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Trade: ALGO/USDT/480/ZLMA/BBU/1379

Strategy
ALGO/USDT/480/ZLMA/BBU/1379
Pair
ALGO_USDT
Interval
8h
Score
376703
Daily Profit
0.174384
Profit Factor
1.886876
Profitability
48.648649
Streak
0.000000
Best Strategy
Training Data Length
2288.330000
Evaluation Time
2025-09-26 10:06
Expiration Time
2025-12-03 17:36

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 380500.7252 399047.8188 -18547.0935 -49758.3722 -46326.7434 -3431.6288
Total P&L (%) 380.5007 399.0478 -18.5471 -49.7584 -46.3267 -3.4316
Avg Daily Profit (%) 0.1663 0.1744 -0.0081 -0.0301 -0.0272 -0.0015
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -209574 -207192 -23524 -463267 -456098 -17040
Profit Factor 1.7659 1.8869 0.6041 0.9327 0.934 0.9084
Total Trades 75 37 38 75 37 38
Winning Trades 34 18 16 34 18 16
Losing Trades 41 19 22 41 19 22
Profitability (%) 45.3333 48.6486 42.1053 45.3333 48.6486 42.1053
Ratio Avg Win / Avg Loss 2.1295 1.9917 0.8307 1.1247 0.9859 1.2491
Largest Winning Trade 294075 294075 3634 231529 231529 12251
Largest Losing Trade -77442 -77442 -5402 -264405 -264405 -5742
Avg Bars in Trades 87 176 1 87 176 1
Avg Bars in Winners 72 135 1 72 135 1
Avg Bars in Losers 100 214 1 100 214 1
Bars Traded 6578 6527 51 6578 6527 51
Profit Streak 5.2959 0 9.9626 5.2959 0 9.9626
Trades During Streak 1 0 1 1 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -51700 376703 -582615 -641492 -581298 -581227

Evaluation Data

{
    "trading_pair": "ALGO_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 6865,
    "evaluation_days": 2288.33,
    "actual_first_datapoint_time": 1561161600000,
    "first_datapoint_time": 1561766400000,
    "last_datapoint_time": 1758844800000,
    "evaluation_time": 1758870365365,
    "expiration_time": 1764776160000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 5,
            "offset": 7
        }
    },
    "second_band": {
        "type": "bbu",
        "factors": {
            "length": 155,
            "offset": 0,
            "std": 1.96561
        }
    }
}
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": [
        [
            380500.7252342103,
            399047.8187642495,
            -18547.093530039,
            -49758.3722149071,
            -46326.7434058618,
            -3431.6288090453
        ],
        [
            380.500725,
            399.047819,
            -18.547094,
            -49.758372,
            -46.326743,
            -3.431629
        ],
        [
            0.166279,
            0.174384,
            -0.008105,
            -0.030075,
            -0.027189,
            -0.001526
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -209574,
            -207192,
            -23524,
            -463267,
            -456098,
            -17040
        ],
        [
            1.765902,
            1.886876,
            0.604142,
            0.932703,
            0.934,
            0.908403
        ],
        [
            75,
            37,
            38,
            75,
            37,
            38
        ],
        [
            34,
            18,
            16,
            34,
            18,
            16
        ],
        [
            41,
            19,
            22,
            41,
            19,
            22
        ],
        [
            45.333333,
            48.648649,
            42.105263,
            45.333333,
            48.648649,
            42.105263
        ],
        [
            2.12947,
            1.991702,
            0.830695,
            1.124731,
            0.985889,
            1.249054
        ],
        [
            294075,
            294075,
            3634,
            231529,
            231529,
            12251
        ],
        [
            -77442,
            -77442,
            -5402,
            -264405,
            -264405,
            -5742
        ],
        [
            87,
            176,
            1,
            87,
            176,
            1
        ],
        [
            72,
            135,
            1,
            72,
            135,
            1
        ],
        [
            100,
            214,
            1,
            100,
            214,
            1
        ],
        [
            6578,
            6527,
            51,
            6578,
            6527,
            51
        ],
        [
            5.295895,
            0,
            9.962562,
            5.295895,
            0,
            9.962562
        ],
        [
            1,
            0,
            1,
            1,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -51700,
            376703,
            -582615,
            -641492,
            -581298,
            -581227
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ALGO_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 6865,
    "evaluation_days": 2288.33,
    "actual_first_datapoint_time": 1561161600000,
    "first_datapoint_time": 1561766400000,
    "last_datapoint_time": 1758844800000,
    "evaluation_time": 1758870365365,
    "expiration_time": 1764776160000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 5,
            "offset": 7
        }
    },
    "second_band": {
        "type": "bbu",
        "factors": {
            "length": 155,
            "offset": 0,
            "std": 1.96561
        }
    }
}

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)