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Trade: DOT/USDT/360/ZLMA/VWMA/1362

Strategy
DOT/USDT/360/ZLMA/VWMA/1362
Pair
DOT_USDT
Interval
6h
Score
425591
Daily Profit
0.243811
Profit Factor
2.956681
Profitability
41.935484
Streak
178.286795
Best Strategy
Training Data Length
1873.000000
Evaluation Time
2025-10-04 21:52
Expiration Time
2025-11-29 18:33

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 447583.397 456658.4415 -9075.0445 -436.1713 253275.7351 -253711.9064
Total P&L (%) 447.5834 456.6584 -9.075 -0.4362 253.2757 -253.7119
Avg Daily Profit (%) 0.239 0.2438 -0.0048 -0.0002 0.0674 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -176790 -134632 -126477 -560062 -293985 -305408
Profit Factor 1.9079 2.9567 0.965 0.9995 1.6697 0.4001
Total Trades 62 31 31 62 31 31
Winning Trades 28 13 15 28 13 15
Losing Trades 34 18 16 34 18 16
Profitability (%) 45.1613 41.9355 48.3871 45.1613 41.9355 48.3871
Ratio Avg Win / Avg Loss 2.3168 4.0939 1.0294 1.2136 2.3118 0.4268
Largest Winning Trade 451479 451479 59202 486266 486266 42217
Largest Losing Trade -64563 -64563 -44535 -162065 -162065 -151714
Avg Bars in Trades 115 109 120 115 109 120
Avg Bars in Winners 157 149 165 157 149 165
Avg Bars in Losers 79 81 77 79 81 77
Bars Traded 7133 3408 3725 7133 3408 3725
Profit Streak 0 178.2868 0 0 178.2868 0
Trades During Streak 0 3 0 0 3 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -148804 425591 -579778 -739492 -101590 -581445
Evaluation Data
{
    "trading_pair": "DOT_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7492,
    "evaluation_days": 1873,
    "actual_first_datapoint_time": 1597773600000,
    "first_datapoint_time": 1602417600000,
    "last_datapoint_time": 1759579200000,
    "evaluation_time": 1759603979069,
    "expiration_time": 1764434016000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 125,
            "offset": 91
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 69,
            "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": [
        [
            447583.397020383,
            456658.4415068643,
            -9075.0444864812,
            -436.1712890594,
            253275.7350864685,
            -253711.9063755278
        ],
        [
            447.583397,
            456.658442,
            -9.075044,
            -0.436171,
            253.275735,
            -253.711906
        ],
        [
            0.238966,
            0.243811,
            -0.004845,
            -0.000233,
            0.067405,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -176790,
            -134632,
            -126477,
            -560062,
            -293985,
            -305408
        ],
        [
            1.907917,
            2.956681,
            0.965041,
            0.999456,
            1.66965,
            0.400122
        ],
        [
            62,
            31,
            31,
            62,
            31,
            31
        ],
        [
            28,
            13,
            15,
            28,
            13,
            15
        ],
        [
            34,
            18,
            16,
            34,
            18,
            16
        ],
        [
            45.16129,
            41.935484,
            48.387097,
            45.16129,
            41.935484,
            48.387097
        ],
        [
            2.316756,
            4.093866,
            1.029378,
            1.213625,
            2.311823,
            0.426797
        ],
        [
            451479,
            451479,
            59202,
            486266,
            486266,
            42217
        ],
        [
            -64563,
            -64563,
            -44535,
            -162065,
            -162065,
            -151714
        ],
        [
            115,
            109,
            120,
            115,
            109,
            120
        ],
        [
            157,
            149,
            165,
            157,
            149,
            165
        ],
        [
            79,
            81,
            77,
            79,
            81,
            77
        ],
        [
            7133,
            3408,
            3725,
            7133,
            3408,
            3725
        ],
        [
            0,
            178.286795,
            0,
            0,
            178.286795,
            0
        ],
        [
            0,
            3,
            0,
            0,
            3,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -148804,
            425591,
            -579778,
            -739492,
            -101590,
            -581445
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "DOT_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7492,
    "evaluation_days": 1873,
    "actual_first_datapoint_time": 1597773600000,
    "first_datapoint_time": 1602417600000,
    "last_datapoint_time": 1759579200000,
    "evaluation_time": 1759603979069,
    "expiration_time": 1764434016000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 125,
            "offset": 91
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 69,
            "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)