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Trade: COMP/USDT/360/ZLMA/HILO/4028

Strategy
COMP/USDT/360/ZLMA/HILO/4028
Pair
COMP_USDT
Interval
6h
Score
378576
Daily Profit
0.199988
Profit Factor
1.464518
Profitability
49.214660
Streak
0.000000
Best Strategy
Training Data Length
1917.500000
Evaluation Time
2025-09-26 14:30
Expiration Time
2025-11-21 02:36

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 383476.8256 290077.3169 93399.5087 89123.043 -4249.4027 93372.4457
Total P&L (%) 383.4768 290.0773 93.3995 89.123 -4.2494 93.3724
Avg Daily Profit (%) 0.2 0.1513 0.0487 0.0332 -0.0023 0.0344
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -135066 -62451 -173248 -381881 -268120 -145738
Profit Factor 1.4645 1.7326 1.2174 1.0655 0.9941 1.1463
Total Trades 191 95 96 191 95 96
Winning Trades 94 42 52 94 42 52
Losing Trades 97 53 44 97 53 44
Profitability (%) 49.2147 44.2105 54.1667 49.2147 44.2105 54.1667
Ratio Avg Win / Avg Loss 1.5113 2.1864 1.0301 1.0995 1.2545 0.9699
Largest Winning Trade 136472 136472 53093 210297 210297 117055
Largest Losing Trade -61978 -47773 -61978 -161573 -161573 -66120
Avg Bars in Trades 38 39 37 38 39 37
Avg Bars in Winners 44 49 41 44 49 41
Avg Bars in Losers 32 31 32 32 31 32
Bars Traded 7323 3764 3559 7323 3764 3559
Profit Streak 0 0 0 0 0 0
Trades During Streak 0 0 0 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 378576 285725 -128039 -296236 -581663 -207977

Evaluation Data

{
    "trading_pair": "COMP_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7670,
    "evaluation_days": 1917.5,
    "actual_first_datapoint_time": 1593064800000,
    "first_datapoint_time": 1597579200000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758886221511,
    "expiration_time": 1763685360000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 210,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "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": [
        [
            383476.8256356471,
            290077.3169011289,
            93399.5087345182,
            89123.042963492,
            -4249.4027029707,
            93372.4456664627
        ],
        [
            383.476826,
            290.077317,
            93.399509,
            89.123043,
            -4.249403,
            93.372446
        ],
        [
            0.199988,
            0.151279,
            0.048709,
            0.033238,
            -0.002265,
            0.034397
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -135066,
            -62451,
            -173248,
            -381881,
            -268120,
            -145738
        ],
        [
            1.464518,
            1.732631,
            1.217412,
            1.065532,
            0.994112,
            1.146289
        ],
        [
            191,
            95,
            96,
            191,
            95,
            96
        ],
        [
            94,
            42,
            52,
            94,
            42,
            52
        ],
        [
            97,
            53,
            44,
            97,
            53,
            44
        ],
        [
            49.21466,
            44.210526,
            54.166667,
            49.21466,
            44.210526,
            54.166667
        ],
        [
            1.511258,
            2.186415,
            1.030118,
            1.099539,
            1.254475,
            0.969936
        ],
        [
            136472,
            136472,
            53093,
            210297,
            210297,
            117055
        ],
        [
            -61978,
            -47773,
            -61978,
            -161573,
            -161573,
            -66120
        ],
        [
            38,
            39,
            37,
            38,
            39,
            37
        ],
        [
            44,
            49,
            41,
            44,
            49,
            41
        ],
        [
            32,
            31,
            32,
            32,
            31,
            32
        ],
        [
            7323,
            3764,
            3559,
            7323,
            3764,
            3559
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            378576,
            285725,
            -128039,
            -296236,
            -581663,
            -207977
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "COMP_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7670,
    "evaluation_days": 1917.5,
    "actual_first_datapoint_time": 1593064800000,
    "first_datapoint_time": 1597579200000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758886221511,
    "expiration_time": 1763685360000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 210,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "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)