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Trade: ONE/USDT/720/ZLMA/KCB/8588

Strategy
ONE/USDT/720/ZLMA/KCB/8588
Pair
ONE_USDT
Interval
12h
Score
515079
Daily Profit
1.305501
Profit Factor
8.563140
Profitability
30.000000
Streak
0.000000
Best Strategy
Training Data Length
2319.500000
Evaluation Time
2025-10-06 14:20
Expiration Time
2025-12-14 16:02

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 3116701.9181 3028108.6286 88593.2895 2039645.6848 4755967.0137 -2716321.3289
Total P&L (%) 3116.7019 3028.1086 88.5933 2039.6457 4755.967 -2716.3213
Avg Daily Profit (%) 1.3437 1.3055 0.0382 0.1322 0.1675 0
Buy And Hold Return (%) 16.7426 16.7426 16.7426 16.7426 16.7426 16.7426
Max Trade Drawdown -126504 -167357 -92751 -15846696 -11847420 -12262012
Profit Factor 5.6792 8.5631 1.3334 1.0489 1.1898 0.8365
Total Trades 61 30 31 61 30 31
Winning Trades 20 9 11 20 9 11
Losing Trades 41 21 20 41 21 20
Profitability (%) 32.7869 30 35.4839 32.7869 30 35.4839
Ratio Avg Win / Avg Loss 11.6423 19.9807 2.4244 2.1503 2.7763 1.521
Largest Winning Trade 2678437 2678437 55855 11794653 11794653 5164017
Largest Losing Trade -70051 -70051 -42477 -7315154 -6047531 -7315154
Avg Bars in Trades 67 83 51 67 83 51
Avg Bars in Winners 126 146 109 126 146 109
Avg Bars in Losers 38 55 19 38 55 19
Bars Traded 4093 2497 1597 4093 2497 1597
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 -151040 515079 -147304 -354735 -10661 -583685
Evaluation Data
{
    "trading_pair": "ONE_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4639,
    "evaluation_days": 2319.5,
    "actual_first_datapoint_time": 1559347200000,
    "first_datapoint_time": 1568030400000,
    "last_datapoint_time": 1759708800000,
    "evaluation_time": 1759749628264,
    "expiration_time": 1765720944000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 202,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcb",
        "factors": {
            "length": 10,
            "offset": 0,
            "scalar": 2
        }
    }
}
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": [
        [
            3116701.9180794456,
            3028108.6286201505,
            88593.289459294,
            2039645.6848265994,
            4755967.013745529,
            -2716321.3289189287
        ],
        [
            3116.701918,
            3028.108629,
            88.593289,
            2039.645685,
            4755.967014,
            -2716.321329
        ],
        [
            1.343696,
            1.305501,
            0.038195,
            0.132151,
            0.167538,
            0
        ],
        [
            16.742597,
            16.742597,
            16.742597,
            16.742597,
            16.742597,
            16.742597
        ],
        [
            -126504,
            -167357,
            -92751,
            -15846696,
            -11847420,
            -12262012
        ],
        [
            5.679186,
            8.56314,
            1.333433,
            1.048946,
            1.189836,
            0.836545
        ],
        [
            61,
            30,
            31,
            61,
            30,
            31
        ],
        [
            20,
            9,
            11,
            20,
            9,
            11
        ],
        [
            41,
            21,
            20,
            41,
            21,
            20
        ],
        [
            32.786885,
            30,
            35.483871,
            32.786885,
            30,
            35.483871
        ],
        [
            11.642332,
            19.98066,
            2.424423,
            2.15034,
            2.776283,
            1.52099
        ],
        [
            2678437,
            2678437,
            55855,
            11794653,
            11794653,
            5164017
        ],
        [
            -70051,
            -70051,
            -42477,
            -7315154,
            -6047531,
            -7315154
        ],
        [
            67,
            83,
            51,
            67,
            83,
            51
        ],
        [
            126,
            146,
            109,
            126,
            146,
            109
        ],
        [
            38,
            55,
            19,
            38,
            55,
            19
        ],
        [
            4093,
            2497,
            1597,
            4093,
            2497,
            1597
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
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            1.45,
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        ],
        [
            -151040,
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            -147304,
            -354735,
            -10661,
            -583685
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ONE_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4639,
    "evaluation_days": 2319.5,
    "actual_first_datapoint_time": 1559347200000,
    "first_datapoint_time": 1568030400000,
    "last_datapoint_time": 1759708800000,
    "evaluation_time": 1759749628264,
    "expiration_time": 1765720944000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 202,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcb",
        "factors": {
            "length": 10,
            "offset": 0,
            "scalar": 2
        }
    }
}

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)