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Trade: DOT/USDT/240/MIDPOINT/ZLMA/5405

Strategy
DOT/USDT/240/MIDPOINT/ZLMA/5405
Pair
DOT_USDT
Interval
4h
Score
304681
Daily Profit
0.219342
Profit Factor
1.630814
Profitability
42.975207
Streak
0.000000
Best Strategy
Training Data Length
1878.500000
Evaluation Time
2025-10-10 11:30
Expiration Time
2025-12-05 14:31

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 412034.429 370589.1247 41445.3043 141364.5938 75578.1754 65786.4184
Total P&L (%) 412.0344 370.5891 41.4453 141.3646 75.5782 65.7864
Avg Daily Profit (%) 0.2193 0.1973 0.0221 0.0469 0.03 0.0269
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -112427 -76465 -108267 -295393 -247337 -148230
Profit Factor 1.6308 2.1492 1.1253 1.0919 1.0962 1.0874
Total Trades 121 60 61 121 60 61
Winning Trades 52 22 30 52 22 30
Losing Trades 69 38 31 69 38 31
Profitability (%) 42.9752 36.6667 49.1803 42.9752 36.6667 49.1803
Ratio Avg Win / Avg Loss 2.164 3.7123 1.1628 1.4489 1.8934 1.1236
Largest Winning Trade 282403 282403 55430 145926 145926 92715
Largest Losing Trade -35958 -32189 -35958 -108373 -65448 -108373
Avg Bars in Trades 91 79 103 91 79 103
Avg Bars in Winners 128 103 147 128 103 147
Avg Bars in Losers 64 66 61 64 66 61
Bars Traded 11115 4797 6318 11115 4797 6318
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 304681 -162957 -410157 -252109 -441095 -443584
Evaluation Data
{
    "trading_pair": "DOT_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11271,
    "evaluation_days": 1878.5,
    "actual_first_datapoint_time": 1597780800000,
    "first_datapoint_time": 1599523200000,
    "last_datapoint_time": 1760068800000,
    "evaluation_time": 1760085030042,
    "expiration_time": 1764937872000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "midpoint",
        "factors": {
            "length": 122,
            "offset": 0
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 111,
            "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": [
        [
            412034.429035484,
            370589.1247393835,
            41445.3042961003,
            141364.5938161685,
            75578.1754189232,
            65786.4183972453
        ],
        [
            412.034429,
            370.589125,
            41.445304,
            141.364594,
            75.578175,
            65.786418
        ],
        [
            0.219342,
            0.197279,
            0.022063,
            0.046917,
            0.029971,
            0.026915
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -112427,
            -76465,
            -108267,
            -295393,
            -247337,
            -148230
        ],
        [
            1.630814,
            2.149242,
            1.12532,
            1.09189,
            1.09619,
            1.087402
        ],
        [
            121,
            60,
            61,
            121,
            60,
            61
        ],
        [
            52,
            22,
            30,
            52,
            22,
            30
        ],
        [
            69,
            38,
            31,
            69,
            38,
            31
        ],
        [
            42.975207,
            36.666667,
            49.180328,
            42.975207,
            36.666667,
            49.180328
        ],
        [
            2.163965,
            3.712327,
            1.162831,
            1.448855,
            1.893419,
            1.123649
        ],
        [
            282403,
            282403,
            55430,
            145926,
            145926,
            92715
        ],
        [
            -35958,
            -32189,
            -35958,
            -108373,
            -65448,
            -108373
        ],
        [
            91,
            79,
            103,
            91,
            79,
            103
        ],
        [
            128,
            103,
            147,
            128,
            103,
            147
        ],
        [
            64,
            66,
            61,
            64,
            66,
            61
        ],
        [
            11115,
            4797,
            6318,
            11115,
            4797,
            6318
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            304681,
            -162957,
            -410157,
            -252109,
            -441095,
            -443584
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "DOT_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11271,
    "evaluation_days": 1878.5,
    "actual_first_datapoint_time": 1597780800000,
    "first_datapoint_time": 1599523200000,
    "last_datapoint_time": 1760068800000,
    "evaluation_time": 1760085030042,
    "expiration_time": 1764937872000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midpoint",
        "factors": {
            "length": 122,
            "offset": 0
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 111,
            "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)