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Trade: ONE/USDT/120/DCM/ZLMA/3980

Strategy
ONE/USDT/120/DCM/ZLMA/3980
Pair
ONE_USDT
Interval
2h
Score
365669
Daily Profit
0.174992
Profit Factor
1.393393
Profitability
57.099698
Streak
0.000000
Best Strategy
Training Data Length
2082.670000
Evaluation Time
2025-10-12 16:43
Expiration Time
2025-12-26 13:25

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 245561.888 364451.5098 -118889.6218 -93380.0111 104019.8127 -197399.8239
Total P&L (%) 245.5619 364.4515 -118.8896 -93.38 104.0198 -197.3998
Avg Daily Profit (%) 0.1179 0.175 -0.0571 -0.1303 0.0342 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -187251 -154598 -331881 -246010 -86545 -265824
Profit Factor 1.1116 1.3934 0.9067 0.9049 1.2775 0.6751
Total Trades 663 331 332 663 331 332
Winning Trades 359 189 170 359 189 170
Losing Trades 304 142 162 304 142 162
Profitability (%) 54.1478 57.0997 51.2048 54.1478 57.0997 51.2048
Ratio Avg Win / Avg Loss 0.9413 1.0469 0.864 0.7663 0.9598 0.6433
Largest Winning Trade 54411 54411 43229 44186 27148 44186
Largest Losing Trade -75414 -42214 -75414 -101624 -45345 -101624
Avg Bars in Trades 37 30 43 37 30 43
Avg Bars in Winners 30 24 36 30 24 36
Avg Bars in Losers 45 39 51 45 39 51
Bars Traded 24636 10133 14503 24636 10133 14503
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 -131060 365669 -579441 -576776 -146773 -579441
Evaluation Data
{
    "trading_pair": "ONE_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 24992,
    "evaluation_days": 2082.67,
    "actual_first_datapoint_time": 1580263200000,
    "first_datapoint_time": 1581710400000,
    "last_datapoint_time": 1760270400000,
    "evaluation_time": 1760276631268,
    "expiration_time": 1766748326400,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 63,
            "offset": 0
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 202,
            "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": [
        [
            245561.8879512133,
            364451.5097665905,
            -118889.6218153772,
            -93380.0111490372,
            104019.8127295484,
            -197399.8238785857
        ],
        [
            245.561888,
            364.45151,
            -118.889622,
            -93.380011,
            104.019813,
            -197.399824
        ],
        [
            0.117907,
            0.174992,
            -0.057085,
            -0.13028,
            0.034243,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -187251,
            -154598,
            -331881,
            -246010,
            -86545,
            -265824
        ],
        [
            1.111572,
            1.393393,
            0.906716,
            0.904949,
            1.277498,
            0.675103
        ],
        [
            663,
            331,
            332,
            663,
            331,
            332
        ],
        [
            359,
            189,
            170,
            359,
            189,
            170
        ],
        [
            304,
            142,
            162,
            304,
            142,
            162
        ],
        [
            54.147813,
            57.099698,
            51.204819,
            54.147813,
            57.099698,
            51.204819
        ],
        [
            0.941276,
            1.046888,
            0.864047,
            0.766308,
            0.959814,
            0.643333
        ],
        [
            54411,
            54411,
            43229,
            44186,
            27148,
            44186
        ],
        [
            -75414,
            -42214,
            -75414,
            -101624,
            -45345,
            -101624
        ],
        [
            37,
            30,
            43,
            37,
            30,
            43
        ],
        [
            30,
            24,
            36,
            30,
            24,
            36
        ],
        [
            45,
            39,
            51,
            45,
            39,
            51
        ],
        [
            24636,
            10133,
            14503,
            24636,
            10133,
            14503
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -131060,
            365669,
            -579441,
            -576776,
            -146773,
            -579441
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ONE_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 24992,
    "evaluation_days": 2082.67,
    "actual_first_datapoint_time": 1580263200000,
    "first_datapoint_time": 1581710400000,
    "last_datapoint_time": 1760270400000,
    "evaluation_time": 1760276631268,
    "expiration_time": 1766748326400,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 63,
            "offset": 0
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 202,
            "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)