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Trade: ALGO/USDT/360/MIDPOINT/ZLMA/1642

Strategy
ALGO/USDT/360/MIDPOINT/ZLMA/1642
Pair
ALGO_USDT
Interval
6h
Score
428536
Daily Profit
0.160296
Profit Factor
2.090255
Profitability
54.545455
Streak
0.000000
Best Strategy
Training Data Length
2300.500000
Evaluation Time
2025-10-08 10:36
Expiration Time
2025-12-16 08:21

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 333385.0791 368760.4911 -35375.412 -79990.3949 133180.2974 -213170.6923
Total P&L (%) 333.3851 368.7605 -35.3754 -79.9904 133.1803 -213.1707
Avg Daily Profit (%) 0.1449 0.1603 -0.0154 -0.0699 0.0368 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -158589 -97365 -159241 -662634 -155383 -710714
Profit Factor 1.4615 2.0903 0.9079 0.9462 1.2953 0.7942
Total Trades 87 44 43 87 44 43
Winning Trades 48 24 24 48 24 24
Losing Trades 39 20 19 39 20 19
Profitability (%) 55.1724 54.5455 55.814 55.1724 54.5455 55.814
Ratio Avg Win / Avg Loss 1.1874 1.7419 0.7188 0.7688 1.0794 0.6288
Largest Winning Trade 244732 244732 54264 198983 126381 198983
Largest Losing Trade -87399 -56144 -87399 -371240 -69191 -371240
Avg Bars in Trades 97 73 122 97 73 122
Avg Bars in Winners 102 46 159 102 46 159
Avg Bars in Losers 90 105 75 90 105 75
Bars Traded 8469 3217 5252 8469 3217 5252
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 86130 428536 -579973 -579875 -143024 -579973
Evaluation Data
{
    "trading_pair": "ALGO_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 9202,
    "evaluation_days": 2300.5,
    "actual_first_datapoint_time": 1561161600000,
    "first_datapoint_time": 1566194400000,
    "last_datapoint_time": 1759903200000,
    "evaluation_time": 1759909004530,
    "expiration_time": 1765866096000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "midpoint",
        "factors": {
            "length": 234,
            "offset": 0
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 183,
            "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": [
        [
            333385.0791295361,
            368760.4911326196,
            -35375.4120030836,
            -79990.394920592,
            133180.2973677802,
            -213170.6922883722
        ],
        [
            333.385079,
            368.760491,
            -35.375412,
            -79.990395,
            133.180297,
            -213.170692
        ],
        [
            0.144919,
            0.160296,
            -0.015377,
            -0.069915,
            0.036809,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -158589,
            -97365,
            -159241,
            -662634,
            -155383,
            -710714
        ],
        [
            1.461468,
            2.090255,
            0.907927,
            0.946205,
            1.295315,
            0.794231
        ],
        [
            87,
            44,
            43,
            87,
            44,
            43
        ],
        [
            48,
            24,
            24,
            48,
            24,
            24
        ],
        [
            39,
            20,
            19,
            39,
            20,
            19
        ],
        [
            55.172414,
            54.545455,
            55.813953,
            55.172414,
            54.545455,
            55.813953
        ],
        [
            1.187443,
            1.741879,
            0.718776,
            0.768792,
            1.079429,
            0.628766
        ],
        [
            244732,
            244732,
            54264,
            198983,
            126381,
            198983
        ],
        [
            -87399,
            -56144,
            -87399,
            -371240,
            -69191,
            -371240
        ],
        [
            97,
            73,
            122,
            97,
            73,
            122
        ],
        [
            102,
            46,
            159,
            102,
            46,
            159
        ],
        [
            90,
            105,
            75,
            90,
            105,
            75
        ],
        [
            8469,
            3217,
            5252,
            8469,
            3217,
            5252
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            86130,
            428536,
            -579973,
            -579875,
            -143024,
            -579973
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ALGO_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 9202,
    "evaluation_days": 2300.5,
    "actual_first_datapoint_time": 1561161600000,
    "first_datapoint_time": 1566194400000,
    "last_datapoint_time": 1759903200000,
    "evaluation_time": 1759909004530,
    "expiration_time": 1765866096000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midpoint",
        "factors": {
            "length": 234,
            "offset": 0
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 183,
            "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)