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Trade: VET/USDT/15/ZLMA/SINWMA/5741

Strategy
VET/USDT/15/ZLMA/SINWMA/5741
Pair
VET_USDT
Interval
15m
Score
328625
Daily Profit
0.273638
Profit Factor
1.367664
Profitability
70.940171
Streak
3.892404
Best Strategy
Training Data Length
260.420000
Evaluation Time
2025-10-08 13:25
Expiration Time
2025-12-22 12:15

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 71260.7828 4004.8843 67255.8984 74430.2333 9002.1016 65428.1317
Total P&L (%) 71.2608 4.0049 67.2559 74.4302 9.0021 65.4281
Avg Daily Profit (%) 0.2736 0.0154 0.2583 0.2139 0.0331 0.1935
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -30054 -32065 -30814 -39916 -31828 -40330
Profit Factor 1.3677 1.0328 1.9361 1.3122 1.0637 1.6741
Total Trades 117 58 59 117 58 59
Winning Trades 83 36 47 83 36 47
Losing Trades 34 22 12 34 22 12
Profitability (%) 70.9402 62.069 79.661 70.9402 62.069 79.661
Ratio Avg Win / Avg Loss 0.5602 0.6312 0.4943 0.5375 0.65 0.4274
Largest Winning Trade 9623 9623 7314 12274 12274 8463
Largest Losing Trade -20139 -15579 -20139 -25329 -18704 -25329
Avg Bars in Trades 210 223 197 210 223 197
Avg Bars in Winners 135 128 140 135 128 140
Avg Bars in Losers 393 378 422 393 378 422
Bars Traded 24612 12946 11666 24612 12946 11666
Profit Streak 3.8924 11.1424 3.8924 3.8924 11.1424 3.8924
Trades During Streak 2 3 1 2 3 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 328625 -702515 -165715 298037 -644931 -166896
Evaluation Data
{
    "trading_pair": "VET_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1737419400000,
    "first_datapoint_time": 1737637200000,
    "last_datapoint_time": 1759918500000,
    "evaluation_time": 1759919103716,
    "expiration_time": 1766398500000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 243,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 243,
            "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": [
        [
            71260.7827693956,
            4004.8843244491,
            67255.8984449464,
            74430.2333088044,
            9002.1016336645,
            65428.13167514
        ],
        [
            71.260783,
            4.004884,
            67.255898,
            74.430233,
            9.002102,
            65.428132
        ],
        [
            0.273638,
            0.015379,
            0.258259,
            0.213866,
            0.033105,
            0.193477
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -30054,
            -32065,
            -30814,
            -39916,
            -31828,
            -40330
        ],
        [
            1.367664,
            1.032835,
            1.936075,
            1.312223,
            1.063698,
            1.674082
        ],
        [
            117,
            58,
            59,
            117,
            58,
            59
        ],
        [
            83,
            36,
            47,
            83,
            36,
            47
        ],
        [
            34,
            22,
            12,
            34,
            22,
            12
        ],
        [
            70.940171,
            62.068966,
            79.661017,
            70.940171,
            62.068966,
            79.661017
        ],
        [
            0.560248,
            0.631177,
            0.494317,
            0.537537,
            0.650037,
            0.427425
        ],
        [
            9623,
            9623,
            7314,
            12274,
            12274,
            8463
        ],
        [
            -20139,
            -15579,
            -20139,
            -25329,
            -18704,
            -25329
        ],
        [
            210,
            223,
            197,
            210,
            223,
            197
        ],
        [
            135,
            128,
            140,
            135,
            128,
            140
        ],
        [
            393,
            378,
            422,
            393,
            378,
            422
        ],
        [
            24612,
            12946,
            11666,
            24612,
            12946,
            11666
        ],
        [
            3.892404,
            11.142404,
            3.892404,
            3.892404,
            11.142404,
            3.892404
        ],
        [
            2,
            3,
            1,
            2,
            3,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            328625,
            -702515,
            -165715,
            298037,
            -644931,
            -166896
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "VET_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1737419400000,
    "first_datapoint_time": 1737637200000,
    "last_datapoint_time": 1759918500000,
    "evaluation_time": 1759919103716,
    "expiration_time": 1766398500000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 243,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 243,
            "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)