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Trade: ONE/USDT/360/LINREG/ZLMA/3423

Strategy
ONE/USDT/360/LINREG/ZLMA/3423
Pair
ONE_USDT
Interval
6h
Score
362661
Daily Profit
0.190333
Profit Factor
2.263565
Profitability
42.857143
Streak
140.717545
Best Strategy
Training Data Length
2322.000000
Evaluation Time
2025-10-09 02:13
Expiration Time
2025-12-17 11:50

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 56479.927 441953.2014 -385473.2744 -171648.232 73535.7292 -245183.9612
Total P&L (%) 56.4799 441.9532 -385.4733 -171.6482 73.5357 -245.184
Avg Daily Profit (%) 0.0243 0.1903 -0.166 0 0.0237 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -487006 -129407 -619536 -632506 -350490 -725976
Profit Factor 1.0438 2.2636 0.5903 0.9064 1.1528 0.8188
Total Trades 84 42 42 84 42 42
Winning Trades 44 18 26 42 25 17
Losing Trades 40 24 16 42 17 25
Profitability (%) 52.381 42.8571 61.9048 50 59.5238 40.4762
Ratio Avg Win / Avg Loss 0.9489 3.0181 0.3632 0.9064 0.7839 1.2042
Largest Winning Trade 244097 244097 67367 536326 142433 536326
Largest Losing Trade -197976 -56798 -197976 -479017 -147077 -479017
Avg Bars in Trades 103 91 114 103 91 114
Avg Bars in Winners 116 98 129 90 91 88
Avg Bars in Losers 87 85 91 115 90 132
Bars Traded 8653 3830 4822 8653 3830 4822
Profit Streak 140.7175 140.7175 147.2175 0 0 0
Trades During Streak 5 2 3 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -333381 362661 -577839 -580553 -213991 -582771
Evaluation Data
{
    "trading_pair": "ONE_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 9288,
    "evaluation_days": 2322,
    "actual_first_datapoint_time": 1559347200000,
    "first_datapoint_time": 1564552800000,
    "last_datapoint_time": 1759946400000,
    "evaluation_time": 1759965195894,
    "expiration_time": 1765965024000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "linreg",
        "factors": {
            "length": 242,
            "offset": 0
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 228,
            "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": [
        [
            56479.9269926522,
            441953.2014098334,
            -385473.2744171812,
            -171648.2319652921,
            73535.7292313931,
            -245183.9611966851
        ],
        [
            56.479927,
            441.953201,
            -385.473274,
            -171.648232,
            73.535729,
            -245.183961
        ],
        [
            0.024324,
            0.190333,
            -0.166009,
            0,
            0.023742,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -487006,
            -129407,
            -619536,
            -632506,
            -350490,
            -725976
        ],
        [
            1.043764,
            2.263565,
            0.590266,
            0.906439,
            1.152795,
            0.81883
        ],
        [
            84,
            42,
            42,
            84,
            42,
            42
        ],
        [
            44,
            18,
            26,
            42,
            25,
            17
        ],
        [
            40,
            24,
            16,
            42,
            17,
            25
        ],
        [
            52.380952,
            42.857143,
            61.904762,
            50,
            59.52381,
            40.47619
        ],
        [
            0.948876,
            3.018086,
            0.363241,
            0.906439,
            0.7839,
            1.204162
        ],
        [
            244097,
            244097,
            67367,
            536326,
            142433,
            536326
        ],
        [
            -197976,
            -56798,
            -197976,
            -479017,
            -147077,
            -479017
        ],
        [
            103,
            91,
            114,
            103,
            91,
            114
        ],
        [
            116,
            98,
            129,
            90,
            91,
            88
        ],
        [
            87,
            85,
            91,
            115,
            90,
            132
        ],
        [
            8653,
            3830,
            4822,
            8653,
            3830,
            4822
        ],
        [
            140.717545,
            140.717545,
            147.217545,
            0,
            0,
            0
        ],
        [
            5,
            2,
            3,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -333381,
            362661,
            -577839,
            -580553,
            -213991,
            -582771
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ONE_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 9288,
    "evaluation_days": 2322,
    "actual_first_datapoint_time": 1559347200000,
    "first_datapoint_time": 1564552800000,
    "last_datapoint_time": 1759946400000,
    "evaluation_time": 1759965195894,
    "expiration_time": 1765965024000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "linreg",
        "factors": {
            "length": 242,
            "offset": 0
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 228,
            "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)