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Trade: ALGO/USDT/480/ZLMA/SMA/3804

Strategy
ALGO/USDT/480/ZLMA/SMA/3804
Pair
ALGO_USDT
Interval
8h
Score
322645
Daily Profit
0.160262
Profit Factor
2.146280
Profitability
42.424242
Streak
135.612995
Best Strategy
Training Data Length
2301.670000
Evaluation Time
2025-10-09 17:42
Expiration Time
2025-12-17 11:12

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 413669.1983 368870.4743 44798.724 -53602.1941 82590.3207 -136192.5147
Total P&L (%) 413.6692 368.8705 44.7987 -53.6022 82.5903 -136.1925
Avg Daily Profit (%) 0.1797 0.1603 0.0195 -0.0334 0.0262 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -111770 -167918 -109327 -191394 -55239 -219643
Profit Factor 1.6943 2.1463 1.1635 0.8383 1.9565 0.4442
Total Trades 66 33 33 66 33 33
Winning Trades 31 14 17 31 14 17
Losing Trades 35 19 16 35 19 16
Profitability (%) 46.9697 42.4242 51.5152 46.9697 42.4242 51.5152
Ratio Avg Win / Avg Loss 1.9129 2.9128 1.095 0.9464 2.6552 0.4181
Largest Winning Trade 221975 221975 53319 53319 31806 53319
Largest Losing Trade -92557 -32094 -92557 -184936 -13469 -184936
Avg Bars in Trades 89 110 69 89 110 69
Avg Bars in Winners 98 111 88 98 111 88
Avg Bars in Losers 81 110 48 81 110 48
Bars Traded 5930 3649 2281 5930 3649 2281
Profit Streak 135.613 135.613 256.9463 135.613 135.613 256.9463
Trades During Streak 2 1 2 2 1 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -118337 322645 -208204 -709773 -156609 -579635
Evaluation Data
{
    "trading_pair": "ALGO_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 6905,
    "evaluation_days": 2301.67,
    "actual_first_datapoint_time": 1561161600000,
    "first_datapoint_time": 1567238400000,
    "last_datapoint_time": 1759996800000,
    "evaluation_time": 1760020962800,
    "expiration_time": 1765962720000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 212,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sma",
        "factors": {
            "length": 38,
            "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": [
        [
            413669.1982968356,
            368870.4742722926,
            44798.7240245429,
            -53602.1940696674,
            82590.3206611668,
            -136192.5147308342
        ],
        [
            413.669198,
            368.870474,
            44.798724,
            -53.602194,
            82.590321,
            -136.192515
        ],
        [
            0.179726,
            0.160262,
            0.019464,
            -0.033358,
            0.026162,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -111770,
            -167918,
            -109327,
            -191394,
            -55239,
            -219643
        ],
        [
            1.694278,
            2.14628,
            1.163482,
            0.83826,
            1.956459,
            0.444247
        ],
        [
            66,
            33,
            33,
            66,
            33,
            33
        ],
        [
            31,
            14,
            17,
            31,
            14,
            17
        ],
        [
            35,
            19,
            16,
            35,
            19,
            16
        ],
        [
            46.969697,
            42.424242,
            51.515152,
            46.969697,
            42.424242,
            51.515152
        ],
        [
            1.912895,
            2.912809,
            1.095042,
            0.946423,
            2.655195,
            0.418115
        ],
        [
            221975,
            221975,
            53319,
            53319,
            31806,
            53319
        ],
        [
            -92557,
            -32094,
            -92557,
            -184936,
            -13469,
            -184936
        ],
        [
            89,
            110,
            69,
            89,
            110,
            69
        ],
        [
            98,
            111,
            88,
            98,
            111,
            88
        ],
        [
            81,
            110,
            48,
            81,
            110,
            48
        ],
        [
            5930,
            3649,
            2281,
            5930,
            3649,
            2281
        ],
        [
            135.612995,
            135.612995,
            256.946329,
            135.612995,
            135.612995,
            256.946329
        ],
        [
            2,
            1,
            2,
            2,
            1,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -118337,
            322645,
            -208204,
            -709773,
            -156609,
            -579635
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ALGO_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 6905,
    "evaluation_days": 2301.67,
    "actual_first_datapoint_time": 1561161600000,
    "first_datapoint_time": 1567238400000,
    "last_datapoint_time": 1759996800000,
    "evaluation_time": 1760020962800,
    "expiration_time": 1765962720000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 212,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sma",
        "factors": {
            "length": 38,
            "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)