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Trade: ONE/USDT/720/ZLMA/LINREG/3255

Strategy
ONE/USDT/720/ZLMA/LINREG/3255
Pair
ONE_USDT
Interval
12h
Score
602950
Daily Profit
0.477060
Profit Factor
1.912304
Profitability
51.592357
Streak
54.497117
Best Strategy
Training Data Length
2321.000000
Evaluation Time
2025-10-08 02:55
Expiration Time
2025-12-16 05:07

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1107255.2195 1174382.3646 -67127.1451 -94287.6174 511627.7914 -605915.4088
Total P&L (%) 1107.2552 1174.3824 -67.1271 -94.2876 511.6278 -605.9154
Avg Daily Profit (%) 0.4771 0.506 -0.0289 -0.1233 0.0781 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -210898 -115362 -289773 -525819 -69608 -770003
Profit Factor 1.9123 3.0694 0.8961 0.914 3.1559 0.295
Total Trades 157 78 79 157 78 79
Winning Trades 81 35 46 81 35 46
Losing Trades 76 43 33 76 43 33
Profitability (%) 51.5924 44.8718 58.2278 51.5924 44.8718 58.2278
Ratio Avg Win / Avg Loss 1.7943 3.7709 0.6429 0.8576 3.8773 0.2116
Largest Winning Trade 1056225 1056225 64400 327092 327092 77151
Largest Losing Trade -87708 -45445 -87708 -314049 -41693 -314049
Avg Bars in Trades 28 34 21 28 34 21
Avg Bars in Winners 31 40 24 31 40 24
Avg Bars in Losers 24 29 18 24 29 18
Bars Traded 4403 2680 1722 4403 2680 1722
Profit Streak 54.4971 54.4971 82.9971 54.4971 54.4971 82.9971
Trades During Streak 3 1 2 3 1 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 602950 -19373 -605152 -578066 -118175 -605152
Evaluation Data
{
    "trading_pair": "ONE_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4642,
    "evaluation_days": 2321,
    "actual_first_datapoint_time": 1559347200000,
    "first_datapoint_time": 1562630400000,
    "last_datapoint_time": 1759838400000,
    "evaluation_time": 1759881350929,
    "expiration_time": 1765854432000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 77,
            "offset": 0
        }
    },
    "second_band": {
        "type": "linreg",
        "factors": {
            "length": 74,
            "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": [
        [
            1107255.219487155,
            1174382.3646228984,
            -67127.145135744,
            -94287.6173754204,
            511627.791431714,
            -605915.4088071343
        ],
        [
            1107.255219,
            1174.382365,
            -67.127145,
            -94.287617,
            511.627791,
            -605.915409
        ],
        [
            0.47706,
            0.505981,
            -0.028922,
            -0.123256,
            0.078055,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -210898,
            -115362,
            -289773,
            -525819,
            -69608,
            -770003
        ],
        [
            1.912304,
            3.069353,
            0.896117,
            0.914033,
            3.155937,
            0.295021
        ],
        [
            157,
            78,
            79,
            157,
            78,
            79
        ],
        [
            81,
            35,
            46,
            81,
            35,
            46
        ],
        [
            76,
            43,
            33,
            76,
            43,
            33
        ],
        [
            51.592357,
            44.871795,
            58.227848,
            51.592357,
            44.871795,
            58.227848
        ],
        [
            1.794261,
            3.77092,
            0.642866,
            0.857611,
            3.877294,
            0.211646
        ],
        [
            1056225,
            1056225,
            64400,
            327092,
            327092,
            77151
        ],
        [
            -87708,
            -45445,
            -87708,
            -314049,
            -41693,
            -314049
        ],
        [
            28,
            34,
            21,
            28,
            34,
            21
        ],
        [
            31,
            40,
            24,
            31,
            40,
            24
        ],
        [
            24,
            29,
            18,
            24,
            29,
            18
        ],
        [
            4403,
            2680,
            1722,
            4403,
            2680,
            1722
        ],
        [
            54.497117,
            54.497117,
            82.997117,
            54.497117,
            54.497117,
            82.997117
        ],
        [
            3,
            1,
            2,
            3,
            1,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            602950,
            -19373,
            -605152,
            -578066,
            -118175,
            -605152
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ONE_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4642,
    "evaluation_days": 2321,
    "actual_first_datapoint_time": 1559347200000,
    "first_datapoint_time": 1562630400000,
    "last_datapoint_time": 1759838400000,
    "evaluation_time": 1759881350929,
    "expiration_time": 1765854432000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 77,
            "offset": 0
        }
    },
    "second_band": {
        "type": "linreg",
        "factors": {
            "length": 74,
            "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)