← Back to list  ·  Browse strategies →  ·  Learning hub →

Trade: ONE/USDT/120/MIDPRICE/ZLMA/4839

Strategy
ONE/USDT/120/MIDPRICE/ZLMA/4839
Pair
ONE_USDT
Interval
2h
Score
598049
Daily Profit
0.569334
Profit Factor
2.267231
Profitability
50.505051
Streak
0.000000
Best Strategy
Training Data Length
2082.500000
Evaluation Time
2025-09-28 05:51
Expiration Time
2025-12-08 15:16

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1185638.9489 941779.6967 243859.2521 58260247.4542 30396325.3318 27863922.1223
Total P&L (%) 1185.6389 941.7797 243.8593 58260.2475 30396.3253 27863.9221
Avg Daily Profit (%) 0.5693 0.4522 0.1171 0.3063 0.2751 0.2709
Buy And Hold Return (%) 89.4841 89.4841 89.4841 89.4841 89.4841 89.4841
Max Trade Drawdown -122952 -70165 -100972 -37264864 -27821828 -27010262
Profit Factor 2.2672 3.1 1.5006 1.3086 1.3142 1.3027
Total Trades 198 99 99 198 99 99
Winning Trades 100 55 45 100 55 45
Losing Trades 98 44 54 98 44 54
Profitability (%) 50.5051 55.5556 45.4545 50.5051 55.5556 45.4545
Ratio Avg Win / Avg Loss 2.2219 2.48 1.8007 1.2824 1.0513 1.5633
Largest Winning Trade 235420 235420 85386 18932634 17164011 18932634
Largest Losing Trade -50097 -42990 -50097 -19196685 -13352286 -19196685
Avg Bars in Trades 123 108 139 123 108 139
Avg Bars in Winners 162 126 205 162 126 205
Avg Bars in Losers 84 85 84 84 85 84
Bars Traded 24506 10721 13785 24506 10721 13785
Profit Streak 0 0 16.2854 0 0 16.2854
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 598049 595679 -39091 366657 334070 301433
Evaluation Data
{
    "trading_pair": "ONE_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 24990,
    "evaluation_days": 2082.5,
    "actual_first_datapoint_time": 1578729600000,
    "first_datapoint_time": 1580284800000,
    "last_datapoint_time": 1758722400000,
    "evaluation_time": 1759027861145,
    "expiration_time": 1765199808000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 217,
            "offset": 0
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 130,
            "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": [
        [
            1185638.9488617994,
            941779.6967211015,
            243859.2521406967,
            58260247.45416537,
            30396325.331833545,
            27863922.122331865
        ],
        [
            1185.638949,
            941.779697,
            243.859252,
            58260.247454,
            30396.325332,
            27863.922122
        ],
        [
            0.569334,
            0.452235,
            0.117099,
            0.306313,
            0.275057,
            0.270882
        ],
        [
            89.484127,
            89.484127,
            89.484127,
            89.484127,
            89.484127,
            89.484127
        ],
        [
            -122952,
            -70165,
            -100972,
            -37264864,
            -27821828,
            -27010262
        ],
        [
            2.267231,
            3.100031,
            1.500579,
            1.308604,
            1.314182,
            1.302741
        ],
        [
            198,
            99,
            99,
            198,
            99,
            99
        ],
        [
            100,
            55,
            45,
            100,
            55,
            45
        ],
        [
            98,
            44,
            54,
            98,
            44,
            54
        ],
        [
            50.505051,
            55.555556,
            45.454545,
            50.505051,
            55.555556,
            45.454545
        ],
        [
            2.221886,
            2.480025,
            1.800695,
            1.282432,
            1.051346,
            1.563289
        ],
        [
            235420,
            235420,
            85386,
            18932634,
            17164011,
            18932634
        ],
        [
            -50097,
            -42990,
            -50097,
            -19196685,
            -13352286,
            -19196685
        ],
        [
            123,
            108,
            139,
            123,
            108,
            139
        ],
        [
            162,
            126,
            205,
            162,
            126,
            205
        ],
        [
            84,
            85,
            84,
            84,
            85,
            84
        ],
        [
            24506,
            10721,
            13785,
            24506,
            10721,
            13785
        ],
        [
            0,
            0,
            16.28543,
            0,
            0,
            16.28543
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            598049,
            595679,
            -39091,
            366657,
            334070,
            301433
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ONE_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 24990,
    "evaluation_days": 2082.5,
    "actual_first_datapoint_time": 1578729600000,
    "first_datapoint_time": 1580284800000,
    "last_datapoint_time": 1758722400000,
    "evaluation_time": 1759027861145,
    "expiration_time": 1765199808000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 217,
            "offset": 0
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 130,
            "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)