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Trade: ALGO/USDT/360/SMA/ZLMA/8397

Strategy
ALGO/USDT/360/SMA/ZLMA/8397
Pair
ALGO_USDT
Interval
6h
Score
303642
Daily Profit
0.256602
Profit Factor
1.963616
Profitability
39.560440
Streak
0.000000
Best Strategy
Training Data Length
2293.500000
Evaluation Time
2025-10-01 14:07
Expiration Time
2025-12-09 03:19

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 588515.8401 433430.4936 155085.3465 995472.3414 800570.3329 194902.0086
Total P&L (%) 588.5158 433.4305 155.0853 995.4723 800.5703 194.902
Avg Daily Profit (%) 0.2566 0.189 0.0676 0.1044 0.0959 0.0472
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -76578 -139873 -85799 -680663 -441336 -411032
Profit Factor 1.9636 2.3374 1.541 1.4014 1.6283 1.1616
Total Trades 91 46 45 91 46 45
Winning Trades 36 17 19 36 17 19
Losing Trades 55 29 26 55 29 26
Profitability (%) 39.5604 36.9565 42.2222 39.5604 36.9565 42.2222
Ratio Avg Win / Avg Loss 3 3.9873 2.1088 2.1411 2.7778 1.5896
Largest Winning Trade 185973 185973 61796 494342 494342 319687
Largest Losing Trade -30459 -30128 -30459 -319972 -141363 -319972
Avg Bars in Trades 98 85 110 98 85 110
Avg Bars in Winners 169 151 184 169 151 184
Avg Bars in Losers 51 47 56 51 47 56
Bars Traded 8928 3953 4975 8928 3953 4975
Profit Streak 0 0 37.7134 0 0 37.7134
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 303642 251254 -102392 -55157 -66470 -173938
Evaluation Data
{
    "trading_pair": "ALGO_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 9174,
    "evaluation_days": 2293.5,
    "actual_first_datapoint_time": 1561161600000,
    "first_datapoint_time": 1563408000000,
    "last_datapoint_time": 1759298400000,
    "evaluation_time": 1759316835213,
    "expiration_time": 1765243152000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "sma",
        "factors": {
            "length": 77,
            "offset": 0
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 105,
            "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": [
        [
            588515.8401204876,
            433430.4936325832,
            155085.3464879045,
            995472.3414416658,
            800570.3328511828,
            194902.008590483
        ],
        [
            588.51584,
            433.430494,
            155.085346,
            995.472341,
            800.570333,
            194.902009
        ],
        [
            0.256602,
            0.188982,
            0.06762,
            0.104426,
            0.095876,
            0.047165
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -76578,
            -139873,
            -85799,
            -680663,
            -441336,
            -411032
        ],
        [
            1.963616,
            2.337369,
            1.541037,
            1.401429,
            1.628346,
            1.161646
        ],
        [
            91,
            46,
            45,
            91,
            46,
            45
        ],
        [
            36,
            17,
            19,
            36,
            17,
            19
        ],
        [
            55,
            29,
            26,
            55,
            29,
            26
        ],
        [
            39.56044,
            36.956522,
            42.222222,
            39.56044,
            36.956522,
            42.222222
        ],
        [
            2.99997,
            3.987277,
            2.108787,
            2.141072,
            2.777767,
            1.589621
        ],
        [
            185973,
            185973,
            61796,
            494342,
            494342,
            319687
        ],
        [
            -30459,
            -30128,
            -30459,
            -319972,
            -141363,
            -319972
        ],
        [
            98,
            85,
            110,
            98,
            85,
            110
        ],
        [
            169,
            151,
            184,
            169,
            151,
            184
        ],
        [
            51,
            47,
            56,
            51,
            47,
            56
        ],
        [
            8928,
            3953,
            4975,
            8928,
            3953,
            4975
        ],
        [
            0,
            0,
            37.71337,
            0,
            0,
            37.713371
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            303642,
            251254,
            -102392,
            -55157,
            -66470,
            -173938
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ALGO_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 9174,
    "evaluation_days": 2293.5,
    "actual_first_datapoint_time": 1561161600000,
    "first_datapoint_time": 1563408000000,
    "last_datapoint_time": 1759298400000,
    "evaluation_time": 1759316835213,
    "expiration_time": 1765243152000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sma",
        "factors": {
            "length": 77,
            "offset": 0
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 105,
            "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)