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Trade: ALGO/USDT/240/MIDPOINT/ZLMA/6637

Strategy
ALGO/USDT/240/MIDPOINT/ZLMA/6637
Pair
ALGO_USDT
Interval
4h
Score
428259
Daily Profit
0.224139
Profit Factor
1.289089
Profitability
48.451730
Streak
11.406900
Best Strategy
Training Data Length
2286.330000
Evaluation Time
2025-09-28 00:45
Expiration Time
2025-12-02 04:09

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 512455.147 396119.9 116335.247 364536.4993 483042.8266 -118506.3273
Total P&L (%) 512.4551 396.1199 116.3352 364.5365 483.0428 -118.5063
Avg Daily Profit (%) 0.2241 0.1733 0.0509 0.0672 0.0771 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -118185 -128145 -128335 -1130795 -553635 -649012
Profit Factor 1.2891 1.4556 1.1288 1.089 1.2555 0.9462
Total Trades 549 275 274 549 275 274
Winning Trades 266 128 138 266 128 138
Losing Trades 283 147 136 283 147 136
Profitability (%) 48.4517 46.5455 50.365 48.4517 46.5455 50.365
Ratio Avg Win / Avg Loss 1.3715 1.6717 1.1124 1.1586 1.4419 0.9325
Largest Winning Trade 106728 106728 71692 393018 393018 201137
Largest Losing Trade -33383 -33383 -30212 -239438 -181261 -239438
Avg Bars in Trades 24 20 28 24 20 28
Avg Bars in Winners 25 22 28 25 22 28
Avg Bars in Losers 23 19 28 23 19 28
Bars Traded 13449 5671 7778 13449 5671 7778
Profit Streak 11.4069 11.4069 31.4069 11.4069 11.4069 31.4069
Trades During Streak 2 1 2 2 1 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 428259 359613 -201602 -222151 -89684 -578576
Evaluation Data
{
    "trading_pair": "ALGO_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 13718,
    "evaluation_days": 2286.33,
    "actual_first_datapoint_time": 1561161600000,
    "first_datapoint_time": 1562083200000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1759009556132,
    "expiration_time": 1764641376000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "midpoint",
        "factors": {
            "length": 37,
            "offset": 0
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 65,
            "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": [
        [
            512455.1470326926,
            396119.9000058204,
            116335.2470268721,
            364536.4993425232,
            483042.8266380377,
            -118506.327295515
        ],
        [
            512.455147,
            396.1199,
            116.335247,
            364.536499,
            483.042827,
            -118.506327
        ],
        [
            0.224139,
            0.173256,
            0.050883,
            0.067199,
            0.077144,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -118185,
            -128145,
            -128335,
            -1130795,
            -553635,
            -649012
        ],
        [
            1.289089,
            1.455591,
            1.128805,
            1.089044,
            1.255513,
            0.946217
        ],
        [
            549,
            275,
            274,
            549,
            275,
            274
        ],
        [
            266,
            128,
            138,
            266,
            128,
            138
        ],
        [
            283,
            147,
            136,
            283,
            147,
            136
        ],
        [
            48.45173,
            46.545455,
            50.364964,
            48.45173,
            46.545455,
            50.364964
        ],
        [
            1.371474,
            1.671655,
            1.112445,
            1.158644,
            1.441879,
            0.932504
        ],
        [
            106728,
            106728,
            71692,
            393018,
            393018,
            201137
        ],
        [
            -33383,
            -33383,
            -30212,
            -239438,
            -181261,
            -239438
        ],
        [
            24,
            20,
            28,
            24,
            20,
            28
        ],
        [
            25,
            22,
            28,
            25,
            22,
            28
        ],
        [
            23,
            19,
            28,
            23,
            19,
            28
        ],
        [
            13449,
            5671,
            7778,
            13449,
            5671,
            7778
        ],
        [
            11.4069,
            11.4069,
            31.4069,
            11.4069,
            11.4069,
            31.4069
        ],
        [
            2,
            1,
            2,
            2,
            1,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            428259,
            359613,
            -201602,
            -222151,
            -89684,
            -578576
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ALGO_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 13718,
    "evaluation_days": 2286.33,
    "actual_first_datapoint_time": 1561161600000,
    "first_datapoint_time": 1562083200000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1759009556132,
    "expiration_time": 1764641376000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midpoint",
        "factors": {
            "length": 37,
            "offset": 0
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 65,
            "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)