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Trade: FTM/USDT/720/ZLMA/ZLMA/7456

Strategy
FTM/USDT/720/ZLMA/ZLMA/7456
Pair
FTM_USDT
Interval
12h
Score
669904
Daily Profit
0.352325
Profit Factor
4.478585
Profitability
53.333333
Streak
416.011082
Best Strategy
Training Data Length
2043.500000
Evaluation Time
2025-10-07 03:15
Expiration Time
2025-03-15 09:19

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L -3852128.7494 -91683.2405 -3760445.5089 -65868.0738 132127664.4524 -132193532.5262
Total P&L (%) -3852.1287 -91.6832 -3760.4455 -65.8681 132127.6645 -132193.5325
Avg Daily Profit (%) -1.8851 -0.0449 -1.8402 -0.0526 0.3523 0
Buy And Hold Return (%) 5300.7722 5300.7722 5300.7722 5300.7722 5300.7722 5300.7722
Max Trade Drawdown -3875543 -186474 -3775332 -193487711 -21425548 -204356148
Profit Factor 0.1234 0.7381 0.0702 0.9997 4.4786 0.3681
Total Trades 90 45 45 90 45 45
Winning Trades 65 31 34 39 24 15
Losing Trades 25 14 11 51 21 30
Profitability (%) 72.2222 68.8889 75.5556 43.3333 53.3333 33.3333
Ratio Avg Win / Avg Loss 0.0475 0.3333 0.0227 1.3073 3.9188 0.7363
Largest Winning Trade 44999 44999 37443 74154579 74154579 50230922
Largest Losing Trade -1913633 -66288 -1913633 -155034943 -20761896 -155034943
Avg Bars in Trades 39 33 44 39 33 44
Avg Bars in Winners 10 15 6 49 39 65
Avg Bars in Losers 112 72 162 31 25 34
Bars Traded 3518 1498 2019 3518 1498 2019
Profit Streak 0 416.0111 0 0 416.0111 0
Trades During Streak 0 4 0 0 4 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -577379 -576905 -577399 -581463 669904 -587193
Evaluation Data
{
    "trading_pair": "FTM_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4087,
    "evaluation_days": 2043.5,
    "actual_first_datapoint_time": 1560211200000,
    "first_datapoint_time": 1570881600000,
    "last_datapoint_time": 1736726400000,
    "evaluation_time": 1759796157526,
    "expiration_time": 1742023152000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 2,
            "offset": 0
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 248,
            "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": [
        [
            -3852128.749446583,
            -91683.2405008209,
            -3760445.5089457612,
            -65868.0738281422,
            132127664.45239614,
            -132193532.52622423
        ],
        [
            -3852.128749,
            -91.683241,
            -3760.445509,
            -65.868074,
            132127.664452,
            -132193.532526
        ],
        [
            -1.885064,
            -0.044866,
            -1.840198,
            -0.052589,
            0.352325,
            0
        ],
        [
            5300.772201,
            5300.772201,
            5300.772201,
            5300.772201,
            5300.772201,
            5300.772201
        ],
        [
            -3875543,
            -186474,
            -3775332,
            -193487711,
            -21425548,
            -204356148
        ],
        [
            0.123431,
            0.738107,
            0.070226,
            0.999734,
            4.478585,
            0.368141
        ],
        [
            90,
            45,
            45,
            90,
            45,
            45
        ],
        [
            65,
            31,
            34,
            39,
            24,
            15
        ],
        [
            25,
            14,
            11,
            51,
            21,
            30
        ],
        [
            72.222222,
            68.888889,
            75.555556,
            43.333333,
            53.333333,
            33.333333
        ],
        [
            0.047473,
            0.333339,
            0.02272,
            1.307344,
            3.918762,
            0.736282
        ],
        [
            44999,
            44999,
            37443,
            74154579,
            74154579,
            50230922
        ],
        [
            -1913633,
            -66288,
            -1913633,
            -155034943,
            -20761896,
            -155034943
        ],
        [
            39,
            33,
            44,
            39,
            33,
            44
        ],
        [
            10,
            15,
            6,
            49,
            39,
            65
        ],
        [
            112,
            72,
            162,
            31,
            25,
            34
        ],
        [
            3518,
            1498,
            2019,
            3518,
            1498,
            2019
        ],
        [
            0,
            416.011082,
            0,
            0,
            416.011082,
            0
        ],
        [
            0,
            4,
            0,
            0,
            4,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -577379,
            -576905,
            -577399,
            -581463,
            669904,
            -587193
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "FTM_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4087,
    "evaluation_days": 2043.5,
    "actual_first_datapoint_time": 1560211200000,
    "first_datapoint_time": 1570881600000,
    "last_datapoint_time": 1736726400000,
    "evaluation_time": 1759796157526,
    "expiration_time": 1742023152000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 2,
            "offset": 0
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 248,
            "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)