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Trade: ONE/USDT/240/ZLMA/ZLMA/8145

Strategy
ONE/USDT/240/ZLMA/ZLMA/8145
Pair
ONE_USDT
Interval
4h
Score
353420
Daily Profit
0.402092
Profit Factor
1.717959
Profitability
37.327189
Streak
14.751557
Best Strategy
Training Data Length
2318.330000
Evaluation Time
2025-10-05 21:02
Expiration Time
2025-12-14 07:12

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 932182.7082 852268.546 79914.1622 399682.2839 93410.8173 306271.4665
Total P&L (%) 932.1827 852.2685 79.9142 399.6823 93.4108 306.2715
Avg Daily Profit (%) 0.4021 0.3676 0.0345 0.0694 0.0285 0.0605
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -130707 -142033 -185921 -1064092 -1044543 -371718
Profit Factor 1.718 2.2216 1.133 1.1094 1.0409 1.2234
Total Trades 217 108 109 217 108 109
Winning Trades 81 35 46 81 35 46
Losing Trades 136 73 63 136 73 63
Profitability (%) 37.3272 32.4074 42.2018 37.3272 32.4074 42.2018
Ratio Avg Win / Avg Loss 2.8845 4.6336 1.5518 1.8627 2.1711 1.6755
Largest Winning Trade 443566 443566 55249 928299 928299 242662
Largest Losing Trade -36793 -36793 -32427 -292815 -292815 -230209
Avg Bars in Trades 62 72 53 62 72 53
Avg Bars in Winners 106 129 88 106 129 88
Avg Bars in Losers 36 44 27 36 44 27
Bars Traded 13653 7807 5846 13653 7807 5846
Profit Streak 14.7516 0 17.5849 14.7516 0 17.5849
Trades During Streak 1 0 1 1 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 353420 237241 -222656 -202547 -336373 -114161
Evaluation Data
{
    "trading_pair": "ONE_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 13910,
    "evaluation_days": 2318.33,
    "actual_first_datapoint_time": 1559361600000,
    "first_datapoint_time": 1562544000000,
    "last_datapoint_time": 1759680000000,
    "evaluation_time": 1759687334576,
    "expiration_time": 1765689120000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 222,
            "offset": 0
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 31,
            "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": [
        [
            932182.7082377288,
            852268.5460179533,
            79914.162219776,
            399682.2838585507,
            93410.8173430389,
            306271.4665155116
        ],
        [
            932.182708,
            852.268546,
            79.914162,
            399.682284,
            93.410817,
            306.271467
        ],
        [
            0.402092,
            0.367622,
            0.034471,
            0.069419,
            0.028458,
            0.060486
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -130707,
            -142033,
            -185921,
            -1064092,
            -1044543,
            -371718
        ],
        [
            1.717959,
            2.221606,
            1.133031,
            1.109382,
            1.040921,
            1.22335
        ],
        [
            217,
            108,
            109,
            217,
            108,
            109
        ],
        [
            81,
            35,
            46,
            81,
            35,
            46
        ],
        [
            136,
            73,
            63,
            136,
            73,
            63
        ],
        [
            37.327189,
            32.407407,
            42.201835,
            37.327189,
            32.407407,
            42.201835
        ],
        [
            2.884474,
            4.633636,
            1.55176,
            1.862667,
            2.171063,
            1.675458
        ],
        [
            443566,
            443566,
            55249,
            928299,
            928299,
            242662
        ],
        [
            -36793,
            -36793,
            -32427,
            -292815,
            -292815,
            -230209
        ],
        [
            62,
            72,
            53,
            62,
            72,
            53
        ],
        [
            106,
            129,
            88,
            106,
            129,
            88
        ],
        [
            36,
            44,
            27,
            36,
            44,
            27
        ],
        [
            13653,
            7807,
            5846,
            13653,
            7807,
            5846
        ],
        [
            14.751557,
            0,
            17.584891,
            14.751558,
            0,
            17.584891
        ],
        [
            1,
            0,
            1,
            1,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            353420,
            237241,
            -222656,
            -202547,
            -336373,
            -114161
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ONE_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 13910,
    "evaluation_days": 2318.33,
    "actual_first_datapoint_time": 1559361600000,
    "first_datapoint_time": 1562544000000,
    "last_datapoint_time": 1759680000000,
    "evaluation_time": 1759687334576,
    "expiration_time": 1765689120000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 222,
            "offset": 0
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 31,
            "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)