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Trade: ONE/USDT/240/ZLMA/SUPERTREND/5430

Strategy
ONE/USDT/240/ZLMA/SUPERTREND/5430
Pair
ONE_USDT
Interval
4h
Score
305070
Daily Profit
0.191896
Profit Factor
1.356719
Profitability
45.291480
Streak
13.669488
Best Strategy
Training Data Length
2318.330000
Evaluation Time
2025-10-05 23:04
Expiration Time
2025-12-14 07:12

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 215539.1998 444879.3283 -229340.1285 -99426.6798 -10074.5431 -89352.1367
Total P&L (%) 215.5392 444.8793 -229.3401 -99.4267 -10.0745 -89.3521
Avg Daily Profit (%) 0.093 0.1919 -0.0989 -0.2224 -0.0046 -0.0966
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -313820 -204154 -317972 -138177 -82109 -120831
Profit Factor 1.0931 1.3567 0.7852 0.8086 0.9641 0.6254
Total Trades 447 223 224 447 223 224
Winning Trades 195 101 94 195 101 94
Losing Trades 252 122 130 252 122 130
Profitability (%) 43.6242 45.2915 41.9643 43.6242 45.2915 41.9643
Ratio Avg Win / Avg Loss 1.4126 1.6388 1.0859 1.045 1.1646 0.865
Largest Winning Trade 327223 327223 38357 101936 101936 20475
Largest Losing Trade -47280 -44222 -47280 -47148 -30071 -47148
Avg Bars in Trades 30 37 23 30 37 23
Avg Bars in Winners 36 41 31 36 41 31
Avg Bars in Losers 25 34 17 25 34 17
Bars Traded 13636 8469 5167 13636 8469 5167
Profit Streak 0 13.6695 0 0 13.6695 0
Trades During Streak 0 1 0 0 1 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -187083 305070 -581341 -579254 -579730 -583008
Evaluation Data
{
    "trading_pair": "ONE_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 13910,
    "evaluation_days": 2318.33,
    "actual_first_datapoint_time": 1559361600000,
    "first_datapoint_time": 1561968000000,
    "last_datapoint_time": 1759680000000,
    "evaluation_time": 1759694643736,
    "expiration_time": 1765689120000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 182,
            "offset": 0
        }
    },
    "second_band": {
        "type": "supertrend",
        "factors": {
            "length": 97,
            "offset": 0,
            "multiplier": 2.70681
        }
    }
}
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": [
        [
            215539.1998353043,
            444879.3283181831,
            -229340.1284828793,
            -99426.6798231263,
            -10074.5431380768,
            -89352.1366850494
        ],
        [
            215.5392,
            444.879328,
            -229.340128,
            -99.42668,
            -10.074543,
            -89.352137
        ],
        [
            0.092972,
            0.191896,
            -0.098925,
            -0.22239,
            -0.00458,
            -0.096566
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -313820,
            -204154,
            -317972,
            -138177,
            -82109,
            -120831
        ],
        [
            1.093119,
            1.356719,
            0.785164,
            0.808605,
            0.964139,
            0.625442
        ],
        [
            447,
            223,
            224,
            447,
            223,
            224
        ],
        [
            195,
            101,
            94,
            195,
            101,
            94
        ],
        [
            252,
            122,
            130,
            252,
            122,
            130
        ],
        [
            43.624161,
            45.29148,
            41.964286,
            43.624161,
            45.29148,
            41.964286
        ],
        [
            1.412647,
            1.638809,
            1.085865,
            1.044967,
            1.164603,
            0.864973
        ],
        [
            327223,
            327223,
            38357,
            101936,
            101936,
            20475
        ],
        [
            -47280,
            -44222,
            -47280,
            -47148,
            -30071,
            -47148
        ],
        [
            30,
            37,
            23,
            30,
            37,
            23
        ],
        [
            36,
            41,
            31,
            36,
            41,
            31
        ],
        [
            25,
            34,
            17,
            25,
            34,
            17
        ],
        [
            13636,
            8469,
            5167,
            13636,
            8469,
            5167
        ],
        [
            0,
            13.669488,
            0,
            0,
            13.669488,
            0
        ],
        [
            0,
            1,
            0,
            0,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -187083,
            305070,
            -581341,
            -579254,
            -579730,
            -583008
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ONE_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 13910,
    "evaluation_days": 2318.33,
    "actual_first_datapoint_time": 1559361600000,
    "first_datapoint_time": 1561968000000,
    "last_datapoint_time": 1759680000000,
    "evaluation_time": 1759694643736,
    "expiration_time": 1765689120000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 182,
            "offset": 0
        }
    },
    "second_band": {
        "type": "supertrend",
        "factors": {
            "length": 97,
            "offset": 0,
            "multiplier": 2.70681
        }
    }
}

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)