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Trade: NEAR/USDT/720/ZLMA/ALMA/2388

Strategy
NEAR/USDT/720/ZLMA/ALMA/2388
Pair
NEAR_USDT
Interval
12h
Score
384067
Daily Profit
0.349487
Profit Factor
1.874716
Profitability
57.407407
Streak
0.000000
Best Strategy
Training Data Length
1807.000000
Evaluation Time
2025-09-26 05:56
Expiration Time
2025-11-17 19:02

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 631522.4877 575035.3037 56487.1841 235500.6085 161023.4527 74477.1558
Total P&L (%) 631.5225 575.0353 56.4872 235.5006 161.0235 74.4772
Avg Daily Profit (%) 0.3495 0.3182 0.0313 0.067 0.0531 0.0308
Buy And Hold Return (%) 163.3657 163.3657 163.3657 163.3657 163.3657 163.3657
Max Trade Drawdown -155560 -93273 -126960 -348158 -250546 -221547
Profit Factor 1.8747 2.553 1.1606 1.1679 1.2117 1.116
Total Trades 108 54 54 108 54 54
Winning Trades 62 28 34 62 28 34
Losing Trades 46 26 20 46 26 20
Profitability (%) 57.4074 51.8519 62.963 57.4074 51.8519 62.963
Ratio Avg Win / Avg Loss 1.3909 2.3707 0.6827 0.8665 1.1252 0.6565
Largest Winning Trade 368076 368076 52429 132592 113817 132592
Largest Losing Trade -63559 -38277 -63559 -142309 -130266 -142309
Avg Bars in Trades 31 35 27 31 35 27
Avg Bars in Winners 33 37 30 33 37 30
Avg Bars in Losers 28 32 24 28 32 24
Bars Traded 3412 1901 1511 3412 1901 1511
Profit Streak 0 163.1228 0 0 163.1228 0
Trades During Streak 0 4 0 0 4 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 384067 -167166 -540526 -168115 -466659 -590180

Evaluation Data

{
    "trading_pair": "NEAR_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3614,
    "evaluation_days": 1807,
    "actual_first_datapoint_time": 1602633600000,
    "first_datapoint_time": 1609243200000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758855409350,
    "expiration_time": 1763398944000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 154,
            "offset": 0
        }
    },
    "second_band": {
        "type": "alma",
        "factors": {
            "length": 19,
            "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": [
        [
            631522.4877424622,
            575035.3036745399,
            56487.1840679226,
            235500.6085089855,
            161023.45273466,
            74477.1557743255
        ],
        [
            631.522488,
            575.035304,
            56.487184,
            235.500609,
            161.023453,
            74.477156
        ],
        [
            0.349487,
            0.318227,
            0.03126,
            0.067009,
            0.05311,
            0.030808
        ],
        [
            163.365657,
            163.365657,
            163.365657,
            163.365657,
            163.365657,
            163.365657
        ],
        [
            -155560,
            -93273,
            -126960,
            -348158,
            -250546,
            -221547
        ],
        [
            1.874716,
            2.553031,
            1.160608,
            1.167906,
            1.2117,
            1.116016
        ],
        [
            108,
            54,
            54,
            108,
            54,
            54
        ],
        [
            62,
            28,
            34,
            62,
            28,
            34
        ],
        [
            46,
            26,
            20,
            46,
            26,
            20
        ],
        [
            57.407407,
            51.851852,
            62.962963,
            57.407407,
            51.851852,
            62.962963
        ],
        [
            1.390919,
            2.370672,
            0.682711,
            0.866511,
            1.12515,
            0.65648
        ],
        [
            368076,
            368076,
            52429,
            132592,
            113817,
            132592
        ],
        [
            -63559,
            -38277,
            -63559,
            -142309,
            -130266,
            -142309
        ],
        [
            31,
            35,
            27,
            31,
            35,
            27
        ],
        [
            33,
            37,
            30,
            33,
            37,
            30
        ],
        [
            28,
            32,
            24,
            28,
            32,
            24
        ],
        [
            3412,
            1901,
            1511,
            3412,
            1901,
            1511
        ],
        [
            0,
            163.122793,
            0,
            0,
            163.122793,
            0
        ],
        [
            0,
            4,
            0,
            0,
            4,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            384067,
            -167166,
            -540526,
            -168115,
            -466659,
            -590180
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "NEAR_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3614,
    "evaluation_days": 1807,
    "actual_first_datapoint_time": 1602633600000,
    "first_datapoint_time": 1609243200000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758855409350,
    "expiration_time": 1763398944000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 154,
            "offset": 0
        }
    },
    "second_band": {
        "type": "alma",
        "factors": {
            "length": 19,
            "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)