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Trade: DOT/USDT/720/ZLMA/HILO/1686

Strategy
DOT/USDT/720/ZLMA/HILO/1686
Pair
DOT_USDT
Interval
12h
Score
344801
Daily Profit
0.263805
Profit Factor
3.141851
Profitability
38.235294
Streak
0.000000
Best Strategy
Training Data Length
1869.000000
Evaluation Time
2025-09-30 10:41
Expiration Time
2025-11-25 03:40

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 591479.9956 493052.18 98427.8156 479419.4002 298988.2655 180431.1347
Total P&L (%) 591.48 493.0522 98.4278 479.4194 298.9883 180.4311
Avg Daily Profit (%) 0.3165 0.2638 0.0527 0.094 0.0741 0.0552
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -61728 -84203 -54996 -416971 -374278 -373446
Profit Factor 2.4152 3.1419 1.5243 1.2339 1.2672 1.1939
Total Trades 69 34 35 69 34 35
Winning Trades 31 13 18 31 13 18
Losing Trades 38 21 17 38 21 17
Profitability (%) 44.9275 38.2353 51.4286 44.9275 38.2353 51.4286
Ratio Avg Win / Avg Loss 2.9606 5.0753 1.4396 1.5126 2.0471 1.1276
Largest Winning Trade 431001 431001 49331 331971 331971 265110
Largest Losing Trade -54996 -25559 -54996 -373446 -254668 -373446
Avg Bars in Trades 49 53 46 49 53 46
Avg Bars in Winners 65 70 61 65 70 61
Avg Bars in Losers 37 43 30 37 43 30
Bars Traded 3439 1825 1614 3439 1825 1614
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 -94615 344801 -120959 -174873 -97650 -126287
Evaluation Data
{
    "trading_pair": "DOT_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3738,
    "evaluation_days": 1869,
    "actual_first_datapoint_time": 1597752000000,
    "first_datapoint_time": 1608422400000,
    "last_datapoint_time": 1759190400000,
    "evaluation_time": 1759218111730,
    "expiration_time": 1764034848000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 248,
            "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": [
        [
            591479.9955919244,
            493052.1800324838,
            98427.8155594405,
            479419.4002026247,
            298988.2654879013,
            180431.1347147233
        ],
        [
            591.479996,
            493.05218,
            98.427816,
            479.4194,
            298.988265,
            180.431135
        ],
        [
            0.316469,
            0.263805,
            0.052663,
            0.094044,
            0.074065,
            0.055187
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -61728,
            -84203,
            -54996,
            -416971,
            -374278,
            -373446
        ],
        [
            2.415218,
            3.141851,
            1.524267,
            1.233941,
            1.267247,
            1.193898
        ],
        [
            69,
            34,
            35,
            69,
            34,
            35
        ],
        [
            31,
            13,
            18,
            31,
            13,
            18
        ],
        [
            38,
            21,
            17,
            38,
            21,
            17
        ],
        [
            44.927536,
            38.235294,
            51.428571,
            44.927536,
            38.235294,
            51.428571
        ],
        [
            2.96059,
            5.075298,
            1.439586,
            1.512573,
            2.047091,
            1.127571
        ],
        [
            431001,
            431001,
            49331,
            331971,
            331971,
            265110
        ],
        [
            -54996,
            -25559,
            -54996,
            -373446,
            -254668,
            -373446
        ],
        [
            49,
            53,
            46,
            49,
            53,
            46
        ],
        [
            65,
            70,
            61,
            65,
            70,
            61
        ],
        [
            37,
            43,
            30,
            37,
            43,
            30
        ],
        [
            3439,
            1825,
            1614,
            3439,
            1825,
            1614
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -94615,
            344801,
            -120959,
            -174873,
            -97650,
            -126287
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "DOT_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3738,
    "evaluation_days": 1869,
    "actual_first_datapoint_time": 1597752000000,
    "first_datapoint_time": 1608422400000,
    "last_datapoint_time": 1759190400000,
    "evaluation_time": 1759218111730,
    "expiration_time": 1764034848000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 248,
            "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)