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Trade: COMP/USDT/120/MIDPOINT/ZLMA/5037

Strategy
COMP/USDT/120/MIDPOINT/ZLMA/5037
Pair
COMP_USDT
Interval
2h
Score
340972
Daily Profit
0.181620
Profit Factor
1.233643
Profitability
50.227273
Streak
0.000000
Best Strategy
Training Data Length
1928.080000
Evaluation Time
2025-10-05 23:26
Expiration Time
2025-12-14 07:51

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 350177.939 271160.2157 79017.7233 107829.9673 334321.6229 -226491.6556
Total P&L (%) 350.1779 271.1602 79.0177 107.83 334.3216 -226.4917
Avg Daily Profit (%) 0.1816 0.1406 0.041 0.0379 0.0762 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -169971 -102655 -119906 -900176 -563942 -648362
Profit Factor 1.2336 1.3645 1.1047 1.0201 1.1302 0.919
Total Trades 440 220 220 440 220 220
Winning Trades 221 111 110 221 111 110
Losing Trades 219 109 110 219 109 110
Profitability (%) 50.2273 50.4545 50 50.2273 50.4545 50
Ratio Avg Win / Avg Loss 1.2225 1.3399 1.1047 1.0109 1.1099 0.919
Largest Winning Trade 74582 74582 68586 251162 251162 134993
Largest Losing Trade -27961 -27961 -26969 -222791 -142831 -222791
Avg Bars in Trades 51 42 60 51 42 60
Avg Bars in Winners 53 41 66 53 41 66
Avg Bars in Losers 49 44 53 49 44 53
Bars Traded 22562 9361 13201 22562 9361 13201
Profit Streak 0 0 0 0 0 0
Trades During Streak 0 0 0 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 340972 -4157 -242955 -338297 -167838 -580182
Evaluation Data
{
    "trading_pair": "COMP_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 23137,
    "evaluation_days": 1928.08,
    "actual_first_datapoint_time": 1593064800000,
    "first_datapoint_time": 1593979200000,
    "last_datapoint_time": 1759694400000,
    "evaluation_time": 1759696015766,
    "expiration_time": 1765691510400,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "midpoint",
        "factors": {
            "length": 91,
            "offset": 0
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 127,
            "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": [
        [
            350177.9389936979,
            271160.2157396994,
            79017.723253999,
            107829.9673109243,
            334321.6228849457,
            -226491.6555740212
        ],
        [
            350.177939,
            271.160216,
            79.017723,
            107.829967,
            334.321623,
            -226.491656
        ],
        [
            0.18162,
            0.140637,
            0.040983,
            0.037949,
            0.076199,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -169971,
            -102655,
            -119906,
            -900176,
            -563942,
            -648362
        ],
        [
            1.233643,
            1.364532,
            1.104671,
            1.020098,
            1.13022,
            0.919049
        ],
        [
            440,
            220,
            220,
            440,
            220,
            220
        ],
        [
            221,
            111,
            110,
            221,
            111,
            110
        ],
        [
            219,
            109,
            110,
            219,
            109,
            110
        ],
        [
            50.227273,
            50.454545,
            50,
            50.227273,
            50.454545,
            50
        ],
        [
            1.222479,
            1.339946,
            1.104671,
            1.010866,
            1.109855,
            0.919049
        ],
        [
            74582,
            74582,
            68586,
            251162,
            251162,
            134993
        ],
        [
            -27961,
            -27961,
            -26969,
            -222791,
            -142831,
            -222791
        ],
        [
            51,
            42,
            60,
            51,
            42,
            60
        ],
        [
            53,
            41,
            66,
            53,
            41,
            66
        ],
        [
            49,
            44,
            53,
            49,
            44,
            53
        ],
        [
            22562,
            9361,
            13201,
            22562,
            9361,
            13201
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            340972,
            -4157,
            -242955,
            -338297,
            -167838,
            -580182
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "COMP_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 23137,
    "evaluation_days": 1928.08,
    "actual_first_datapoint_time": 1593064800000,
    "first_datapoint_time": 1593979200000,
    "last_datapoint_time": 1759694400000,
    "evaluation_time": 1759696015766,
    "expiration_time": 1765691510400,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midpoint",
        "factors": {
            "length": 91,
            "offset": 0
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 127,
            "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)