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Trade: ONE/USDT/240/ZLMA/FWMA/3498

Strategy
ONE/USDT/240/ZLMA/FWMA/3498
Pair
ONE_USDT
Interval
4h
Score
327690
Daily Profit
0.407184
Profit Factor
1.509005
Profitability
33.125000
Streak
13.866883
Best Strategy
Training Data Length
2315.670000
Evaluation Time
2025-10-03 07:48
Expiration Time
2025-12-11 13:16

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 942903.0493 828055.6329 114847.4164 889168.9735 264907.9433 624261.0302
Total P&L (%) 942.903 828.0556 114.8474 889.169 264.9079 624.261
Avg Daily Profit (%) 0.4072 0.3576 0.0496 0.099 0.0559 0.0855
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -140457 -81031 -251186 -1062118 -1164443 -458380
Profit Factor 1.509 1.8896 1.1246 1.1307 1.0723 1.199
Total Trades 480 240 240 480 240 240
Winning Trades 159 72 87 159 72 87
Losing Trades 321 168 153 321 168 153
Profitability (%) 33.125 30 36.25 33.125 30 36.25
Ratio Avg Win / Avg Loss 3.0465 4.4091 1.9778 2.2828 2.502 2.1086
Largest Winning Trade 507880 507880 57230 668200 668200 319965
Largest Losing Trade -30887 -26205 -30887 -234060 -234060 -167928
Avg Bars in Trades 28 30 26 28 30 26
Avg Bars in Winners 54 59 50 54 59 50
Avg Bars in Losers 15 18 12 15 18 12
Bars Traded 13629 7364 6265 13629 7364 6265
Profit Streak 13.8669 0 15.0336 13.8669 0 15.0336
Trades During Streak 1 0 1 1 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 327690 212197 -212805 -139178 -265237 -82657
Evaluation Data
{
    "trading_pair": "ONE_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 13894,
    "evaluation_days": 2315.67,
    "actual_first_datapoint_time": 1559361600000,
    "first_datapoint_time": 1562788800000,
    "last_datapoint_time": 1759449600000,
    "evaluation_time": 1759466898747,
    "expiration_time": 1765451808000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 120,
            "offset": 0
        }
    },
    "second_band": {
        "type": "fwma",
        "factors": {
            "length": 239,
            "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": [
        [
            942903.0492777446,
            828055.632915912,
            114847.4163618328,
            889168.973525063,
            264907.9432806286,
            624261.0302444341
        ],
        [
            942.903049,
            828.055633,
            114.847416,
            889.168974,
            264.907943,
            624.26103
        ],
        [
            0.407184,
            0.357588,
            0.049596,
            0.099014,
            0.055916,
            0.08554
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -140457,
            -81031,
            -251186,
            -1062118,
            -1164443,
            -458380
        ],
        [
            1.509005,
            1.889621,
            1.124611,
            1.130715,
            1.07228,
            1.19898
        ],
        [
            480,
            240,
            240,
            480,
            240,
            240
        ],
        [
            159,
            72,
            87,
            159,
            72,
            87
        ],
        [
            321,
            168,
            153,
            321,
            168,
            153
        ],
        [
            33.125,
            30,
            36.25,
            33.125,
            30,
            36.25
        ],
        [
            3.046482,
            4.409115,
            1.977764,
            2.282764,
            2.501986,
            2.108551
        ],
        [
            507880,
            507880,
            57230,
            668200,
            668200,
            319965
        ],
        [
            -30887,
            -26205,
            -30887,
            -234060,
            -234060,
            -167928
        ],
        [
            28,
            30,
            26,
            28,
            30,
            26
        ],
        [
            54,
            59,
            50,
            54,
            59,
            50
        ],
        [
            15,
            18,
            12,
            15,
            18,
            12
        ],
        [
            13629,
            7364,
            6265,
            13629,
            7364,
            6265
        ],
        [
            13.866883,
            0,
            15.03355,
            13.866884,
            0,
            15.03355
        ],
        [
            1,
            0,
            1,
            1,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            327690,
            212197,
            -212805,
            -139178,
            -265237,
            -82657
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ONE_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 13894,
    "evaluation_days": 2315.67,
    "actual_first_datapoint_time": 1559361600000,
    "first_datapoint_time": 1562788800000,
    "last_datapoint_time": 1759449600000,
    "evaluation_time": 1759466898747,
    "expiration_time": 1765451808000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 120,
            "offset": 0
        }
    },
    "second_band": {
        "type": "fwma",
        "factors": {
            "length": 239,
            "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)