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Trade: EGLD/USDT/360/ZLMA/MIDPOINT/2257

Strategy
EGLD/USDT/360/ZLMA/MIDPOINT/2257
Pair
EGLD_USDT
Interval
6h
Score
466028
Daily Profit
0.173420
Profit Factor
1.990100
Profitability
53.333333
Streak
279.777574
Best Strategy
Training Data Length
1847.750000
Evaluation Time
2025-09-26 15:39
Expiration Time
2025-11-19 00:22

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L -1689857.3744 -118269.1323 -1571588.2421 24503.0394 -2332682.0831 2357185.1225
Total P&L (%) -1689.8574 -118.2691 -1571.5882 24.503 -2332.6821 2357.1851
Avg Daily Profit (%) -0.9145 -0.064 -0.8505 0.0119 0 0.1734
Buy And Hold Return (%) 68.2054 68.2054 68.2054 68.2054 68.2054 68.2054
Max Trade Drawdown -1676258 -181357 -1575810 -2524375 -2516210 -1284459
Profit Factor 0.2112 0.6493 0.1294 1.0035 0.4898 1.9901
Total Trades 59 29 30 59 29 30
Winning Trades 36 17 19 30 14 16
Losing Trades 23 12 11 29 15 14
Profitability (%) 61.0169 58.6207 63.3333 50.8475 48.2759 53.3333
Ratio Avg Win / Avg Loss 0.135 0.4583 0.0749 0.9701 0.5247 1.7413
Largest Winning Trade 37062 37062 30694 3279175 873588 3279175
Largest Losing Trade -1355051 -62092 -1355051 -1626490 -1626490 -736020
Avg Bars in Trades 115 137 94 115 137 94
Avg Bars in Winners 65 74 58 97 98 95
Avg Bars in Losers 194 228 156 135 174 93
Bars Traded 6837 3999 2838 6837 3999 2838
Profit Streak 150.7776 150.7776 279.7776 150.7776 150.7776 279.7776
Trades During Streak 3 1 2 3 1 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -757497 -579141 -578128 -739123 -580929 466028

Evaluation Data

{
    "trading_pair": "EGLD_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7391,
    "evaluation_days": 1847.75,
    "actual_first_datapoint_time": 1599091200000,
    "first_datapoint_time": 1602266400000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758890382431,
    "expiration_time": 1763504568000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 92,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 148,
            "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": [
        [
            -1689857.3743920287,
            -118269.1323191262,
            -1571588.2420729026,
            24503.0393579749,
            -2332682.0831211093,
            2357185.122479084
        ],
        [
            -1689.857374,
            -118.269132,
            -1571.588242,
            24.503039,
            -2332.682083,
            2357.185122
        ],
        [
            -0.914549,
            -0.064007,
            -0.850542,
            0.011862,
            0,
            0.17342
        ],
        [
            68.205388,
            68.205388,
            68.205388,
            68.205388,
            68.205388,
            68.205388
        ],
        [
            -1676258,
            -181357,
            -1575810,
            -2524375,
            -2516210,
            -1284459
        ],
        [
            0.211247,
            0.649263,
            0.12943,
            1.003524,
            0.489766,
            1.9901
        ],
        [
            59,
            29,
            30,
            59,
            29,
            30
        ],
        [
            36,
            17,
            19,
            30,
            14,
            16
        ],
        [
            23,
            12,
            11,
            29,
            15,
            14
        ],
        [
            61.016949,
            58.62069,
            63.333333,
            50.847458,
            48.275862,
            53.333333
        ],
        [
            0.134963,
            0.458303,
            0.074933,
            0.970074,
            0.524749,
            1.741337
        ],
        [
            37062,
            37062,
            30694,
            3279175,
            873588,
            3279175
        ],
        [
            -1355051,
            -62092,
            -1355051,
            -1626490,
            -1626490,
            -736020
        ],
        [
            115,
            137,
            94,
            115,
            137,
            94
        ],
        [
            65,
            74,
            58,
            97,
            98,
            95
        ],
        [
            194,
            228,
            156,
            135,
            174,
            93
        ],
        [
            6837,
            3999,
            2838,
            6837,
            3999,
            2838
        ],
        [
            150.777574,
            150.777574,
            279.777574,
            150.777574,
            150.777574,
            279.777574
        ],
        [
            3,
            1,
            2,
            3,
            1,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -757497,
            -579141,
            -578128,
            -739123,
            -580929,
            466028
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "EGLD_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7391,
    "evaluation_days": 1847.75,
    "actual_first_datapoint_time": 1599091200000,
    "first_datapoint_time": 1602266400000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758890382431,
    "expiration_time": 1763504568000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 92,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 148,
            "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)