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Trade: ALGO/USDT/360/ZLMA/HMA/2226

Strategy
ALGO/USDT/360/ZLMA/HMA/2226
Pair
ALGO_USDT
Interval
6h
Score
408333
Daily Profit
0.275383
Profit Factor
1.339297
Profitability
48.062016
Streak
3.635204
Best Strategy
Training Data Length
2299.250000
Evaluation Time
2025-10-07 06:14
Expiration Time
2025-12-15 01:27

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 633174.2817 446778.1669 186396.1148 1643659.6474 2094380.0417 -450720.3943
Total P&L (%) 633.1743 446.7782 186.3961 1643.6596 2094.38 -450.7204
Avg Daily Profit (%) 0.2754 0.1943 0.0811 0.1244 0.1344 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -146987 -141324 -154976 -1580238 -1403917 -1587704
Profit Factor 1.3393 1.5132 1.1872 1.0834 1.2266 0.957
Total Trades 645 323 322 645 323 322
Winning Trades 310 148 162 310 148 162
Losing Trades 335 175 160 335 175 160
Profitability (%) 48.062 45.8204 50.3106 48.062 45.8204 50.3106
Ratio Avg Win / Avg Loss 1.4473 1.7892 1.1726 1.1707 1.4504 0.9451
Largest Winning Trade 94744 94744 64315 872626 872626 537095
Largest Losing Trade -28126 -27883 -28126 -534711 -445480 -534711
Avg Bars in Trades 13 12 14 13 12 14
Avg Bars in Winners 17 16 18 17 16 18
Avg Bars in Losers 10 9 11 10 9 11
Bars Traded 9021 4197 4824 9021 4197 4824
Profit Streak 3.6352 15.6352 0 3.6352 15.6352 0
Trades During Streak 1 2 0 1 2 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 408333 393366 -97841 -152994 -12676 -579331
Evaluation Data
{
    "trading_pair": "ALGO_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 9197,
    "evaluation_days": 2299.25,
    "actual_first_datapoint_time": 1561161600000,
    "first_datapoint_time": 1563062400000,
    "last_datapoint_time": 1759795200000,
    "evaluation_time": 1759806881611,
    "expiration_time": 1765754856000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 14,
            "offset": 13
        }
    },
    "second_band": {
        "type": "hma",
        "factors": {
            "length": 81,
            "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": [
        [
            633174.2816947581,
            446778.1668661962,
            186396.1148285606,
            1643659.6474300395,
            2094380.0416978435,
            -450720.3942678038
        ],
        [
            633.174282,
            446.778167,
            186.396115,
            1643.659647,
            2094.380042,
            -450.720394
        ],
        [
            0.275383,
            0.194315,
            0.081068,
            0.124404,
            0.134416,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -146987,
            -141324,
            -154976,
            -1580238,
            -1403917,
            -1587704
        ],
        [
            1.339297,
            1.513185,
            1.187232,
            1.083376,
            1.226603,
            0.956957
        ],
        [
            645,
            323,
            322,
            645,
            323,
            322
        ],
        [
            310,
            148,
            162,
            310,
            148,
            162
        ],
        [
            335,
            175,
            160,
            335,
            175,
            160
        ],
        [
            48.062016,
            45.820433,
            50.310559,
            48.062016,
            45.820433,
            50.310559
        ],
        [
            1.447305,
            1.78924,
            1.172575,
            1.170745,
            1.450376,
            0.945142
        ],
        [
            94744,
            94744,
            64315,
            872626,
            872626,
            537095
        ],
        [
            -28126,
            -27883,
            -28126,
            -534711,
            -445480,
            -534711
        ],
        [
            13,
            12,
            14,
            13,
            12,
            14
        ],
        [
            17,
            16,
            18,
            17,
            16,
            18
        ],
        [
            10,
            9,
            11,
            10,
            9,
            11
        ],
        [
            9021,
            4197,
            4824,
            9021,
            4197,
            4824
        ],
        [
            3.635204,
            15.635204,
            0,
            3.635204,
            15.635204,
            0
        ],
        [
            1,
            2,
            0,
            1,
            2,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            408333,
            393366,
            -97841,
            -152994,
            -12676,
            -579331
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ALGO_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 9197,
    "evaluation_days": 2299.25,
    "actual_first_datapoint_time": 1561161600000,
    "first_datapoint_time": 1563062400000,
    "last_datapoint_time": 1759795200000,
    "evaluation_time": 1759806881611,
    "expiration_time": 1765754856000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 14,
            "offset": 13
        }
    },
    "second_band": {
        "type": "hma",
        "factors": {
            "length": 81,
            "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)