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Trade: DOT/USDT/360/MIDPOINT/ZLMA/3902

Strategy
DOT/USDT/360/MIDPOINT/ZLMA/3902
Pair
DOT_USDT
Interval
6h
Score
520142
Daily Profit
0.160017
Profit Factor
2.673411
Profitability
62.068966
Streak
47.418839
Best Strategy
Training Data Length
1863.000000
Evaluation Time
2025-09-26 19:03
Expiration Time
2025-11-19 11:21

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 369746.6437 298111.669 71634.9747 -92557.3277 18102.592 -110659.9196
Total P&L (%) 369.7466 298.1117 71.635 -92.5573 18.1026 -110.6599
Avg Daily Profit (%) 0.1985 0.16 0.0385 -0.1394 0.0089 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -112894 -57385 -113818 -136792 -17943 -119159
Profit Factor 1.9755 2.6734 1.3566 0.3856 1.713 0.1165
Total Trades 58 29 29 58 29 29
Winning Trades 36 18 18 36 18 18
Losing Trades 22 11 11 22 11 11
Profitability (%) 62.069 62.069 62.069 62.069 62.069 62.069
Ratio Avg Win / Avg Loss 1.2072 1.6338 0.829 0.2356 1.0469 0.0712
Largest Winning Trade 113050 113050 53419 22069 22069 4313
Largest Losing Trade -99599 -48278 -99599 -118577 -17943 -118577
Avg Bars in Trades 122 90 153 122 90 153
Avg Bars in Winners 127 84 171 127 84 171
Avg Bars in Losers 112 99 125 112 99 125
Bars Traded 7077 2613 4464 7077 2613 4464
Profit Streak 16.6688 47.4188 16.6688 16.6688 47.4188 16.6688
Trades During Streak 2 1 1 2 1 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -166617 520142 -140692 -757644 -184847 -578417

Evaluation Data

{
    "trading_pair": "DOT_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7452,
    "evaluation_days": 1863,
    "actual_first_datapoint_time": 1597773600000,
    "first_datapoint_time": 1601899200000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758902587701,
    "expiration_time": 1763544096000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "midpoint",
        "factors": {
            "length": 192,
            "offset": 0
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 168,
            "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": [
        [
            369746.6436585506,
            298111.6689540774,
            71634.9747044733,
            -92557.327652346,
            18102.5919603869,
            -110659.9196127328
        ],
        [
            369.746644,
            298.111669,
            71.634975,
            -92.557328,
            18.102592,
            -110.65992
        ],
        [
            0.198468,
            0.160017,
            0.038451,
            -0.139352,
            0.008931,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -112894,
            -57385,
            -113818,
            -136792,
            -17943,
            -119159
        ],
        [
            1.975472,
            2.673411,
            1.356574,
            0.385575,
            1.713045,
            0.116508
        ],
        [
            58,
            29,
            29,
            58,
            29,
            29
        ],
        [
            36,
            18,
            18,
            36,
            18,
            18
        ],
        [
            22,
            11,
            11,
            22,
            11,
            11
        ],
        [
            62.068966,
            62.068966,
            62.068966,
            62.068966,
            62.068966,
            62.068966
        ],
        [
            1.207233,
            1.633751,
            0.829018,
            0.235629,
            1.046861,
            0.071199
        ],
        [
            113050,
            113050,
            53419,
            22069,
            22069,
            4313
        ],
        [
            -99599,
            -48278,
            -99599,
            -118577,
            -17943,
            -118577
        ],
        [
            122,
            90,
            153,
            122,
            90,
            153
        ],
        [
            127,
            84,
            171,
            127,
            84,
            171
        ],
        [
            112,
            99,
            125,
            112,
            99,
            125
        ],
        [
            7077,
            2613,
            4464,
            7077,
            2613,
            4464
        ],
        [
            16.668839,
            47.418839,
            16.668839,
            16.668839,
            47.418839,
            16.668839
        ],
        [
            2,
            1,
            1,
            2,
            1,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -166617,
            520142,
            -140692,
            -757644,
            -184847,
            -578417
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "DOT_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7452,
    "evaluation_days": 1863,
    "actual_first_datapoint_time": 1597773600000,
    "first_datapoint_time": 1601899200000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758902587701,
    "expiration_time": 1763544096000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midpoint",
        "factors": {
            "length": 192,
            "offset": 0
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 168,
            "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)