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Trade: ONE/USDT/720/ZLMA/KCU/7877

Strategy
ONE/USDT/720/ZLMA/KCU/7877
Pair
ONE_USDT
Interval
12h
Score
741129
Daily Profit
0.758378
Profit Factor
5.769671
Profitability
45.161290
Streak
425.767888
Best Strategy
Training Data Length
2308.000000
Evaluation Time
2025-09-26 21:25
Expiration Time
2025-12-02 19:45

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1716955.5497 1750336.1967 -33380.647 -38614.047 302076.4441 -340690.4911
Total P&L (%) 1716.9556 1750.3362 -33.3806 -38.614 302.0764 -340.6905
Avg Daily Profit (%) 0.7439 0.7584 -0.0145 -0.0211 0.0603 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -301787 -221875 -125879 -1079076 -652696 -579906
Profit Factor 3.7827 5.7697 0.8665 0.9734 1.4063 0.5203
Total Trades 62 31 31 62 31 31
Winning Trades 32 14 18 32 14 18
Losing Trades 30 17 13 30 17 13
Profitability (%) 51.6129 45.1613 58.0645 51.6129 45.1613 58.0645
Ratio Avg Win / Avg Loss 3.5463 7.006 0.6258 0.9126 1.7077 0.3758
Largest Winning Trade 1794769 1794769 38398 449119 449119 173273
Largest Losing Trade -60316 -60316 -58354 -425062 -283311 -425062
Avg Bars in Trades 69 109 29 69 109 29
Avg Bars in Winners 89 165 29 89 165 29
Avg Bars in Losers 47 62 28 47 62 28
Bars Traded 4286 3385 901 4286 3385 901
Profit Streak 425.7679 425.7679 486.7679 425.7679 425.7679 486.7679
Trades During Streak 7 3 5 7 3 5
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -137289 741129 -578123 -737655 -111135 -578123

Evaluation Data

{
    "trading_pair": "ONE_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4616,
    "evaluation_days": 2308,
    "actual_first_datapoint_time": 1559347200000,
    "first_datapoint_time": 1566345600000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758911145522,
    "expiration_time": 1764697536000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 26,
            "offset": 137
        }
    },
    "second_band": {
        "type": "kcu",
        "factors": {
            "length": 124,
            "offset": 0,
            "scalar": 5
        }
    }
}
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": [
        [
            1716955.5496911271,
            1750336.196689358,
            -33380.6469982309,
            -38614.0470360067,
            302076.4440867234,
            -340690.49112273
        ],
        [
            1716.95555,
            1750.336197,
            -33.380647,
            -38.614047,
            302.076444,
            -340.690491
        ],
        [
            0.743915,
            0.758378,
            -0.014463,
            -0.021141,
            0.060307,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -301787,
            -221875,
            -125879,
            -1079076,
            -652696,
            -579906
        ],
        [
            3.782676,
            5.769671,
            0.866501,
            0.973436,
            1.406305,
            0.520274
        ],
        [
            62,
            31,
            31,
            62,
            31,
            31
        ],
        [
            32,
            14,
            18,
            32,
            14,
            18
        ],
        [
            30,
            17,
            13,
            30,
            17,
            13
        ],
        [
            51.612903,
            45.16129,
            58.064516,
            51.612903,
            45.16129,
            58.064516
        ],
        [
            3.546258,
            7.006029,
            0.625806,
            0.912597,
            1.707657,
            0.375754
        ],
        [
            1794769,
            1794769,
            38398,
            449119,
            449119,
            173273
        ],
        [
            -60316,
            -60316,
            -58354,
            -425062,
            -283311,
            -425062
        ],
        [
            69,
            109,
            29,
            69,
            109,
            29
        ],
        [
            89,
            165,
            29,
            89,
            165,
            29
        ],
        [
            47,
            62,
            28,
            47,
            62,
            28
        ],
        [
            4286,
            3385,
            901,
            4286,
            3385,
            901
        ],
        [
            425.767888,
            425.767888,
            486.767888,
            425.767888,
            425.767888,
            486.767888
        ],
        [
            7,
            3,
            5,
            7,
            3,
            5
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -137289,
            741129,
            -578123,
            -737655,
            -111135,
            -578123
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ONE_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4616,
    "evaluation_days": 2308,
    "actual_first_datapoint_time": 1559347200000,
    "first_datapoint_time": 1566345600000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758911145522,
    "expiration_time": 1764697536000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 26,
            "offset": 137
        }
    },
    "second_band": {
        "type": "kcu",
        "factors": {
            "length": 124,
            "offset": 0,
            "scalar": 5
        }
    }
}

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)