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Trade: ONE/USDT/360/DCL/ZLMA/2644

Strategy
ONE/USDT/360/DCL/ZLMA/2644
Pair
ONE_USDT
Interval
6h
Score
688124
Daily Profit
1.106382
Profit Factor
3.844204
Profitability
42.574257
Streak
167.730158
Best Strategy
Training Data Length
2313.750000
Evaluation Time
2025-09-30 20:31
Expiration Time
2025-12-08 23:54

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 2559890.8789 2631425.1232 -71534.2443 -82631.1036 97751.3314 -180382.435
Total P&L (%) 2559.8909 2631.4251 -71.5342 -82.6311 97.7513 -180.3824
Avg Daily Profit (%) 1.1064 1.1373 -0.0309 -0.0756 0.0295 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -229156 -216953 -130040 -518518 -360747 -232651
Profit Factor 3.8442 5.1912 0.7372 0.9212 1.1302 0.3956
Total Trades 101 50 51 101 50 51
Winning Trades 43 17 26 43 17 26
Losing Trades 58 33 25 58 33 25
Profitability (%) 42.5743 34 50.9804 42.5743 34 50.9804
Ratio Avg Win / Avg Loss 5.1852 10.077 0.7088 1.2426 2.1939 0.3804
Largest Winning Trade 2665609 2665609 24381 514300 514300 18559
Largest Losing Trade -68179 -68179 -46473 -291040 -291040 -102543
Avg Bars in Trades 86 160 12 86 160 12
Avg Bars in Winners 112 265 11 112 265 11
Avg Bars in Losers 66 106 13 66 106 13
Bars Traded 8694 8038 656 8694 8038 656
Profit Streak 167.7302 167.7302 188.4802 167.7302 167.7302 188.4802
Trades During Streak 3 1 2 3 1 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 688124 -164303 -759455 -580376 -415399 -759455
Evaluation Data
{
    "trading_pair": "ONE_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 9255,
    "evaluation_days": 2313.75,
    "actual_first_datapoint_time": 1559347200000,
    "first_datapoint_time": 1561723200000,
    "last_datapoint_time": 1759233600000,
    "evaluation_time": 1759253485694,
    "expiration_time": 1765230840000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "dcl",
        "factors": {
            "length": 26,
            "offset": 0
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 111,
            "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": [
        [
            2559890.8788993605,
            2631425.1232307935,
            -71534.2443314321,
            -82631.1036327768,
            97751.3313549722,
            -180382.434987749
        ],
        [
            2559.890879,
            2631.425123,
            -71.534244,
            -82.631104,
            97.751331,
            -180.382435
        ],
        [
            1.106382,
            1.137299,
            -0.030917,
            -0.075627,
            0.029473,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -229156,
            -216953,
            -130040,
            -518518,
            -360747,
            -232651
        ],
        [
            3.844204,
            5.191184,
            0.73719,
            0.921245,
            1.130203,
            0.395605
        ],
        [
            101,
            50,
            51,
            101,
            50,
            51
        ],
        [
            43,
            17,
            26,
            43,
            17,
            26
        ],
        [
            58,
            33,
            25,
            58,
            33,
            25
        ],
        [
            42.574257,
            34,
            50.980392,
            42.574257,
            34,
            50.980392
        ],
        [
            5.185206,
            10.077005,
            0.708837,
            1.242609,
            2.193923,
            0.380389
        ],
        [
            2665609,
            2665609,
            24381,
            514300,
            514300,
            18559
        ],
        [
            -68179,
            -68179,
            -46473,
            -291040,
            -291040,
            -102543
        ],
        [
            86,
            160,
            12,
            86,
            160,
            12
        ],
        [
            112,
            265,
            11,
            112,
            265,
            11
        ],
        [
            66,
            106,
            13,
            66,
            106,
            13
        ],
        [
            8694,
            8038,
            656,
            8694,
            8038,
            656
        ],
        [
            167.730158,
            167.730158,
            188.480158,
            167.730158,
            167.730158,
            188.480158
        ],
        [
            3,
            1,
            2,
            3,
            1,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            688124,
            -164303,
            -759455,
            -580376,
            -415399,
            -759455
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ONE_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 9255,
    "evaluation_days": 2313.75,
    "actual_first_datapoint_time": 1559347200000,
    "first_datapoint_time": 1561723200000,
    "last_datapoint_time": 1759233600000,
    "evaluation_time": 1759253485694,
    "expiration_time": 1765230840000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "dcl",
        "factors": {
            "length": 26,
            "offset": 0
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 111,
            "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)