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Trade: OP/USDT/360/ZLMA/SSF/5900

Strategy
OP/USDT/360/ZLMA/SSF/5900
Pair
OP_USDT
Interval
6h
Score
316534
Daily Profit
0.147597
Profit Factor
1.944815
Profitability
69.696970
Streak
95.209256
Best Strategy
Training Data Length
1229.750000
Evaluation Time
2025-10-13 02:01
Expiration Time
2025-11-18 17:25

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 170701.8474 181506.8375 -10804.9901 -186988.3396 113968.6897 -300957.0293
Total P&L (%) 170.7018 181.5068 -10.805 -186.9883 113.9687 -300.957
Avg Daily Profit (%) 0.1388 0.1476 -0.0088 0 0.0619 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -157712 -78968 -147279 -366211 -59988 -348344
Profit Factor 1.3294 1.9448 0.9669 0.7216 1.7218 0.4142
Total Trades 66 33 33 66 33 33
Winning Trades 47 23 24 25 15 10
Losing Trades 19 10 9 41 18 23
Profitability (%) 71.2121 69.697 72.7273 37.8788 45.4545 30.303
Ratio Avg Win / Avg Loss 0.5374 0.8456 0.3626 1.1834 2.0661 0.9527
Largest Winning Trade 79716 79716 31022 79716 79716 64725
Largest Losing Trade -125976 -49759 -125976 -281951 -27407 -281951
Avg Bars in Trades 72 82 62 72 82 62
Avg Bars in Winners 42 49 36 127 137 112
Avg Bars in Losers 146 159 132 39 36 40
Bars Traded 4782 2719 2063 4782 2719 2063
Profit Streak 71.7093 95.2093 71.7093 0 0 0
Trades During Streak 6 3 3 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -133351 316534 -576480 -712602 -108836 -588462
Evaluation Data
{
    "trading_pair": "OP_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 4919,
    "evaluation_days": 1229.75,
    "actual_first_datapoint_time": 1654063200000,
    "first_datapoint_time": 1655661600000,
    "last_datapoint_time": 1760292000000,
    "evaluation_time": 1760310079739,
    "expiration_time": 1763479512000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 75,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 168,
            "offset": 0,
            "poles": 3
        }
    }
}
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": [
        [
            170701.8474131757,
            181506.8375236437,
            -10804.9901104681,
            -186988.3396065693,
            113968.6897015774,
            -300957.0293081467
        ],
        [
            170.701847,
            181.506838,
            -10.80499,
            -186.98834,
            113.96869,
            -300.957029
        ],
        [
            0.13881,
            0.147597,
            -0.008786,
            0,
            0.061874,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -157712,
            -78968,
            -147279,
            -366211,
            -59988,
            -348344
        ],
        [
            1.329363,
            1.944815,
            0.966873,
            0.721606,
            1.72177,
            0.414214
        ],
        [
            66,
            33,
            33,
            66,
            33,
            33
        ],
        [
            47,
            23,
            24,
            25,
            15,
            10
        ],
        [
            19,
            10,
            9,
            41,
            18,
            23
        ],
        [
            71.212121,
            69.69697,
            72.727273,
            37.878788,
            45.454545,
            30.30303
        ],
        [
            0.537402,
            0.845572,
            0.362577,
            1.183434,
            2.066124,
            0.952692
        ],
        [
            79716,
            79716,
            31022,
            79716,
            79716,
            64725
        ],
        [
            -125976,
            -49759,
            -125976,
            -281951,
            -27407,
            -281951
        ],
        [
            72,
            82,
            62,
            72,
            82,
            62
        ],
        [
            42,
            49,
            36,
            127,
            137,
            112
        ],
        [
            146,
            159,
            132,
            39,
            36,
            40
        ],
        [
            4782,
            2719,
            2063,
            4782,
            2719,
            2063
        ],
        [
            71.709256,
            95.209256,
            71.709256,
            0,
            0,
            0
        ],
        [
            6,
            3,
            3,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -133351,
            316534,
            -576480,
            -712602,
            -108836,
            -588462
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "OP_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 4919,
    "evaluation_days": 1229.75,
    "actual_first_datapoint_time": 1654063200000,
    "first_datapoint_time": 1655661600000,
    "last_datapoint_time": 1760292000000,
    "evaluation_time": 1760310079739,
    "expiration_time": 1763479512000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 75,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 168,
            "offset": 0,
            "poles": 3
        }
    }
}

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)