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Trade: ALGO/USDT/15/ZLMA/PWMA/8519

Strategy
ALGO/USDT/15/ZLMA/PWMA/8519
Pair
ALGO_USDT
Interval
15m
Score
322934
Daily Profit
0.213289
Profit Factor
1.393244
Profitability
73.195876
Streak
7.134638
Best Strategy
Training Data Length
260.420000
Evaluation Time
2025-10-11 21:58
Expiration Time
2025-12-25 20:45

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 61298.7389 5754.0892 55544.6496 32689.7053 -15238.0994 47927.8047
Total P&L (%) 61.2987 5.7541 55.5447 32.6897 -15.2381 47.9278
Avg Daily Profit (%) 0.2354 0.0221 0.2133 0.1087 -0.0635 0.1505
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -62459 -54775 -57133 -64378 -57410 -47217
Profit Factor 1.191 1.032 1.3932 1.1101 0.9125 1.3903
Total Trades 194 97 97 194 97 97
Winning Trades 126 55 71 126 55 71
Losing Trades 68 42 26 68 42 26
Profitability (%) 64.9485 56.701 73.1959 64.9485 56.701 73.1959
Ratio Avg Win / Avg Loss 0.6427 0.7881 0.5102 0.5991 0.6968 0.5091
Largest Winning Trade 18024 14732 18024 20264 10909 20264
Largest Losing Trade -33870 -19523 -33870 -25061 -20119 -25061
Avg Bars in Trades 127 133 120 127 133 120
Avg Bars in Winners 83 75 89 83 75 89
Avg Bars in Losers 208 209 206 208 209 206
Bars Traded 24670 12945 11725 24670 12945 11725
Profit Streak 2.7388 2.7388 7.1346 2.7388 2.7388 7.1346
Trades During Streak 3 1 4 3 1 4
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -3767 -518321 322934 -150875 -582993 283026
Evaluation Data
{
    "trading_pair": "ALGO_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1737709200000,
    "first_datapoint_time": 1737926100000,
    "last_datapoint_time": 1760208300000,
    "evaluation_time": 1760209132776,
    "expiration_time": 1766688300000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 242,
            "offset": 0
        }
    },
    "second_band": {
        "type": "pwma",
        "factors": {
            "length": 218,
            "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": [
        [
            61298.738866161,
            5754.0892163675,
            55544.6496497935,
            32689.705297567,
            -15238.0993586529,
            47927.8046562199
        ],
        [
            61.298739,
            5.754089,
            55.54465,
            32.689705,
            -15.238099,
            47.927805
        ],
        [
            0.235384,
            0.022095,
            0.213289,
            0.108669,
            -0.063463,
            0.150468
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -62459,
            -54775,
            -57133,
            -64378,
            -57410,
            -47217
        ],
        [
            1.190961,
            1.032011,
            1.393244,
            1.110071,
            0.912526,
            1.390338
        ],
        [
            194,
            97,
            97,
            194,
            97,
            97
        ],
        [
            126,
            55,
            71,
            126,
            55,
            71
        ],
        [
            68,
            42,
            26,
            68,
            42,
            26
        ],
        [
            64.948454,
            56.701031,
            73.195876,
            64.948454,
            56.701031,
            73.195876
        ],
        [
            0.642741,
            0.788081,
            0.510202,
            0.599086,
            0.696838,
            0.509138
        ],
        [
            18024,
            14732,
            18024,
            20264,
            10909,
            20264
        ],
        [
            -33870,
            -19523,
            -33870,
            -25061,
            -20119,
            -25061
        ],
        [
            127,
            133,
            120,
            127,
            133,
            120
        ],
        [
            83,
            75,
            89,
            83,
            75,
            89
        ],
        [
            208,
            209,
            206,
            208,
            209,
            206
        ],
        [
            24670,
            12945,
            11725,
            24670,
            12945,
            11725
        ],
        [
            2.738805,
            2.738805,
            7.134638,
            2.738805,
            2.738805,
            7.134639
        ],
        [
            3,
            1,
            4,
            3,
            1,
            4
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -3767,
            -518321,
            322934,
            -150875,
            -582993,
            283026
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ALGO_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1737709200000,
    "first_datapoint_time": 1737926100000,
    "last_datapoint_time": 1760208300000,
    "evaluation_time": 1760209132776,
    "expiration_time": 1766688300000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 242,
            "offset": 0
        }
    },
    "second_band": {
        "type": "pwma",
        "factors": {
            "length": 218,
            "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)