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Trade: C98/USDT/120/SSF/ZLMA/8632

Strategy
C98/USDT/120/SSF/ZLMA/8632
Pair
C98_USDT
Interval
2h
Score
562923
Daily Profit
0.189212
Profit Factor
3.236038
Profitability
81.818182
Streak
16.252745
Best Strategy
Training Data Length
1533.420000
Evaluation Time
2025-10-04 05:03
Expiration Time
2025-11-28 06:52

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 320504.6276 30362.4872 290142.1404 442063.4609 126376.1199 315687.341
Total P&L (%) 320.5046 30.3625 290.1421 442.0635 126.3761 315.6873
Avg Daily Profit (%) 0.209 0.0198 0.1892 0.1103 0.0533 0.093
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -76696 -106410 -62955 -171388 -178919 -126372
Profit Factor 1.7884 1.1097 3.236 1.7019 1.3012 2.5014
Total Trades 89 45 44 89 45 44
Winning Trades 66 30 36 66 30 36
Losing Trades 23 15 8 23 15 8
Profitability (%) 74.1573 66.6667 81.8182 74.1573 66.6667 81.8182
Ratio Avg Win / Avg Loss 0.6232 0.5548 0.7191 0.5931 0.6506 0.5559
Largest Winning Trade 46978 46978 34883 173258 173258 46360
Largest Losing Trade -52970 -52970 -48273 -127517 -127517 -74327
Avg Bars in Trades 199 242 155 199 242 155
Avg Bars in Winners 146 178 119 146 178 119
Avg Bars in Losers 351 368 318 351 368 318
Bars Traded 17755 10894 6861 17755 10894 6861
Profit Streak 16.2527 131.5027 16.2527 16.2527 131.5027 16.2527
Trades During Streak 3 5 1 3 5 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 483888 -267367 562923 -40181 -119676 -62173
Evaluation Data
{
    "trading_pair": "C98_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 18401,
    "evaluation_days": 1533.42,
    "actual_first_datapoint_time": 1627041600000,
    "first_datapoint_time": 1629835200000,
    "last_datapoint_time": 1759536000000,
    "evaluation_time": 1759543437154,
    "expiration_time": 1764305539200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 117,
            "offset": 0,
            "poles": 2
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 141,
            "offset": 246
        }
    }
}
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": [
        [
            320504.627602159,
            30362.4871841928,
            290142.1404179662,
            442063.4608836165,
            126376.1198911421,
            315687.3409924744
        ],
        [
            320.504628,
            30.362487,
            290.14214,
            442.063461,
            126.37612,
            315.687341
        ],
        [
            0.209013,
            0.019801,
            0.189212,
            0.110286,
            0.053296,
            0.092957
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -76696,
            -106410,
            -62955,
            -171388,
            -178919,
            -126372
        ],
        [
            1.788365,
            1.109697,
            3.236038,
            1.701859,
            1.301195,
            2.501381
        ],
        [
            89,
            45,
            44,
            89,
            45,
            44
        ],
        [
            66,
            30,
            36,
            66,
            30,
            36
        ],
        [
            23,
            15,
            8,
            23,
            15,
            8
        ],
        [
            74.157303,
            66.666667,
            81.818182,
            74.157303,
            66.666667,
            81.818182
        ],
        [
            0.623218,
            0.554848,
            0.719119,
            0.593072,
            0.650598,
            0.555862
        ],
        [
            46978,
            46978,
            34883,
            173258,
            173258,
            46360
        ],
        [
            -52970,
            -52970,
            -48273,
            -127517,
            -127517,
            -74327
        ],
        [
            199,
            242,
            155,
            199,
            242,
            155
        ],
        [
            146,
            178,
            119,
            146,
            178,
            119
        ],
        [
            351,
            368,
            318,
            351,
            368,
            318
        ],
        [
            17755,
            10894,
            6861,
            17755,
            10894,
            6861
        ],
        [
            16.252745,
            131.502745,
            16.252745,
            16.252745,
            131.502745,
            16.252745
        ],
        [
            3,
            5,
            1,
            3,
            5,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            483888,
            -267367,
            562923,
            -40181,
            -119676,
            -62173
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "C98_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 18401,
    "evaluation_days": 1533.42,
    "actual_first_datapoint_time": 1627041600000,
    "first_datapoint_time": 1629835200000,
    "last_datapoint_time": 1759536000000,
    "evaluation_time": 1759543437154,
    "expiration_time": 1764305539200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 117,
            "offset": 0,
            "poles": 2
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 141,
            "offset": 246
        }
    }
}

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)