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Trade: COMP/USDT/480/ZLMA/SUPERTREND/1844

Strategy
COMP/USDT/480/ZLMA/SUPERTREND/1844
Pair
COMP_USDT
Interval
8h
Score
358498
Daily Profit
0.152838
Profit Factor
1.460992
Profitability
50.588235
Streak
78.587750
Best Strategy
Training Data Length
1923.670000
Evaluation Time
2025-09-30 17:06
Expiration Time
2025-11-27 03:02

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 294010.4536 257605.9348 36404.5188 -83267.004 -3016.7674 -80250.2366
Total P&L (%) 294.0105 257.6059 36.4045 -83.267 -3.0168 -80.2502
Avg Daily Profit (%) 0.1528 0.1339 0.0189 -0.0929 -0.0016 -0.0843
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -99420 -124143 -93100 -71270 -20288 -65845
Profit Factor 1.461 1.7628 1.1213 0.4616 0.9333 0.2664
Total Trades 85 42 43 85 42 43
Winning Trades 43 20 23 43 20 23
Losing Trades 42 22 20 42 22 20
Profitability (%) 50.5882 47.619 53.4884 50.5882 47.619 53.4884
Ratio Avg Win / Avg Loss 1.427 1.9391 0.9751 0.4508 1.0267 0.2317
Largest Winning Trade 186086 186086 31998 5786 5786 3546
Largest Losing Trade -93100 -78815 -93100 -64567 -15403 -64567
Avg Bars in Trades 61 78 44 61 78 44
Avg Bars in Winners 59 68 51 59 68 51
Avg Bars in Losers 63 87 36 63 87 36
Bars Traded 5214 3304 1909 5214 3304 1909
Profit Streak 78.5878 78.5878 112.5878 78.5878 78.5878 112.5878
Trades During Streak 3 1 2 3 1 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 358498 -11236 -257397 -579105 -579436 -579039
Evaluation Data
{
    "trading_pair": "COMP_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5771,
    "evaluation_days": 1923.67,
    "actual_first_datapoint_time": 1593043200000,
    "first_datapoint_time": 1600214400000,
    "last_datapoint_time": 1759219200000,
    "evaluation_time": 1759241181612,
    "expiration_time": 1764205344000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 250,
            "offset": 0
        }
    },
    "second_band": {
        "type": "supertrend",
        "factors": {
            "length": 172,
            "offset": 0,
            "multiplier": 4.93766
        }
    }
}
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": [
        [
            294010.4535936298,
            257605.9347992347,
            36404.5187943951,
            -83267.0040362765,
            -3016.7674031993,
            -80250.2366330772
        ],
        [
            294.010454,
            257.605935,
            36.404519,
            -83.267004,
            -3.016767,
            -80.250237
        ],
        [
            0.152838,
            0.133914,
            0.018925,
            -0.092893,
            -0.001592,
            -0.084284
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -99420,
            -124143,
            -93100,
            -71270,
            -20288,
            -65845
        ],
        [
            1.460992,
            1.762815,
            1.121318,
            0.461576,
            0.933341,
            0.266402
        ],
        [
            85,
            42,
            43,
            85,
            42,
            43
        ],
        [
            43,
            20,
            23,
            43,
            20,
            23
        ],
        [
            42,
            22,
            20,
            42,
            22,
            20
        ],
        [
            50.588235,
            47.619048,
            53.488372,
            50.588235,
            47.619048,
            53.488372
        ],
        [
            1.427015,
            1.939097,
            0.975059,
            0.450841,
            1.026675,
            0.231654
        ],
        [
            186086,
            186086,
            31998,
            5786,
            5786,
            3546
        ],
        [
            -93100,
            -78815,
            -93100,
            -64567,
            -15403,
            -64567
        ],
        [
            61,
            78,
            44,
            61,
            78,
            44
        ],
        [
            59,
            68,
            51,
            59,
            68,
            51
        ],
        [
            63,
            87,
            36,
            63,
            87,
            36
        ],
        [
            5214,
            3304,
            1909,
            5214,
            3304,
            1909
        ],
        [
            78.58775,
            78.58775,
            112.58775,
            78.58775,
            78.58775,
            112.58775
        ],
        [
            3,
            1,
            2,
            3,
            1,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            358498,
            -11236,
            -257397,
            -579105,
            -579436,
            -579039
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "COMP_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5771,
    "evaluation_days": 1923.67,
    "actual_first_datapoint_time": 1593043200000,
    "first_datapoint_time": 1600214400000,
    "last_datapoint_time": 1759219200000,
    "evaluation_time": 1759241181612,
    "expiration_time": 1764205344000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 250,
            "offset": 0
        }
    },
    "second_band": {
        "type": "supertrend",
        "factors": {
            "length": 172,
            "offset": 0,
            "multiplier": 4.93766
        }
    }
}

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)