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Trade: ALGO/USDT/60/DCM/ZLMA/7901

Strategy
ALGO/USDT/60/DCM/ZLMA/7901
Pair
ALGO_USDT
Interval
1h
Score
310477
Daily Profit
0.384909
Profit Factor
1.687844
Profitability
36.224490
Streak
19.886239
Best Strategy
Training Data Length
1041.670000
Evaluation Time
2025-10-09 18:16
Expiration Time
2025-12-23 17:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 400948.0493 328092.4904 72855.5588 339995.065 181611.2701 158383.7949
Total P&L (%) 400.948 328.0925 72.8556 339.9951 181.6113 158.3838
Avg Daily Profit (%) 0.3849 0.315 0.0699 0.1423 0.0994 0.0912
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -61362 -54747 -59409 -138238 -141046 -79786
Profit Factor 1.6878 2.0148 1.2807 1.3086 1.282 1.346
Total Trades 196 98 98 196 98 98
Winning Trades 71 28 43 71 28 43
Losing Trades 125 70 55 125 70 55
Profitability (%) 36.2245 28.5714 43.8776 36.2245 28.5714 43.8776
Ratio Avg Win / Avg Loss 2.9716 5.0369 1.6381 2.3039 3.205 1.7217
Largest Winning Trade 311137 311137 22702 254252 254252 57047
Largest Losing Trade -21417 -21417 -16834 -86723 -86723 -59808
Avg Bars in Trades 125 116 133 125 116 133
Avg Bars in Winners 211 224 202 211 224 202
Avg Bars in Losers 76 73 80 76 73 80
Bars Traded 24511 11387 13123 24511 11387 13123
Profit Streak 19.8862 0 20.8029 19.8862 0 20.8029
Trades During Streak 1 0 1 1 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 310477 -1934 -100595 -5555 -73497 -71888
Evaluation Data
{
    "trading_pair": "ALGO_USDT",
    "interval": "1h",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 1041.67,
    "actual_first_datapoint_time": 1670022000000,
    "first_datapoint_time": 1670788800000,
    "last_datapoint_time": 1760022000000,
    "evaluation_time": 1760022971078,
    "expiration_time": 1766502000000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 214,
            "offset": 0
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 79,
            "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": [
        [
            400948.0492605704,
            328092.4904492162,
            72855.5588113542,
            339995.065021898,
            181611.2700806961,
            158383.7949412019
        ],
        [
            400.948049,
            328.09249,
            72.855559,
            339.995065,
            181.61127,
            158.383795
        ],
        [
            0.384909,
            0.314968,
            0.069941,
            0.142334,
            0.099443,
            0.091172
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -61362,
            -54747,
            -59409,
            -138238,
            -141046,
            -79786
        ],
        [
            1.687844,
            2.014769,
            1.280659,
            1.308601,
            1.282002,
            1.346025
        ],
        [
            196,
            98,
            98,
            196,
            98,
            98
        ],
        [
            71,
            28,
            43,
            71,
            28,
            43
        ],
        [
            125,
            70,
            55,
            125,
            70,
            55
        ],
        [
            36.22449,
            28.571429,
            43.877551,
            36.22449,
            28.571429,
            43.877551
        ],
        [
            2.971557,
            5.036922,
            1.638052,
            2.303875,
            3.205004,
            1.72166
        ],
        [
            311137,
            311137,
            22702,
            254252,
            254252,
            57047
        ],
        [
            -21417,
            -21417,
            -16834,
            -86723,
            -86723,
            -59808
        ],
        [
            125,
            116,
            133,
            125,
            116,
            133
        ],
        [
            211,
            224,
            202,
            211,
            224,
            202
        ],
        [
            76,
            73,
            80,
            76,
            73,
            80
        ],
        [
            24511,
            11387,
            13123,
            24511,
            11387,
            13123
        ],
        [
            19.886239,
            0,
            20.802906,
            19.886239,
            0,
            20.802906
        ],
        [
            1,
            0,
            1,
            1,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            310477,
            -1934,
            -100595,
            -5555,
            -73497,
            -71888
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ALGO_USDT",
    "interval": "1h",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 1041.67,
    "actual_first_datapoint_time": 1670022000000,
    "first_datapoint_time": 1670788800000,
    "last_datapoint_time": 1760022000000,
    "evaluation_time": 1760022971078,
    "expiration_time": 1766502000000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 214,
            "offset": 0
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 79,
            "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)