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Trade: C98/USDT/120/ZLMA/HILO/3561

Strategy
C98/USDT/120/ZLMA/HILO/3561
Pair
C98_USDT
Interval
2h
Score
315617
Daily Profit
0.214117
Profit Factor
1.215969
Profitability
44.514768
Streak
0.000000
Best Strategy
Training Data Length
1537.420000
Evaluation Time
2025-10-08 03:48
Expiration Time
2025-12-02 10:19

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 329188.514 215978.2627 113210.2513 -40302.3456 -41899.3812 1597.0356
Total P&L (%) 329.1885 215.9783 113.2103 -40.3023 -41.8994 1.597
Avg Daily Profit (%) 0.2141 0.1405 0.0736 -0.0335 -0.0353 0.001
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -197394 -204502 -74415 -472510 -364352 -178179
Profit Factor 1.216 1.2843 1.1481 0.9799 0.9598 1.0017
Total Trades 474 237 237 474 237 237
Winning Trades 211 98 113 211 98 113
Losing Trades 263 139 124 263 139 124
Profitability (%) 44.5148 41.3502 47.6793 44.5148 41.3502 47.6793
Ratio Avg Win / Avg Loss 1.5156 1.8215 1.2599 1.2214 1.3613 1.0992
Largest Winning Trade 315782 315782 49558 309304 309304 97873
Largest Losing Trade -32484 -24455 -32484 -63257 -63257 -59463
Avg Bars in Trades 38 37 39 38 37 39
Avg Bars in Winners 51 54 49 51 54 49
Avg Bars in Losers 27 26 29 27 26 29
Bars Traded 18192 8926 9266 18192 8926 9266
Profit Streak 0 0 9.2834 0 0 9.2834
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 315617 -7078 -151795 -578767 -581790 -575468
Evaluation Data
{
    "trading_pair": "C98_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 18449,
    "evaluation_days": 1537.42,
    "actual_first_datapoint_time": 1627041600000,
    "first_datapoint_time": 1628172000000,
    "last_datapoint_time": 1759881600000,
    "evaluation_time": 1759884488736,
    "expiration_time": 1764663580800,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 143,
            "offset": 15
        }
    },
    "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": [
        [
            329188.5140316021,
            215978.2626900079,
            113210.2513415945,
            -40302.3456270485,
            -41899.3812456856,
            1597.0356186372
        ],
        [
            329.188514,
            215.978263,
            113.210251,
            -40.302346,
            -41.899381,
            1.597036
        ],
        [
            0.214117,
            0.140481,
            0.073637,
            -0.033549,
            -0.035312,
            0.001031
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -197394,
            -204502,
            -74415,
            -472510,
            -364352,
            -178179
        ],
        [
            1.215969,
            1.284253,
            1.148097,
            0.979921,
            0.959776,
            1.001654
        ],
        [
            474,
            237,
            237,
            474,
            237,
            237
        ],
        [
            211,
            98,
            113,
            211,
            98,
            113
        ],
        [
            263,
            139,
            124,
            263,
            139,
            124
        ],
        [
            44.514768,
            41.350211,
            47.679325,
            44.514768,
            41.350211,
            47.679325
        ],
        [
            1.515639,
            1.821543,
            1.259859,
            1.221418,
            1.361315,
            1.09916
        ],
        [
            315782,
            315782,
            49558,
            309304,
            309304,
            97873
        ],
        [
            -32484,
            -24455,
            -32484,
            -63257,
            -63257,
            -59463
        ],
        [
            38,
            37,
            39,
            38,
            37,
            39
        ],
        [
            51,
            54,
            49,
            51,
            54,
            49
        ],
        [
            27,
            26,
            29,
            27,
            26,
            29
        ],
        [
            18192,
            8926,
            9266,
            18192,
            8926,
            9266
        ],
        [
            0,
            0,
            9.283434,
            0,
            0,
            9.283434
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            315617,
            -7078,
            -151795,
            -578767,
            -581790,
            -575468
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "C98_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 18449,
    "evaluation_days": 1537.42,
    "actual_first_datapoint_time": 1627041600000,
    "first_datapoint_time": 1628172000000,
    "last_datapoint_time": 1759881600000,
    "evaluation_time": 1759884488736,
    "expiration_time": 1764663580800,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 143,
            "offset": 15
        }
    },
    "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)