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Trade: ONE/USDT/120/ZLMA/VWAP/7177

Strategy
ONE/USDT/120/ZLMA/VWAP/7177
Pair
ONE_USDT
Interval
2h
Score
324378
Daily Profit
0.479116
Profit Factor
1.567467
Profitability
30.571992
Streak
9.982619
Best Strategy
Training Data Length
2083.330000
Evaluation Time
2025-09-29 12:34
Expiration Time
2025-12-13 10:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 998157.235 888006.1392 110151.0958 1992198.267 818972.5817 1173225.6853
Total P&L (%) 998.1572 888.0061 110.1511 1992.1983 818.9726 1173.2257
Avg Daily Profit (%) 0.4791 0.4262 0.0529 0.1461 0.1065 0.1222
Buy And Hold Return (%) 64.0212 64.0212 64.0212 64.0212 64.0212 64.0212
Max Trade Drawdown -135706 -89827 -214100 -2923875 -2829492 -1367076
Profit Factor 1.5675 2.0096 1.1253 1.0912 1.0698 1.1161
Total Trades 507 253 254 507 253 254
Winning Trades 155 72 83 155 72 83
Losing Trades 352 181 171 352 181 171
Profitability (%) 30.572 28.4585 32.6772 30.572 28.4585 32.6772
Ratio Avg Win / Avg Loss 3.5597 5.0519 2.3183 2.4782 2.6895 2.2994
Largest Winning Trade 495430 495430 57680 2353671 2353671 760585
Largest Losing Trade -23344 -21060 -23344 -815550 -815550 -512586
Avg Bars in Trades 48 51 45 48 51 45
Avg Bars in Winners 102 112 94 102 112 94
Avg Bars in Losers 24 27 21 24 27 21
Bars Traded 24683 13114 11569 24683 13114 11569
Profit Streak 9.9826 0 11.3993 9.9826 0 11.3993
Trades During Streak 1 0 1 1 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 324378 -13 -218023 -120924 -206746 -126529
Evaluation Data
{
    "trading_pair": "ONE_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 2083.33,
    "actual_first_datapoint_time": 1579068000000,
    "first_datapoint_time": 1580832000000,
    "last_datapoint_time": 1759132800000,
    "evaluation_time": 1759138498306,
    "expiration_time": 1765612800000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 246,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwap",
        "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": [
        [
            998157.2350245051,
            888006.1392150382,
            110151.0958094675,
            1992198.267035955,
            818972.5817413758,
            1173225.6852945795
        ],
        [
            998.157235,
            888.006139,
            110.151096,
            1992.198267,
            818.972582,
            1173.225685
        ],
        [
            0.479116,
            0.426244,
            0.052873,
            0.146065,
            0.106525,
            0.122193
        ],
        [
            64.021164,
            64.021164,
            64.021164,
            64.021164,
            64.021164,
            64.021164
        ],
        [
            -135706,
            -89827,
            -214100,
            -2923875,
            -2829492,
            -1367076
        ],
        [
            1.567467,
            2.009596,
            1.125257,
            1.091246,
            1.069845,
            1.116074
        ],
        [
            507,
            253,
            254,
            507,
            253,
            254
        ],
        [
            155,
            72,
            83,
            155,
            72,
            83
        ],
        [
            352,
            181,
            171,
            352,
            181,
            171
        ],
        [
            30.571992,
            28.458498,
            32.677165,
            30.571992,
            28.458498,
            32.677165
        ],
        [
            3.559668,
            5.051901,
            2.3183,
            2.478185,
            2.689471,
            2.299381
        ],
        [
            495430,
            495430,
            57680,
            2353671,
            2353671,
            760585
        ],
        [
            -23344,
            -21060,
            -23344,
            -815550,
            -815550,
            -512586
        ],
        [
            48,
            51,
            45,
            48,
            51,
            45
        ],
        [
            102,
            112,
            94,
            102,
            112,
            94
        ],
        [
            24,
            27,
            21,
            24,
            27,
            21
        ],
        [
            24683,
            13114,
            11569,
            24683,
            13114,
            11569
        ],
        [
            9.982619,
            0,
            11.399286,
            9.982619,
            0,
            11.399286
        ],
        [
            1,
            0,
            1,
            1,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            324378,
            -13,
            -218023,
            -120924,
            -206746,
            -126529
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ONE_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 2083.33,
    "actual_first_datapoint_time": 1579068000000,
    "first_datapoint_time": 1580832000000,
    "last_datapoint_time": 1759132800000,
    "evaluation_time": 1759138498306,
    "expiration_time": 1765612800000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 246,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwap",
        "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)