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Trade: ALGO/USDT/720/ZLMA/MIDPRICE/4890

Strategy
ALGO/USDT/720/ZLMA/MIDPRICE/4890
Pair
ALGO_USDT
Interval
12h
Score
490195
Daily Profit
0.156751
Profit Factor
2.365469
Profitability
60.000000
Streak
146.766855
Best Strategy
Training Data Length
2287.000000
Evaluation Time
2025-09-27 09:24
Expiration Time
2025-12-02 04:38

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 192061.2845 358489.74 -166428.4555 -98195.2875 105135.2904 -203330.5778
Total P&L (%) 192.0613 358.4897 -166.4285 -98.1953 105.1353 -203.3306
Avg Daily Profit (%) 0.084 0.1568 -0.0728 -0.1754 0.0314 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -324344 -138691 -305623 -218251 -3280 -246096
Profit Factor 1.246 2.3655 0.6789 0.6508 12.5811 0.2527
Total Trades 71 35 36 71 35 36
Winning Trades 42 21 21 42 21 21
Losing Trades 29 14 15 29 14 15
Profitability (%) 59.1549 60 58.3333 59.1549 60 58.3333
Ratio Avg Win / Avg Loss 0.8603 1.577 0.4849 0.4493 8.3874 0.1805
Largest Winning Trade 310052 310052 69157 77689 77689 55784
Largest Losing Trade -185533 -81527 -185533 -181571 -2764 -181571
Avg Bars in Trades 56 77 37 56 77 37
Avg Bars in Winners 45 43 47 49 52 47
Avg Bars in Losers 73 128 22 67 115 23
Bars Traded 4045 2707 1338 4045 2707 1338
Profit Streak 146.7669 146.7669 413.2669 146.7669 146.7669 413.2669
Trades During Streak 3 1 6 3 1 6
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -171207 490195 -578304 -669239 -140244 -578304
Evaluation Data
{
    "trading_pair": "ALGO_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4574,
    "evaluation_days": 2287,
    "actual_first_datapoint_time": 1561161600000,
    "first_datapoint_time": 1566432000000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758954256315,
    "expiration_time": 1764643104000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 123,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 112,
            "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": [
        [
            192061.284493449,
            358489.739975862,
            -166428.4554824131,
            -98195.2874590404,
            105135.2903672741,
            -203330.5778263144
        ],
        [
            192.061284,
            358.48974,
            -166.428455,
            -98.195287,
            105.13529,
            -203.330578
        ],
        [
            0.08398,
            0.156751,
            -0.072772,
            -0.175393,
            0.031422,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -324344,
            -138691,
            -305623,
            -218251,
            -3280,
            -246096
        ],
        [
            1.24599,
            2.365469,
            0.678852,
            0.650774,
            12.581098,
            0.252741
        ],
        [
            71,
            35,
            36,
            71,
            35,
            36
        ],
        [
            42,
            21,
            21,
            42,
            21,
            21
        ],
        [
            29,
            14,
            15,
            29,
            14,
            15
        ],
        [
            59.15493,
            60,
            58.333333,
            59.15493,
            60,
            58.333333
        ],
        [
            0.860326,
            1.576979,
            0.484895,
            0.449344,
            8.387398,
            0.180529
        ],
        [
            310052,
            310052,
            69157,
            77689,
            77689,
            55784
        ],
        [
            -185533,
            -81527,
            -185533,
            -181571,
            -2764,
            -181571
        ],
        [
            56,
            77,
            37,
            56,
            77,
            37
        ],
        [
            45,
            43,
            47,
            49,
            52,
            47
        ],
        [
            73,
            128,
            22,
            67,
            115,
            23
        ],
        [
            4045,
            2707,
            1338,
            4045,
            2707,
            1338
        ],
        [
            146.766855,
            146.766855,
            413.266855,
            146.766855,
            146.766855,
            413.266855
        ],
        [
            3,
            1,
            6,
            3,
            1,
            6
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -171207,
            490195,
            -578304,
            -669239,
            -140244,
            -578304
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ALGO_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4574,
    "evaluation_days": 2287,
    "actual_first_datapoint_time": 1561161600000,
    "first_datapoint_time": 1566432000000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758954256315,
    "expiration_time": 1764643104000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 123,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 112,
            "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)