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Trade: ETH/USDT/720/ZLMA/JMA/7701

Strategy
ETH/USDT/720/ZLMA/JMA/7701
Pair
ETH_USDT
Interval
12h
Score
401396
Daily Profit
0.170619
Profit Factor
3.918316
Profitability
53.125000
Streak
176.075881
Best Strategy
Training Data Length
2501.500000
Evaluation Time
2025-10-01 16:49
Expiration Time
2025-12-15 15:04

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 740829.4093 717863.7386 22965.6707 6647472.3911 7012291.9067 -364819.5156
Total P&L (%) 740.8294 717.8637 22.9657 6647.4724 7012.2919 -364.8195
Avg Daily Profit (%) 0.2962 0.287 0.0092 0.1685 0.1706 0
Buy And Hold Return (%) 3067.1951 3067.1951 3067.1951 3067.1951 3067.1951 3067.1951
Max Trade Drawdown -55354 -46662 -58889 -1921452 -996540 -1893211
Profit Factor 2.9894 6.2643 1.0973 2.0211 3.9183 0.9112
Total Trades 64 32 32 64 32 32
Winning Trades 29 17 12 29 17 12
Losing Trades 35 15 20 35 15 20
Profitability (%) 45.3125 53.125 37.5 45.3125 53.125 37.5
Ratio Avg Win / Avg Loss 3.6079 5.5273 1.8288 2.4392 3.4573 1.5186
Largest Winning Trade 290021 290021 62323 2280085 2280085 1554174
Largest Losing Trade -26103 -21632 -26103 -996540 -996540 -951174
Avg Bars in Trades 73 76 70 73 76 70
Avg Bars in Winners 107 107 108 107 107 108
Avg Bars in Losers 45 42 47 45 42 47
Bars Traded 4719 2461 2258 4719 2461 2258
Profit Streak 82.0759 176.0759 0 82.0759 176.0759 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 -296251 -147126 -463615 -139206 401396 -582893
Evaluation Data
{
    "trading_pair": "ETH_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5003,
    "evaluation_days": 2501.5,
    "actual_first_datapoint_time": 1543233600000,
    "first_datapoint_time": 1551398400000,
    "last_datapoint_time": 1759320000000,
    "evaluation_time": 1759326556121,
    "expiration_time": 1765803888000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 190,
            "offset": 0
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 45,
            "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": [
        [
            740829.4093493999,
            717863.7386277302,
            22965.6707216696,
            6647472.391071723,
            7012291.906715616,
            -364819.5156438919
        ],
        [
            740.829409,
            717.863739,
            22.965671,
            6647.472391,
            7012.291907,
            -364.819516
        ],
        [
            0.296154,
            0.286973,
            0.009181,
            0.168511,
            0.170619,
            0
        ],
        [
            3067.195104,
            3067.195104,
            3067.195104,
            3067.195104,
            3067.195104,
            3067.195104
        ],
        [
            -55354,
            -46662,
            -58889,
            -1921452,
            -996540,
            -1893211
        ],
        [
            2.989442,
            6.264296,
            1.097306,
            2.021059,
            3.918316,
            0.911182
        ],
        [
            64,
            32,
            32,
            64,
            32,
            32
        ],
        [
            29,
            17,
            12,
            29,
            17,
            12
        ],
        [
            35,
            15,
            20,
            35,
            15,
            20
        ],
        [
            45.3125,
            53.125,
            37.5,
            45.3125,
            53.125,
            37.5
        ],
        [
            3.607948,
            5.52732,
            1.828843,
            2.439209,
            3.457338,
            1.518637
        ],
        [
            290021,
            290021,
            62323,
            2280085,
            2280085,
            1554174
        ],
        [
            -26103,
            -21632,
            -26103,
            -996540,
            -996540,
            -951174
        ],
        [
            73,
            76,
            70,
            73,
            76,
            70
        ],
        [
            107,
            107,
            108,
            107,
            107,
            108
        ],
        [
            45,
            42,
            47,
            45,
            42,
            47
        ],
        [
            4719,
            2461,
            2258,
            4719,
            2461,
            2258
        ],
        [
            82.075881,
            176.075881,
            0,
            82.075881,
            176.075881,
            0
        ],
        [
            1,
            2,
            0,
            1,
            2,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -296251,
            -147126,
            -463615,
            -139206,
            401396,
            -582893
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ETH_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5003,
    "evaluation_days": 2501.5,
    "actual_first_datapoint_time": 1543233600000,
    "first_datapoint_time": 1551398400000,
    "last_datapoint_time": 1759320000000,
    "evaluation_time": 1759326556121,
    "expiration_time": 1765803888000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 190,
            "offset": 0
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 45,
            "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)