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Trade: ONE/USDT/480/ZLMA/VWMA/4052

Strategy
ONE/USDT/480/ZLMA/VWMA/4052
Pair
ONE_USDT
Interval
8h
Score
623463
Daily Profit
1.229425
Profit Factor
9.765601
Profitability
37.931034
Streak
0.000000
Best Strategy
Training Data Length
2311.000000
Evaluation Time
2025-09-27 23:08
Expiration Time
2025-12-06 01:55

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 3048066.7576 2841201.7722 206864.9854 18400436.825 -252817.1479 18653253.9729
Total P&L (%) 3048.0668 2841.2018 206.865 18400.4368 -252.8171 18653.254
Avg Daily Profit (%) 1.3189 1.2294 0.0895 0.2261 0 0.2267
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -104585 -147528 -49922 -21349864 -30293338 -9408128
Profit Factor 7.0197 9.7656 2.1353 1.2409 0.9954 1.8549
Total Trades 58 29 29 58 29 29
Winning Trades 26 11 15 26 11 15
Losing Trades 32 18 14 32 18 14
Profitability (%) 44.8276 37.931 51.7241 44.8276 37.931 51.7241
Ratio Avg Win / Avg Loss 8.6397 15.9801 1.9929 1.5273 1.6288 1.7313
Largest Winning Trade 2354749 2354749 57734 12578634 12578634 9465103
Largest Losing Trade -67924 -67924 -40570 -17564762 -17564762 -9408128
Avg Bars in Trades 104 137 72 104 137 72
Avg Bars in Winners 136 172 110 136 172 110
Avg Bars in Losers 79 115 32 79 115 32
Bars Traded 6086 3981 2105 6086 3981 2105
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 -159366 623463 -69225 -172416 -582748 430377
Evaluation Data
{
    "trading_pair": "ONE_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 6933,
    "evaluation_days": 2311,
    "actual_first_datapoint_time": 1559347200000,
    "first_datapoint_time": 1566547200000,
    "last_datapoint_time": 1758988800000,
    "evaluation_time": 1759003730818,
    "expiration_time": 1764978912000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 240,
            "offset": 11
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 56,
            "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": [
        [
            3048066.7575847604,
            2841201.7721622204,
            206864.9854225411,
            18400436.82503365,
            -252817.1478822059,
            18653253.97291585
        ],
        [
            3048.066758,
            2841.201772,
            206.864985,
            18400.436825,
            -252.817148,
            18653.253973
        ],
        [
            1.318938,
            1.229425,
            0.089513,
            0.226148,
            0,
            0.226737
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -104585,
            -147528,
            -49922,
            -21349864,
            -30293338,
            -9408128
        ],
        [
            7.019746,
            9.765601,
            2.135287,
            1.240932,
            0.995366,
            1.85493
        ],
        [
            58,
            29,
            29,
            58,
            29,
            29
        ],
        [
            26,
            11,
            15,
            26,
            11,
            15
        ],
        [
            32,
            18,
            14,
            32,
            18,
            14
        ],
        [
            44.827586,
            37.931034,
            51.724138,
            44.827586,
            37.931034,
            51.724138
        ],
        [
            8.639687,
            15.980074,
            1.992934,
            1.527301,
            1.62878,
            1.731268
        ],
        [
            2354749,
            2354749,
            57734,
            12578634,
            12578634,
            9465103
        ],
        [
            -67924,
            -67924,
            -40570,
            -17564762,
            -17564762,
            -9408128
        ],
        [
            104,
            137,
            72,
            104,
            137,
            72
        ],
        [
            136,
            172,
            110,
            136,
            172,
            110
        ],
        [
            79,
            115,
            32,
            79,
            115,
            32
        ],
        [
            6086,
            3981,
            2105,
            6086,
            3981,
            2105
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -159366,
            623463,
            -69225,
            -172416,
            -582748,
            430377
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ONE_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 6933,
    "evaluation_days": 2311,
    "actual_first_datapoint_time": 1559347200000,
    "first_datapoint_time": 1566547200000,
    "last_datapoint_time": 1758988800000,
    "evaluation_time": 1759003730818,
    "expiration_time": 1764978912000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 240,
            "offset": 11
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 56,
            "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)