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Trade: ONE/USDT/480/MIDPRICE/ZLMA/2173

Strategy
ONE/USDT/480/MIDPRICE/ZLMA/2173
Pair
ONE_USDT
Interval
8h
Score
533967
Daily Profit
0.441232
Profit Factor
2.096124
Profitability
47.058824
Streak
11.607015
Best Strategy
Training Data Length
2316.330000
Evaluation Time
2025-10-03 09:34
Expiration Time
2025-12-11 13:45

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1022038.2161 853356.5971 168681.6191 12281116.6183 4475256.1967 7805860.4216
Total P&L (%) 1022.0382 853.3566 168.6816 12281.1166 4475.2562 7805.8604
Avg Daily Profit (%) 0.4412 0.3684 0.0728 0.2083 0.1652 0.1888
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -74910 -101473 -55826 -8739995 -9961219 -8096101
Profit Factor 2.0961 2.6514 1.4058 1.1956 1.1201 1.3058
Total Trades 153 77 76 153 77 76
Winning Trades 72 34 38 72 34 38
Losing Trades 81 43 38 81 43 38
Profitability (%) 47.0588 44.1558 50 47.0588 44.1558 50
Ratio Avg Win / Avg Loss 2.3581 3.3533 1.4058 1.3451 1.4166 1.3058
Largest Winning Trade 193817 193817 83724 5300133 5300133 3779264
Largest Losing Trade -35887 -31745 -35887 -4477888 -4477888 -3179766
Avg Bars in Trades 42 36 48 42 36 48
Avg Bars in Winners 54 48 59 54 48 59
Avg Bars in Losers 32 28 37 32 28 37
Bars Traded 6516 2837 3678 6516 2837 3678
Profit Streak 11.607 11.607 19.9403 11.607 11.607 19.9403
Trades During Streak 2 1 1 2 1 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 533967 -29066 -143880 127077 -124241 -40840
Evaluation Data
{
    "trading_pair": "ONE_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 6949,
    "evaluation_days": 2316.33,
    "actual_first_datapoint_time": 1559347200000,
    "first_datapoint_time": 1561104000000,
    "last_datapoint_time": 1759449600000,
    "evaluation_time": 1759473246137,
    "expiration_time": 1765453536000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 62,
            "offset": 0
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 51,
            "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": [
        [
            1022038.2161435317,
            853356.5970827793,
            168681.6190607515,
            12281116.618287982,
            4475256.196685193,
            7805860.421602797
        ],
        [
            1022.038216,
            853.356597,
            168.681619,
            12281.116618,
            4475.256197,
            7805.860422
        ],
        [
            0.441232,
            0.368409,
            0.072823,
            0.208251,
            0.165193,
            0.188847
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -74910,
            -101473,
            -55826,
            -8739995,
            -9961219,
            -8096101
        ],
        [
            2.096124,
            2.651446,
            1.405799,
            1.195638,
            1.120133,
            1.305849
        ],
        [
            153,
            77,
            76,
            153,
            77,
            76
        ],
        [
            72,
            34,
            38,
            72,
            34,
            38
        ],
        [
            81,
            43,
            38,
            81,
            43,
            38
        ],
        [
            47.058824,
            44.155844,
            50,
            47.058824,
            44.155844,
            50
        ],
        [
            2.35814,
            3.353299,
            1.405799,
            1.345093,
            1.416638,
            1.305849
        ],
        [
            193817,
            193817,
            83724,
            5300133,
            5300133,
            3779264
        ],
        [
            -35887,
            -31745,
            -35887,
            -4477888,
            -4477888,
            -3179766
        ],
        [
            42,
            36,
            48,
            42,
            36,
            48
        ],
        [
            54,
            48,
            59,
            54,
            48,
            59
        ],
        [
            32,
            28,
            37,
            32,
            28,
            37
        ],
        [
            6516,
            2837,
            3678,
            6516,
            2837,
            3678
        ],
        [
            11.607015,
            11.607015,
            19.940349,
            11.607015,
            11.607015,
            19.940349
        ],
        [
            2,
            1,
            1,
            2,
            1,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            533967,
            -29066,
            -143880,
            127077,
            -124241,
            -40840
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ONE_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 6949,
    "evaluation_days": 2316.33,
    "actual_first_datapoint_time": 1559347200000,
    "first_datapoint_time": 1561104000000,
    "last_datapoint_time": 1759449600000,
    "evaluation_time": 1759473246137,
    "expiration_time": 1765453536000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 62,
            "offset": 0
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 51,
            "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)