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Trade: ONE/USDT/240/DCM/ZLMA/2186

Strategy
ONE/USDT/240/DCM/ZLMA/2186
Pair
ONE_USDT
Interval
4h
Score
455863
Daily Profit
0.319724
Profit Factor
1.753163
Profitability
53.968254
Streak
32.108942
Best Strategy
Training Data Length
2307.170000
Evaluation Time
2025-09-27 01:36
Expiration Time
2025-12-02 19:09

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 737657.7049 693098.695 44559.0099 725607.5091 2258473.1152 -1532865.6061
Total P&L (%) 737.6577 693.0987 44.559 725.6075 2258.4731 -1532.8656
Avg Daily Profit (%) 0.3197 0.3004 0.0193 0.0915 0.1371 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -141473 -98736 -157648 -3706040 -2446300 -2855697
Profit Factor 1.7532 2.4229 1.0905 1.0467 1.2671 0.784
Total Trades 126 63 63 126 63 63
Winning Trades 68 33 35 68 33 35
Losing Trades 58 30 28 58 30 28
Profitability (%) 53.9683 52.381 55.5556 53.9683 52.381 55.5556
Ratio Avg Win / Avg Loss 1.4953 2.2026 0.8724 0.8927 1.1519 0.6272
Largest Winning Trade 182368 182368 80406 2181797 2181797 906013
Largest Losing Trade -52335 -34087 -52335 -1155030 -958146 -1155030
Avg Bars in Trades 101 81 122 101 81 122
Avg Bars in Winners 121 80 161 121 80 161
Avg Bars in Losers 78 82 73 78 82 73
Bars Traded 12827 5113 7714 12827 5113 7714
Profit Streak 32.1089 0 34.9423 32.1089 0 34.9423
Trades During Streak 1 0 1 1 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 455863 -132859 -436922 -239818 -156099 -726195

Evaluation Data

{
    "trading_pair": "ONE_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 13843,
    "evaluation_days": 2307.17,
    "actual_first_datapoint_time": 1559361600000,
    "first_datapoint_time": 1561996800000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758926212620,
    "expiration_time": 1764695376000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 183,
            "offset": 0
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 184,
            "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": [
        [
            737657.7049021774,
            693098.6949798367,
            44559.0099223409,
            725607.5091106613,
            2258473.1152463923,
            -1532865.6061357313
        ],
        [
            737.657705,
            693.098695,
            44.55901,
            725.607509,
            2258.473115,
            -1532.865606
        ],
        [
            0.319724,
            0.300411,
            0.019313,
            0.091537,
            0.137084,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -141473,
            -98736,
            -157648,
            -3706040,
            -2446300,
            -2855697
        ],
        [
            1.753163,
            2.422894,
            1.090511,
            1.046661,
            1.267113,
            0.783962
        ],
        [
            126,
            63,
            63,
            126,
            63,
            63
        ],
        [
            68,
            33,
            35,
            68,
            33,
            35
        ],
        [
            58,
            30,
            28,
            58,
            30,
            28
        ],
        [
            53.968254,
            52.380952,
            55.555556,
            53.968254,
            52.380952,
            55.555556
        ],
        [
            1.495345,
            2.202631,
            0.872408,
            0.892741,
            1.151921,
            0.627169
        ],
        [
            182368,
            182368,
            80406,
            2181797,
            2181797,
            906013
        ],
        [
            -52335,
            -34087,
            -52335,
            -1155030,
            -958146,
            -1155030
        ],
        [
            101,
            81,
            122,
            101,
            81,
            122
        ],
        [
            121,
            80,
            161,
            121,
            80,
            161
        ],
        [
            78,
            82,
            73,
            78,
            82,
            73
        ],
        [
            12827,
            5113,
            7714,
            12827,
            5113,
            7714
        ],
        [
            32.108942,
            0,
            34.942276,
            32.108942,
            0,
            34.942276
        ],
        [
            1,
            0,
            1,
            1,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            455863,
            -132859,
            -436922,
            -239818,
            -156099,
            -726195
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ONE_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 13843,
    "evaluation_days": 2307.17,
    "actual_first_datapoint_time": 1559361600000,
    "first_datapoint_time": 1561996800000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758926212620,
    "expiration_time": 1764695376000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 183,
            "offset": 0
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 184,
            "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)