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Trade: DOGE/USDT/5/T3/ZLMA/5583

Strategy
DOGE/USDT/5/T3/ZLMA/5583
Pair
DOGE_USDT
Interval
5m
Score
496517
Daily Profit
0.917644
Profit Factor
2.796872
Profitability
50.000000
Streak
5.159590
Best Strategy
Training Data Length
86.810000
Evaluation Time
2025-09-22 17:49
Expiration Time
2025-12-06 16:45

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 104208.4751 81772.8938 22435.5813 154548.5643 120995.8442 33552.7201
Total P&L (%) 104.2085 81.7729 22.4356 154.5486 120.9958 33.5527
Avg Daily Profit (%) 1.2004 0.942 0.2584 1.0821 0.9176 0.3338
Buy And Hold Return (%) 48.5293 48.5293 48.5293 48.5293 48.5293 48.5293
Max Trade Drawdown -24863 -15156 -13597 -57648 -34142 -32173
Profit Factor 2.4514 3.5844 1.5587 2.0281 2.7969 1.4043
Total Trades 64 32 32 64 32 32
Winning Trades 30 16 14 30 16 14
Losing Trades 34 16 18 34 16 18
Profitability (%) 46.875 50 43.75 46.875 50 43.75
Ratio Avg Win / Avg Loss 2.7782 3.5844 2.004 2.2985 2.7969 1.8056
Largest Winning Trade 23527 23527 12951 37941 37941 21614
Largest Losing Trade -6855 -4868 -6855 -14217 -11463 -14217
Avg Bars in Trades 373 412 335 373 412 335
Avg Bars in Winners 600 639 556 600 639 556
Avg Bars in Losers 173 185 163 173 185 163
Bars Traded 23921 13192 10729 23921 13192 10729
Profit Streak 4.7603 5.1596 4.7603 4.7603 5.1596 4.7603
Trades During Streak 3 2 1 3 2 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -133413 364378 -158799 -131373 496517 -159098

Evaluation Data

{
    "trading_pair": "DOGE_USDT",
    "interval": "5m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 86.81,
    "actual_first_datapoint_time": 1751052600000,
    "first_datapoint_time": 1751121000000,
    "last_datapoint_time": 1758552300000,
    "evaluation_time": 1758552588548,
    "expiration_time": 1765032300000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "t3",
        "factors": {
            "length": 202,
            "offset": 0,
            "a": 0.37092
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 229,
            "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": [
        [
            104208.4750579374,
            81772.8937974678,
            22435.5812604697,
            154548.5643045537,
            120995.8442479924,
            33552.7200565613
        ],
        [
            104.208475,
            81.772894,
            22.435581,
            154.548564,
            120.995844,
            33.55272
        ],
        [
            1.20042,
            0.941976,
            0.258445,
            1.082096,
            0.917644,
            0.333843
        ],
        [
            48.529321,
            48.529321,
            48.529321,
            48.529321,
            48.529321,
            48.529321
        ],
        [
            -24863,
            -15156,
            -13597,
            -57648,
            -34142,
            -32173
        ],
        [
            2.451363,
            3.584373,
            1.558667,
            2.02813,
            2.796872,
            1.404332
        ],
        [
            64,
            32,
            32,
            64,
            32,
            32
        ],
        [
            30,
            16,
            14,
            30,
            16,
            14
        ],
        [
            34,
            16,
            18,
            34,
            16,
            18
        ],
        [
            46.875,
            50,
            43.75,
            46.875,
            50,
            43.75
        ],
        [
            2.778212,
            3.584373,
            2.004001,
            2.298547,
            2.796872,
            1.805569
        ],
        [
            23527,
            23527,
            12951,
            37941,
            37941,
            21614
        ],
        [
            -6855,
            -4868,
            -6855,
            -14217,
            -11463,
            -14217
        ],
        [
            373,
            412,
            335,
            373,
            412,
            335
        ],
        [
            600,
            639,
            556,
            600,
            639,
            556
        ],
        [
            173,
            185,
            163,
            173,
            185,
            163
        ],
        [
            23921,
            13192,
            10729,
            23921,
            13192,
            10729
        ],
        [
            4.760284,
            5.15959,
            4.760284,
            4.760284,
            5.15959,
            4.760284
        ],
        [
            3,
            2,
            1,
            3,
            2,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -133413,
            364378,
            -158799,
            -131373,
            496517,
            -159098
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "DOGE_USDT",
    "interval": "5m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 86.81,
    "actual_first_datapoint_time": 1751052600000,
    "first_datapoint_time": 1751121000000,
    "last_datapoint_time": 1758552300000,
    "evaluation_time": 1758552588548,
    "expiration_time": 1765032300000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "t3",
        "factors": {
            "length": 202,
            "offset": 0,
            "a": 0.37092
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 229,
            "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)