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Trade: ALGO/USDT/240/MIDPOINT/ZLMA/2930

Strategy
ALGO/USDT/240/MIDPOINT/ZLMA/2930
Pair
ALGO_USDT
Interval
4h
Score
305562
Daily Profit
0.228471
Profit Factor
1.611674
Profitability
40.490798
Streak
0.000000
Best Strategy
Training Data Length
2302.170000
Evaluation Time
2025-10-10 12:07
Expiration Time
2025-12-18 11:33

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 525980.1966 415588.6294 110391.5672 318778.6742 658924.1454 -340145.4711
Total P&L (%) 525.9802 415.5886 110.3916 318.7787 658.9241 -340.1455
Avg Daily Profit (%) 0.2285 0.1805 0.048 0.0622 0.0881 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -162968 -153075 -120974 -628653 -347158 -471995
Profit Factor 1.6117 1.8987 1.2777 1.1262 1.5428 0.7407
Total Trades 163 82 81 163 82 81
Winning Trades 66 31 35 66 31 35
Losing Trades 97 51 46 97 51 46
Profitability (%) 40.4908 37.8049 43.2099 40.4908 37.8049 43.2099
Ratio Avg Win / Avg Loss 2.3687 3.1236 1.6793 1.6552 2.5381 0.9735
Largest Winning Trade 220873 220873 60743 569727 569727 196610
Largest Losing Trade -28186 -21579 -28186 -201176 -104006 -201176
Avg Bars in Trades 82 69 96 82 69 96
Avg Bars in Winners 128 102 152 128 102 152
Avg Bars in Losers 51 50 53 51 50 53
Bars Traded 13527 5731 7796 13527 5731 7796
Profit Streak 0 0 0 0 0 0
Trades During Streak 0 0 0 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 305562 66910 -142411 -193271 -81479 -595376
Evaluation Data
{
    "trading_pair": "ALGO_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 13813,
    "evaluation_days": 2302.17,
    "actual_first_datapoint_time": 1561161600000,
    "first_datapoint_time": 1563120000000,
    "last_datapoint_time": 1760083200000,
    "evaluation_time": 1760087230655,
    "expiration_time": 1766050416000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "midpoint",
        "factors": {
            "length": 137,
            "offset": 0
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 74,
            "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": [
        [
            525980.1965984573,
            415588.6294310217,
            110391.5671674357,
            318778.6742369672,
            658924.145355755,
            -340145.4711187875
        ],
        [
            525.980197,
            415.588629,
            110.391567,
            318.778674,
            658.924145,
            -340.145471
        ],
        [
            0.228471,
            0.18052,
            0.047951,
            0.062229,
            0.088074,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -162968,
            -153075,
            -120974,
            -628653,
            -347158,
            -471995
        ],
        [
            1.611674,
            1.898683,
            1.277741,
            1.126203,
            1.542777,
            0.740729
        ],
        [
            163,
            82,
            81,
            163,
            82,
            81
        ],
        [
            66,
            31,
            35,
            66,
            31,
            35
        ],
        [
            97,
            51,
            46,
            97,
            51,
            46
        ],
        [
            40.490798,
            37.804878,
            43.209877,
            40.490798,
            37.804878,
            43.209877
        ],
        [
            2.368672,
            3.12364,
            1.679317,
            1.655177,
            2.538118,
            0.973529
        ],
        [
            220873,
            220873,
            60743,
            569727,
            569727,
            196610
        ],
        [
            -28186,
            -21579,
            -28186,
            -201176,
            -104006,
            -201176
        ],
        [
            82,
            69,
            96,
            82,
            69,
            96
        ],
        [
            128,
            102,
            152,
            128,
            102,
            152
        ],
        [
            51,
            50,
            53,
            51,
            50,
            53
        ],
        [
            13527,
            5731,
            7796,
            13527,
            5731,
            7796
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            305562,
            66910,
            -142411,
            -193271,
            -81479,
            -595376
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ALGO_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 13813,
    "evaluation_days": 2302.17,
    "actual_first_datapoint_time": 1561161600000,
    "first_datapoint_time": 1563120000000,
    "last_datapoint_time": 1760083200000,
    "evaluation_time": 1760087230655,
    "expiration_time": 1766050416000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midpoint",
        "factors": {
            "length": 137,
            "offset": 0
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 74,
            "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)