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Trade: ALGO/USDT/480/ZLMA/FWMA/7718

Strategy
ALGO/USDT/480/ZLMA/FWMA/7718
Pair
ALGO_USDT
Interval
8h
Score
307719
Daily Profit
0.207260
Profit Factor
1.264831
Profitability
40.421456
Streak
13.353273
Best Strategy
Training Data Length
2295.000000
Evaluation Time
2025-10-03 03:28
Expiration Time
2025-12-10 14:24

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 475661.7768 343535.1055 132126.6712 417692.1043 679845.1414 -262153.0371
Total P&L (%) 475.6618 343.5351 132.1267 417.6921 679.8451 -262.153
Avg Daily Profit (%) 0.2073 0.1497 0.0576 0.0717 0.0895 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -158861 -88460 -211327 -600793 -350309 -904717
Profit Factor 1.2648 1.4129 1.137 1.0604 1.2152 0.9301
Total Trades 522 261 261 522 261 261
Winning Trades 211 107 104 211 107 104
Losing Trades 311 154 157 311 154 157
Profitability (%) 40.4215 40.9962 39.8467 40.4215 40.9962 39.8467
Ratio Avg Win / Avg Loss 1.8643 2.0335 1.7165 1.563 1.749 1.4042
Largest Winning Trade 86061 86061 59148 304632 304632 202497
Largest Losing Trade -33994 -24193 -33994 -215939 -110072 -215939
Avg Bars in Trades 12 13 11 12 13 11
Avg Bars in Winners 19 20 19 19 20 19
Avg Bars in Losers 8 9 7 8 9 7
Bars Traded 6720 3643 3077 6720 3643 3077
Profit Streak 13.3533 0 14.6866 13.3533 0 14.6866
Trades During Streak 1 0 1 1 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 307719 224956 -186978 -250305 -74745 -581382
Evaluation Data
{
    "trading_pair": "ALGO_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 6885,
    "evaluation_days": 2295,
    "actual_first_datapoint_time": 1561161600000,
    "first_datapoint_time": 1565193600000,
    "last_datapoint_time": 1759420800000,
    "evaluation_time": 1759451322813,
    "expiration_time": 1765369440000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 37,
            "offset": 0
        }
    },
    "second_band": {
        "type": "fwma",
        "factors": {
            "length": 141,
            "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": [
        [
            475661.7767569777,
            343535.1055313104,
            132126.671225667,
            417692.104302607,
            679845.141361006,
            -262153.0370583987
        ],
        [
            475.661777,
            343.535106,
            132.126671,
            417.692104,
            679.845141,
            -262.153037
        ],
        [
            0.20726,
            0.149688,
            0.057572,
            0.071669,
            0.089536,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -158861,
            -88460,
            -211327,
            -600793,
            -350309,
            -904717
        ],
        [
            1.264831,
            1.412899,
            1.137048,
            1.060431,
            1.215187,
            0.930141
        ],
        [
            522,
            261,
            261,
            522,
            261,
            261
        ],
        [
            211,
            107,
            104,
            211,
            107,
            104
        ],
        [
            311,
            154,
            157,
            311,
            154,
            157
        ],
        [
            40.421456,
            40.996169,
            39.846743,
            40.421456,
            40.996169,
            39.846743
        ],
        [
            1.864277,
            2.033519,
            1.716505,
            1.563004,
            1.748961,
            1.404155
        ],
        [
            86061,
            86061,
            59148,
            304632,
            304632,
            202497
        ],
        [
            -33994,
            -24193,
            -33994,
            -215939,
            -110072,
            -215939
        ],
        [
            12,
            13,
            11,
            12,
            13,
            11
        ],
        [
            19,
            20,
            19,
            19,
            20,
            19
        ],
        [
            8,
            9,
            7,
            8,
            9,
            7
        ],
        [
            6720,
            3643,
            3077,
            6720,
            3643,
            3077
        ],
        [
            13.353273,
            0,
            14.686606,
            13.353273,
            0,
            14.686607
        ],
        [
            1,
            0,
            1,
            1,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            307719,
            224956,
            -186978,
            -250305,
            -74745,
            -581382
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ALGO_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 6885,
    "evaluation_days": 2295,
    "actual_first_datapoint_time": 1561161600000,
    "first_datapoint_time": 1565193600000,
    "last_datapoint_time": 1759420800000,
    "evaluation_time": 1759451322813,
    "expiration_time": 1765369440000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 37,
            "offset": 0
        }
    },
    "second_band": {
        "type": "fwma",
        "factors": {
            "length": 141,
            "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)