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Trade: ALGO/USDT/720/ZLMA/MIDPOINT/2286

Strategy
ALGO/USDT/720/ZLMA/MIDPOINT/2286
Pair
ALGO_USDT
Interval
12h
Score
479350
Daily Profit
0.241255
Profit Factor
2.646921
Profitability
47.222222
Streak
97.055841
Best Strategy
Training Data Length
2287.000000
Evaluation Time
2025-09-27 04:20
Expiration Time
2025-12-02 04:38

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 613220.2818 551750.5937 61469.6881 609598.1824 94343.1205 515255.0619
Total P&L (%) 613.2203 551.7506 61.4697 609.5982 94.3431 515.2551
Avg Daily Profit (%) 0.2681 0.2413 0.0269 0.0857 0.0291 0.0795
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -136304 -169924 -30388 -932019 -1136565 -100388
Profit Factor 2.2936 2.6469 1.4422 1.2833 1.0547 2.2094
Total Trades 72 36 36 72 36 36
Winning Trades 32 17 15 32 17 15
Losing Trades 40 19 21 40 19 21
Profitability (%) 44.4444 47.2222 41.6667 44.4444 47.2222 41.6667
Ratio Avg Win / Avg Loss 2.867 2.9583 2.019 1.6041 1.1787 3.0932
Largest Winning Trade 327278 327278 43612 503792 503792 213471
Largest Losing Trade -53319 -53319 -18704 -334803 -334803 -93166
Avg Bars in Trades 55 80 30 55 80 30
Avg Bars in Winners 84 108 58 84 108 58
Avg Bars in Losers 31 55 10 31 55 10
Bars Traded 3970 2889 1081 3970 2889 1081
Profit Streak 79.5558 97.0558 0 79.5558 97.0558 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 -72393 479350 -158716 -162386 -314578 -85461

Evaluation Data

{
    "trading_pair": "ALGO_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4574,
    "evaluation_days": 2287,
    "actual_first_datapoint_time": 1561161600000,
    "first_datapoint_time": 1570060800000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758936024647,
    "expiration_time": 1764643104000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 207,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 54,
            "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": [
        [
            613220.281829595,
            551750.5937179584,
            61469.6881116367,
            609598.1823505603,
            94343.120457005,
            515255.0618935552
        ],
        [
            613.220282,
            551.750594,
            61.469688,
            609.598182,
            94.34312,
            515.255062
        ],
        [
            0.268133,
            0.241255,
            0.026878,
            0.085718,
            0.029058,
            0.079475
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -136304,
            -169924,
            -30388,
            -932019,
            -1136565,
            -100388
        ],
        [
            2.293597,
            2.646921,
            1.442154,
            1.283298,
            1.054668,
            2.209415
        ],
        [
            72,
            36,
            36,
            72,
            36,
            36
        ],
        [
            32,
            17,
            15,
            32,
            17,
            15
        ],
        [
            40,
            19,
            21,
            40,
            19,
            21
        ],
        [
            44.444444,
            47.222222,
            41.666667,
            44.444444,
            47.222222,
            41.666667
        ],
        [
            2.866996,
            2.958323,
            2.019016,
            1.604122,
            1.178746,
            3.093181
        ],
        [
            327278,
            327278,
            43612,
            503792,
            503792,
            213471
        ],
        [
            -53319,
            -53319,
            -18704,
            -334803,
            -334803,
            -93166
        ],
        [
            55,
            80,
            30,
            55,
            80,
            30
        ],
        [
            84,
            108,
            58,
            84,
            108,
            58
        ],
        [
            31,
            55,
            10,
            31,
            55,
            10
        ],
        [
            3970,
            2889,
            1081,
            3970,
            2889,
            1081
        ],
        [
            79.555841,
            97.055841,
            0,
            79.555841,
            97.055841,
            0
        ],
        [
            1,
            2,
            0,
            1,
            2,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -72393,
            479350,
            -158716,
            -162386,
            -314578,
            -85461
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ALGO_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4574,
    "evaluation_days": 2287,
    "actual_first_datapoint_time": 1561161600000,
    "first_datapoint_time": 1570060800000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758936024647,
    "expiration_time": 1764643104000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 207,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 54,
            "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)