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Trade: ONE/USDT/720/ZLMA/DEMA/7876

Strategy
ONE/USDT/720/ZLMA/DEMA/7876
Pair
ONE_USDT
Interval
12h
Score
578010
Daily Profit
1.278184
Profit Factor
4.920664
Profitability
34.234234
Streak
16.503622
Best Strategy
Training Data Length
2320.500000
Evaluation Time
2025-10-07 15:05
Expiration Time
2025-12-15 16:45

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 2966026.2136 2818870.9823 147155.2314 7803150.6166 -908958.3534 8712108.97
Total P&L (%) 2966.0262 2818.871 147.1552 7803.1506 -908.9584 8712.109
Avg Daily Profit (%) 1.2782 1.2148 0.0634 0.1885 0 0.1932
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -168389 -124993 -86092 -43523725 -27635785 -15887939
Profit Factor 4.9207 7.6492 1.4425 1.079 0.9846 1.2201
Total Trades 111 55 56 111 55 56
Winning Trades 38 17 21 38 17 21
Losing Trades 73 38 35 73 38 35
Profitability (%) 34.2342 30.9091 37.5 34.2342 30.9091 37.5
Ratio Avg Win / Avg Loss 9.4529 17.0982 2.4041 2.0728 2.201 2.0334
Largest Winning Trade 2458514 2458514 63795 19535857 19535857 14976572
Largest Losing Trade -68109 -68109 -26987 -9473476 -9473476 -7420657
Avg Bars in Trades 38 45 31 38 45 31
Avg Bars in Winners 74 87 64 74 87 64
Avg Bars in Losers 19 26 11 19 26 11
Bars Traded 4238 2492 1746 4238 2492 1746
Profit Streak 16.5036 0 20.0036 16.5036 0 20.0036
Trades During Streak 1 0 1 1 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 578010 -165703 -290826 -129824 -765757 -175952
Evaluation Data
{
    "trading_pair": "ONE_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4641,
    "evaluation_days": 2320.5,
    "actual_first_datapoint_time": 1559347200000,
    "first_datapoint_time": 1566561600000,
    "last_datapoint_time": 1759795200000,
    "evaluation_time": 1759838712960,
    "expiration_time": 1765809936000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 168,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dema",
        "factors": {
            "length": 8,
            "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": [
        [
            2966026.213641668,
            2818870.982265626,
            147155.2313760419,
            7803150.616592085,
            -908958.3533643668,
            8712108.969956439
        ],
        [
            2966.026214,
            2818.870982,
            147.155231,
            7803.150617,
            -908.958353,
            8712.10897
        ],
        [
            1.278184,
            1.214769,
            0.063415,
            0.188492,
            0,
            0.193193
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -168389,
            -124993,
            -86092,
            -43523725,
            -27635785,
            -15887939
        ],
        [
            4.920664,
            7.649197,
            1.442479,
            1.079013,
            0.984638,
            1.220063
        ],
        [
            111,
            55,
            56,
            111,
            55,
            56
        ],
        [
            38,
            17,
            21,
            38,
            17,
            21
        ],
        [
            73,
            38,
            35,
            73,
            38,
            35
        ],
        [
            34.234234,
            30.909091,
            37.5,
            34.234234,
            30.909091,
            37.5
        ],
        [
            9.452854,
            17.098204,
            2.404132,
            2.07284,
            2.200955,
            2.033438
        ],
        [
            2458514,
            2458514,
            63795,
            19535857,
            19535857,
            14976572
        ],
        [
            -68109,
            -68109,
            -26987,
            -9473476,
            -9473476,
            -7420657
        ],
        [
            38,
            45,
            31,
            38,
            45,
            31
        ],
        [
            74,
            87,
            64,
            74,
            87,
            64
        ],
        [
            19,
            26,
            11,
            19,
            26,
            11
        ],
        [
            4238,
            2492,
            1746,
            4238,
            2492,
            1746
        ],
        [
            16.503622,
            0,
            20.003622,
            16.503622,
            0,
            20.003622
        ],
        [
            1,
            0,
            1,
            1,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            578010,
            -165703,
            -290826,
            -129824,
            -765757,
            -175952
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ONE_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4641,
    "evaluation_days": 2320.5,
    "actual_first_datapoint_time": 1559347200000,
    "first_datapoint_time": 1566561600000,
    "last_datapoint_time": 1759795200000,
    "evaluation_time": 1759838712960,
    "expiration_time": 1765809936000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 168,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dema",
        "factors": {
            "length": 8,
            "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)