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Trade: ONE/USDT/240/ZLMA/SWMA/2640

Strategy
ONE/USDT/240/ZLMA/SWMA/2640
Pair
ONE_USDT
Interval
4h
Score
621960
Daily Profit
0.157195
Profit Factor
5.411828
Profitability
61.764706
Streak
0.000000
Best Strategy
Training Data Length
2307.170000
Evaluation Time
2025-09-26 13:54
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 -2421519.8438 -183938.6782 -2237581.1656 -110510.7711 3648386.3126 -3758897.0836
Total P&L (%) -2421.5198 -183.9387 -2237.5812 -110.5108 3648.3863 -3758.8971
Avg Daily Profit (%) -1.0496 -0.0797 -0.9698 0 0.1572 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -2461180 -209155 -2275550 -5784211 -659361 -6095272
Profit Factor 0.1552 0.4777 0.11 0.9844 5.4118 0.399
Total Trades 69 34 35 69 34 35
Winning Trades 39 15 24 31 21 10
Losing Trades 30 19 11 38 13 25
Profitability (%) 56.5217 44.1176 68.5714 44.9275 61.7647 28.5714
Ratio Avg Win / Avg Loss 0.1194 0.6051 0.0504 1.2067 3.3502 0.9976
Largest Winning Trade 45438 32624 45438 3103976 3103976 981111
Largest Losing Trade -1877874 -81584 -1877874 -4154476 -522884 -4154476
Avg Bars in Trades 184 218 151 184 218 151
Avg Bars in Winners 62 54 67 263 280 227
Avg Bars in Losers 342 347 334 120 118 121
Bars Traded 12725 7427 5298 12725 7427 5298
Profit Streak 31.9548 31.9548 40.7881 0 0 0
Trades During Streak 3 1 2 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -684477 -582542 -577392 -687361 621960 -594861

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": 1562443200000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758884092462,
    "expiration_time": 1764695376000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 215,
            "offset": 0
        }
    },
    "second_band": {
        "type": "swma",
        "factors": {
            "length": 115,
            "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": [
        [
            -2421519.843836966,
            -183938.6782313091,
            -2237581.165605657,
            -110510.7710551131,
            3648386.31257665,
            -3758897.083631763
        ],
        [
            -2421.519844,
            -183.938678,
            -2237.581166,
            -110.510771,
            3648.386313,
            -3758.897084
        ],
        [
            -1.049563,
            -0.079725,
            -0.969838,
            0,
            0.157195,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -2461180,
            -209155,
            -2275550,
            -5784211,
            -659361,
            -6095272
        ],
        [
            0.155185,
            0.477674,
            0.110015,
            0.984395,
            5.411828,
            0.399034
        ],
        [
            69,
            34,
            35,
            69,
            34,
            35
        ],
        [
            39,
            15,
            24,
            31,
            21,
            10
        ],
        [
            30,
            19,
            11,
            38,
            13,
            25
        ],
        [
            56.521739,
            44.117647,
            68.571429,
            44.927536,
            61.764706,
            28.571429
        ],
        [
            0.119373,
            0.605054,
            0.050424,
            1.206678,
            3.350179,
            0.997586
        ],
        [
            45438,
            32624,
            45438,
            3103976,
            3103976,
            981111
        ],
        [
            -1877874,
            -81584,
            -1877874,
            -4154476,
            -522884,
            -4154476
        ],
        [
            184,
            218,
            151,
            184,
            218,
            151
        ],
        [
            62,
            54,
            67,
            263,
            280,
            227
        ],
        [
            342,
            347,
            334,
            120,
            118,
            121
        ],
        [
            12725,
            7427,
            5298,
            12725,
            7427,
            5298
        ],
        [
            31.954774,
            31.954774,
            40.788107,
            0,
            0,
            0
        ],
        [
            3,
            1,
            2,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -684477,
            -582542,
            -577392,
            -687361,
            621960,
            -594861
        ]
    ]
}
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": 1562443200000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758884092462,
    "expiration_time": 1764695376000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 215,
            "offset": 0
        }
    },
    "second_band": {
        "type": "swma",
        "factors": {
            "length": 115,
            "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)