← Back to list  ·  Browse strategies →  ·  Learning hub →

Trade: ALGO/USDT/360/MIDPRICE/ZLMA/9908

Strategy
ALGO/USDT/360/MIDPRICE/ZLMA/9908
Pair
ALGO_USDT
Interval
6h
Score
343857
Daily Profit
0.221490
Profit Factor
1.545724
Profitability
41.420118
Streak
12.236587
Best Strategy
Training Data Length
2294.250000
Evaluation Time
2025-10-02 08:40
Expiration Time
2025-12-09 21:51

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 508152.9977 419909.1209 88243.8768 172704.3195 346895.6411 -174191.3215
Total P&L (%) 508.153 419.9091 88.2439 172.7043 346.8956 -174.1913
Avg Daily Profit (%) 0.2215 0.183 0.0385 0.0437 0.0653 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -162608 -198323 -105323 -416710 -416714 -322067
Profit Factor 1.5457 1.8259 1.2087 1.0828 1.3069 0.8175
Total Trades 169 85 84 169 85 84
Winning Trades 70 32 38 70 32 38
Losing Trades 99 53 46 99 53 46
Profitability (%) 41.4201 37.6471 45.2381 41.4201 37.6471 45.2381
Ratio Avg Win / Avg Loss 2.1861 3.0242 1.4632 1.5315 2.1645 0.9896
Largest Winning Trade 175926 175926 58327 296719 296719 97741
Largest Losing Trade -43468 -43468 -32130 -126132 -119568 -126132
Avg Bars in Trades 52 44 61 52 44 61
Avg Bars in Winners 79 58 97 79 58 97
Avg Bars in Losers 33 36 31 33 36 31
Bars Traded 8955 3802 5153 8955 3802 5153
Profit Streak 12.2366 12.2366 50.2366 12.2366 12.2366 50.2366
Trades During Streak 2 1 2 2 1 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 343857 231456 -143187 -264142 -109042 -581968
Evaluation Data
{
    "trading_pair": "ALGO_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 9177,
    "evaluation_days": 2294.25,
    "actual_first_datapoint_time": 1561161600000,
    "first_datapoint_time": 1563062400000,
    "last_datapoint_time": 1759363200000,
    "evaluation_time": 1759383641169,
    "expiration_time": 1765309896000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 89,
            "offset": 0
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 60,
            "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": [
        [
            508152.9977261607,
            419909.1208950357,
            88243.8768311254,
            172704.3195268945,
            346895.6410635393,
            -174191.3215366451
        ],
        [
            508.152998,
            419.909121,
            88.243877,
            172.70432,
            346.895641,
            -174.191322
        ],
        [
            0.22149,
            0.183027,
            0.038463,
            0.043737,
            0.065278,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -162608,
            -198323,
            -105323,
            -416710,
            -416714,
            -322067
        ],
        [
            1.545724,
            1.825928,
            1.208741,
            1.082846,
            1.306879,
            0.817457
        ],
        [
            169,
            85,
            84,
            169,
            85,
            84
        ],
        [
            70,
            32,
            38,
            70,
            32,
            38
        ],
        [
            99,
            53,
            46,
            99,
            53,
            46
        ],
        [
            41.420118,
            37.647059,
            45.238095,
            41.420118,
            37.647059,
            45.238095
        ],
        [
            2.186096,
            3.024193,
            1.463212,
            1.531453,
            2.164519,
            0.989554
        ],
        [
            175926,
            175926,
            58327,
            296719,
            296719,
            97741
        ],
        [
            -43468,
            -43468,
            -32130,
            -126132,
            -119568,
            -126132
        ],
        [
            52,
            44,
            61,
            52,
            44,
            61
        ],
        [
            79,
            58,
            97,
            79,
            58,
            97
        ],
        [
            33,
            36,
            31,
            33,
            36,
            31
        ],
        [
            8955,
            3802,
            5153,
            8955,
            3802,
            5153
        ],
        [
            12.236587,
            12.236587,
            50.236587,
            12.236588,
            12.236588,
            50.236588
        ],
        [
            2,
            1,
            2,
            2,
            1,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            343857,
            231456,
            -143187,
            -264142,
            -109042,
            -581968
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ALGO_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 9177,
    "evaluation_days": 2294.25,
    "actual_first_datapoint_time": 1561161600000,
    "first_datapoint_time": 1563062400000,
    "last_datapoint_time": 1759363200000,
    "evaluation_time": 1759383641169,
    "expiration_time": 1765309896000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 89,
            "offset": 0
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 60,
            "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)