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Trade: ALGO/USDT/480/ZLMA/HILO/2671

Strategy
ALGO/USDT/480/ZLMA/HILO/2671
Pair
ALGO_USDT
Interval
8h
Score
301581
Daily Profit
0.148701
Profit Factor
1.669570
Profitability
50.574713
Streak
0.000000
Best Strategy
Training Data Length
2305.000000
Evaluation Time
2025-10-13 03:08
Expiration Time
2025-12-20 21:36

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 336389.6656 342755.3237 -6365.6581 -11840.0624 87666.8003 -99506.8627
Total P&L (%) 336.3897 342.7553 -6.3657 -11.8401 87.6668 -99.5069
Avg Daily Profit (%) 0.1459 0.1487 -0.0028 -0.0055 0.0273 -0.2302
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -120182 -155363 -160246 -204660 -112318 -192160
Profit Factor 1.3474 1.6696 0.9861 0.9844 1.2482 0.7561
Total Trades 175 87 88 175 87 88
Winning Trades 88 44 44 88 44 44
Losing Trades 87 43 44 87 43 44
Profitability (%) 50.2857 50.5747 50 50.2857 50.5747 50
Ratio Avg Win / Avg Loss 1.3321 1.6316 0.9861 0.9733 1.2198 0.7561
Largest Winning Trade 195225 195225 52324 55566 44950 55566
Largest Losing Trade -46470 -38145 -46470 -103145 -51552 -103145
Avg Bars in Trades 36 39 33 36 39 33
Avg Bars in Winners 42 39 45 42 39 45
Avg Bars in Losers 31 39 22 31 39 22
Bars Traded 6426 3443 2983 6426 3443 2983
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 111824 301581 -581096 -579824 -156867 -581096
Evaluation Data
{
    "trading_pair": "ALGO_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 6915,
    "evaluation_days": 2305,
    "actual_first_datapoint_time": 1561161600000,
    "first_datapoint_time": 1566144000000,
    "last_datapoint_time": 1760284800000,
    "evaluation_time": 1760314112299,
    "expiration_time": 1766259360000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 174,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "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": [
        [
            336389.6655612095,
            342755.3236830543,
            -6365.6581218448,
            -11840.0624428207,
            87666.8002646439,
            -99506.8627074646
        ],
        [
            336.389666,
            342.755324,
            -6.365658,
            -11.840062,
            87.6668,
            -99.506863
        ],
        [
            0.145939,
            0.148701,
            -0.002762,
            -0.005467,
            0.027314,
            -0.230196
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -120182,
            -155363,
            -160246,
            -204660,
            -112318,
            -192160
        ],
        [
            1.347403,
            1.66957,
            0.986052,
            0.984447,
            1.24819,
            0.75613
        ],
        [
            175,
            87,
            88,
            175,
            87,
            88
        ],
        [
            88,
            44,
            44,
            88,
            44,
            44
        ],
        [
            87,
            43,
            44,
            87,
            43,
            44
        ],
        [
            50.285714,
            50.574713,
            50,
            50.285714,
            50.574713,
            50
        ],
        [
            1.332091,
            1.631625,
            0.986052,
            0.97326,
            1.219822,
            0.75613
        ],
        [
            195225,
            195225,
            52324,
            55566,
            44950,
            55566
        ],
        [
            -46470,
            -38145,
            -46470,
            -103145,
            -51552,
            -103145
        ],
        [
            36,
            39,
            33,
            36,
            39,
            33
        ],
        [
            42,
            39,
            45,
            42,
            39,
            45
        ],
        [
            31,
            39,
            22,
            31,
            39,
            22
        ],
        [
            6426,
            3443,
            2983,
            6426,
            3443,
            2983
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            111824,
            301581,
            -581096,
            -579824,
            -156867,
            -581096
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ALGO_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 6915,
    "evaluation_days": 2305,
    "actual_first_datapoint_time": 1561161600000,
    "first_datapoint_time": 1566144000000,
    "last_datapoint_time": 1760284800000,
    "evaluation_time": 1760314112299,
    "expiration_time": 1766259360000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 174,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "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)