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Trade: FLOW/USDT/120/MIDPRICE/ZLMA/9217

Strategy
FLOW/USDT/120/MIDPRICE/ZLMA/9217
Pair
FLOW_USDT
Interval
2h
Score
320195
Daily Profit
0.163350
Profit Factor
1.374853
Profitability
47.741935
Streak
0.000000
Best Strategy
Training Data Length
1525.830000
Evaluation Time
2025-10-03 15:21
Expiration Time
2025-11-27 10:19

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 249244.4672 33988.2477 215256.2195 128104.1399 -53073.566 181177.7059
Total P&L (%) 249.2445 33.9882 215.2562 128.1041 -53.0736 181.1777
Avg Daily Profit (%) 0.1634 0.0223 0.1411 0.0541 -0.0496 0.0678
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -108509 -75729 -48697 -216531 -111128 -111816
Profit Factor 1.3749 1.0967 1.6869 1.0973 0.9201 1.278
Total Trades 155 78 77 155 78 77
Winning Trades 74 37 37 74 37 37
Losing Trades 81 41 40 81 41 40
Profitability (%) 47.7419 47.4359 48.0519 47.7419 47.4359 48.0519
Ratio Avg Win / Avg Loss 1.5049 1.2152 1.8237 1.2011 1.0196 1.3816
Largest Winning Trade 74796 64801 74796 94904 94904 91149
Largest Losing Trade -33143 -28283 -33143 -80887 -55491 -80887
Avg Bars in Trades 115 78 153 115 78 153
Avg Bars in Winners 148 72 224 148 72 224
Avg Bars in Losers 86 83 88 86 83 88
Bars Traded 17963 6112 11851 17963 6112 11851
Profit Streak 0 0 14.7649 0 0 14.7649
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 320195 -315493 -43637 -234246 -614566 -144614
Evaluation Data
{
    "trading_pair": "FLOW_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 18310,
    "evaluation_days": 1525.83,
    "actual_first_datapoint_time": 1627646400000,
    "first_datapoint_time": 1629180000000,
    "last_datapoint_time": 1759485600000,
    "evaluation_time": 1759494088446,
    "expiration_time": 1764231552000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 212,
            "offset": 0
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 198,
            "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": [
        [
            249244.4672232245,
            33988.2476902927,
            215256.2195329317,
            128104.1398804804,
            -53073.5660235136,
            181177.7059039937
        ],
        [
            249.244467,
            33.988248,
            215.25622,
            128.10414,
            -53.073566,
            181.177706
        ],
        [
            0.16335,
            0.022275,
            0.141075,
            0.054059,
            -0.049573,
            0.067777
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -108509,
            -75729,
            -48697,
            -216531,
            -111128,
            -111816
        ],
        [
            1.374853,
            1.096684,
            1.686898,
            1.09734,
            0.920099,
            1.277962
        ],
        [
            155,
            78,
            77,
            155,
            78,
            77
        ],
        [
            74,
            37,
            37,
            74,
            37,
            37
        ],
        [
            81,
            41,
            40,
            81,
            41,
            40
        ],
        [
            47.741935,
            47.435897,
            48.051948,
            47.741935,
            47.435897,
            48.051948
        ],
        [
            1.504907,
            1.215245,
            1.823674,
            1.201142,
            1.019569,
            1.381581
        ],
        [
            74796,
            64801,
            74796,
            94904,
            94904,
            91149
        ],
        [
            -33143,
            -28283,
            -33143,
            -80887,
            -55491,
            -80887
        ],
        [
            115,
            78,
            153,
            115,
            78,
            153
        ],
        [
            148,
            72,
            224,
            148,
            72,
            224
        ],
        [
            86,
            83,
            88,
            86,
            83,
            88
        ],
        [
            17963,
            6112,
            11851,
            17963,
            6112,
            11851
        ],
        [
            0,
            0,
            14.764912,
            0,
            0,
            14.764913
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            320195,
            -315493,
            -43637,
            -234246,
            -614566,
            -144614
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "FLOW_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 18310,
    "evaluation_days": 1525.83,
    "actual_first_datapoint_time": 1627646400000,
    "first_datapoint_time": 1629180000000,
    "last_datapoint_time": 1759485600000,
    "evaluation_time": 1759494088446,
    "expiration_time": 1764231552000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 212,
            "offset": 0
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 198,
            "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)