,
            -33279,
            -230388,
            -153132,
            -230388
        ],
        [
            45,
            44,
            46,
            45,
            44,
            46
        ],
        [
            54,
            53,
            55,
            54,
            53,
            55
        ],
        [
            37,
            36,
            38,
            37,
            36,
            38
        ],
        [
            24432,
            11842,
            12590,
            24432,
            11842,
            12590
        ],
        [
            14.6552,
            0,
            16.488533,
            14.6552,
            0,
            16.488533
        ],
        [
            1,
            0,
            1,
            1,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            324161,
            306522,
            -572072,
            -352484,
            -99718,
            -580002
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "BCH_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 24995,
    "evaluation_days": 2082.92,
    "actual_first_datapoint_time": 1579564800000,
    "first_datapoint_time": 1581264000000,
    "last_datapoint_time": 1759593600000,
    "evaluation_time": 1759599809283,
    "expiration_time": 1766072304000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 237,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "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)