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Trade: ETC/USDT/720/BBM/ZLMA/1695

Strategy
ETC/USDT/720/BBM/ZLMA/1695
Pair
ETC_USDT
Interval
12h
Score
373753
Daily Profit
0.260828
Profit Factor
4.049897
Profitability
42.857143
Streak
236.905729
Best Strategy
Training Data Length
2500.000000
Evaluation Time
2025-09-26 12:44
Expiration Time
2025-12-08 14:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 698644.8784 652070.1481 46574.7304 1024002.5619 841800.752 182201.8099
Total P&L (%) 698.6449 652.0701 46.5747 1024.0026 841.8008 182.2018
Avg Daily Profit (%) 0.2795 0.2608 0.0186 0.0968 0.0897 0.0415
Buy And Hold Return (%) 249.9548 249.9548 249.9548 249.9548 249.9548 249.9548
Max Trade Drawdown -99139 -66441 -46823 -1356785 -979689 -545977
Profit Factor 2.5785 4.0499 1.2036 1.2509 1.3779 1.0982
Total Trades 69 35 34 69 35 34
Winning Trades 32 15 17 32 15 17
Losing Trades 37 20 17 37 20 17
Profitability (%) 46.3768 42.8571 50 46.3768 42.8571 50
Ratio Avg Win / Avg Loss 2.9814 5.3999 1.2036 1.4463 1.8373 1.0982
Largest Winning Trade 466189 466189 46034 1078384 1078384 405546
Largest Losing Trade -34383 -22401 -34383 -495051 -446644 -495051
Avg Bars in Trades 70 65 75 70 65 75
Avg Bars in Winners 112 110 113 112 110 113
Avg Bars in Losers 34 32 37 34 32 37
Bars Traded 4871 2301 2570 4871 2301 2570
Profit Streak 77.4057 236.9057 0 77.4057 236.9057 0
Trades During Streak 1 2 0 1 2 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -96788 373753 -334266 -172769 -75657 -415712

Evaluation Data

{
    "trading_pair": "ETC_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5000,
    "evaluation_days": 2500,
    "actual_first_datapoint_time": 1542758400000,
    "first_datapoint_time": 1545825600000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758879854971,
    "expiration_time": 1765195200000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "bbm",
        "factors": {
            "length": 72,
            "offset": 0,
            "std": 4.32424
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 64,
            "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": [
        [
            698644.8784490809,
            652070.1480734131,
            46574.7303756678,
            1024002.5619338418,
            841800.7519852493,
            182201.8099485921
        ],
        [
            698.644878,
            652.070148,
            46.57473,
            1024.002562,
            841.800752,
            182.20181
        ],
        [
            0.279458,
            0.260828,
            0.01863,
            0.096826,
            0.089745,
            0.041507
        ],
        [
            249.954803,
            249.954803,
            249.954803,
            249.954803,
            249.954803,
            249.954803
        ],
        [
            -99139,
            -66441,
            -46823,
            -1356785,
            -979689,
            -545977
        ],
        [
            2.578525,
            4.049897,
            1.203567,
            1.250869,
            1.377941,
            1.098249
        ],
        [
            69,
            35,
            34,
            69,
            35,
            34
        ],
        [
            32,
            15,
            17,
            32,
            15,
            17
        ],
        [
            37,
            20,
            17,
            37,
            20,
            17
        ],
        [
            46.376812,
            42.857143,
            50,
            46.376812,
            42.857143,
            50
        ],
        [
            2.98142,
            5.399863,
            1.203567,
            1.446317,
            1.837255,
            1.098249
        ],
        [
            466189,
            466189,
            46034,
            1078384,
            1078384,
            405546
        ],
        [
            -34383,
            -22401,
            -34383,
            -495051,
            -446644,
            -495051
        ],
        [
            70,
            65,
            75,
            70,
            65,
            75
        ],
        [
            112,
            110,
            113,
            112,
            110,
            113
        ],
        [
            34,
            32,
            37,
            34,
            32,
            37
        ],
        [
            4871,
            2301,
            2570,
            4871,
            2301,
            2570
        ],
        [
            77.405729,
            236.905729,
            0,
            77.405729,
            236.905729,
            0
        ],
        [
            1,
            2,
            0,
            1,
            2,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -96788,
            373753,
            -334266,
            -172769,
            -75657,
            -415712
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ETC_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5000,
    "evaluation_days": 2500,
    "actual_first_datapoint_time": 1542758400000,
    "first_datapoint_time": 1545825600000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758879854971,
    "expiration_time": 1765195200000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "bbm",
        "factors": {
            "length": 72,
            "offset": 0,
            "std": 4.32424
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 64,
            "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)