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Trade: ETC/USDT/15/ZLMA/MIDPRICE/3527

Strategy
ETC/USDT/15/ZLMA/MIDPRICE/3527
Pair
ETC_USDT
Interval
15m
Score
332501
Daily Profit
0.306170
Profit Factor
1.298721
Profitability
57.560976
Streak
6.153727
Best Strategy
Training Data Length
260.420000
Evaluation Time
2025-10-03 05:56
Expiration Time
2025-12-17 04:45

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 79732.9043 32590.0128 47142.8914 79191.3947 24852.7062 54338.6885
Total P&L (%) 79.7329 32.59 47.1429 79.1914 24.8527 54.3387
Avg Daily Profit (%) 0.3062 0.1251 0.181 0.2242 0.0853 0.1668
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -33771 -31974 -33499 -46932 -35756 -50743
Profit Factor 1.2987 1.2009 1.4503 1.2092 1.1088 1.3618
Total Trades 205 103 102 205 103 102
Winning Trades 118 57 61 118 57 61
Losing Trades 87 46 41 87 46 41
Profitability (%) 57.561 55.3398 59.8039 57.561 55.3398 59.8039
Ratio Avg Win / Avg Loss 0.9575 0.9691 0.9748 0.8915 0.8948 0.9153
Largest Winning Trade 17551 17551 11716 26337 26337 15369
Largest Losing Trade -26700 -26700 -14533 -29330 -29330 -21181
Avg Bars in Trades 119 121 117 119 121 117
Avg Bars in Winners 108 101 115 108 101 115
Avg Bars in Losers 135 147 122 135 147 122
Bars Traded 24567 12537 12030 24567 12537 12030
Profit Streak 6.1537 6.1537 7.8933 6.1537 6.1537 7.8933
Trades During Streak 4 2 2 4 2 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 332501 -30832 213631 287585 -185101 209339
Evaluation Data
{
    "trading_pair": "ETC_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1736960400000,
    "first_datapoint_time": 1737134100000,
    "last_datapoint_time": 1759459500000,
    "evaluation_time": 1759460182026,
    "expiration_time": 1765939500000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 176,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 194,
            "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": [
        [
            79732.9042637305,
            32590.0128323048,
            47142.8914314256,
            79191.3947022951,
            24852.7061984901,
            54338.688503805
        ],
        [
            79.732904,
            32.590013,
            47.142891,
            79.191395,
            24.852706,
            54.338689
        ],
        [
            0.30617,
            0.125144,
            0.181026,
            0.224229,
            0.08527,
            0.166785
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -33771,
            -31974,
            -33499,
            -46932,
            -35756,
            -50743
        ],
        [
            1.298721,
            1.200899,
            1.450295,
            1.209157,
            1.108795,
            1.36181
        ],
        [
            205,
            103,
            102,
            205,
            103,
            102
        ],
        [
            118,
            57,
            61,
            118,
            57,
            61
        ],
        [
            87,
            46,
            41,
            87,
            46,
            41
        ],
        [
            57.560976,
            55.339806,
            59.803922,
            57.560976,
            55.339806,
            59.803922
        ],
        [
            0.957532,
            0.969146,
            0.974789,
            0.891497,
            0.894817,
            0.915315
        ],
        [
            17551,
            17551,
            11716,
            26337,
            26337,
            15369
        ],
        [
            -26700,
            -26700,
            -14533,
            -29330,
            -29330,
            -21181
        ],
        [
            119,
            121,
            117,
            119,
            121,
            117
        ],
        [
            108,
            101,
            115,
            108,
            101,
            115
        ],
        [
            135,
            147,
            122,
            135,
            147,
            122
        ],
        [
            24567,
            12537,
            12030,
            24567,
            12537,
            12030
        ],
        [
            6.153727,
            6.153727,
            7.89331,
            6.153727,
            6.153727,
            7.89331
        ],
        [
            4,
            2,
            2,
            4,
            2,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            332501,
            -30832,
            213631,
            287585,
            -185101,
            209339
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ETC_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1736960400000,
    "first_datapoint_time": 1737134100000,
    "last_datapoint_time": 1759459500000,
    "evaluation_time": 1759460182026,
    "expiration_time": 1765939500000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 176,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 194,
            "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)