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Trade: ETC/USDT/120/ZLMA/HILO/4879

Strategy
ETC/USDT/120/ZLMA/HILO/4879
Pair
ETC_USDT
Interval
2h
Score
466650
Daily Profit
0.242307
Profit Factor
1.321228
Profitability
49.619482
Streak
19.079084
Best Strategy
Training Data Length
2083.330000
Evaluation Time
2025-10-08 20:53
Expiration Time
2025-12-22 18:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 504804.8284 474652.4644 30152.364 206294.2327 287097.5995 -80803.3668
Total P&L (%) 504.8048 474.6525 30.1524 206.2942 287.0976 -80.8034
Avg Daily Profit (%) 0.2423 0.2278 0.0145 0.0537 0.065 -0.0792
Buy And Hold Return (%) 68.2281 68.2281 68.2281 68.2281 68.2281 68.2281
Max Trade Drawdown -112580 -71704 -157164 -401175 -265418 -245255
Profit Factor 1.3212 1.6283 1.0369 1.05 1.145 0.9624
Total Trades 657 329 328 657 329 328
Winning Trades 326 156 170 326 156 170
Losing Trades 331 173 158 331 173 158
Profitability (%) 49.6195 47.4164 51.8293 49.6195 47.4164 51.8293
Ratio Avg Win / Avg Loss 1.3415 1.8058 0.9638 1.0661 1.2698 0.8945
Largest Winning Trade 249657 249657 37563 197472 197472 118236
Largest Losing Trade -65382 -25993 -65382 -139187 -67106 -139187
Avg Bars in Trades 37 36 38 37 36 38
Avg Bars in Winners 43 41 44 43 41 44
Avg Bars in Losers 31 31 31 31 31 31
Bars Traded 24647 11991 12656 24647 11991 12656
Profit Streak 19.0791 19.0791 19.4124 19.0791 19.0791 19.4124
Trades During Streak 2 1 1 2 1 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 466650 418775 -518883 -285463 -168467 -578823
Evaluation Data
{
    "trading_pair": "ETC_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 2083.33,
    "actual_first_datapoint_time": 1579874400000,
    "first_datapoint_time": 1581199200000,
    "last_datapoint_time": 1759939200000,
    "evaluation_time": 1759946032876,
    "expiration_time": 1766419200000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 185,
            "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": [
        [
            504804.8284408768,
            474652.4644016259,
            30152.364039252,
            206294.2327467378,
            287097.5995126098,
            -80803.3667658718
        ],
        [
            504.804828,
            474.652464,
            30.152364,
            206.294233,
            287.0976,
            -80.803367
        ],
        [
            0.242307,
            0.227834,
            0.014473,
            0.053745,
            0.06499,
            -0.07919
        ],
        [
            68.228134,
            68.228134,
            68.228134,
            68.228134,
            68.228134,
            68.228134
        ],
        [
            -112580,
            -71704,
            -157164,
            -401175,
            -265418,
            -245255
        ],
        [
            1.321228,
            1.628343,
            1.036948,
            1.049955,
            1.145028,
            0.962417
        ],
        [
            657,
            329,
            328,
            657,
            329,
            328
        ],
        [
            326,
            156,
            170,
            326,
            156,
            170
        ],
        [
            331,
            173,
            158,
            331,
            173,
            158
        ],
        [
            49.619482,
            47.416413,
            51.829268,
            49.619482,
            47.416413,
            51.829268
        ],
        [
            1.341493,
            1.805791,
            0.963752,
            1.066059,
            1.269807,
            0.894482
        ],
        [
            249657,
            249657,
            37563,
            197472,
            197472,
            118236
        ],
        [
            -65382,
            -25993,
            -65382,
            -139187,
            -67106,
            -139187
        ],
        [
            37,
            36,
            38,
            37,
            36,
            38
        ],
        [
            43,
            41,
            44,
            43,
            41,
            44
        ],
        [
            31,
            31,
            31,
            31,
            31,
            31
        ],
        [
            24647,
            11991,
            12656,
            24647,
            11991,
            12656
        ],
        [
            19.079084,
            19.079084,
            19.412417,
            19.079084,
            19.079084,
            19.412418
        ],
        [
            2,
            1,
            1,
            2,
            1,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            466650,
            418775,
            -518883,
            -285463,
            -168467,
            -578823
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ETC_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 2083.33,
    "actual_first_datapoint_time": 1579874400000,
    "first_datapoint_time": 1581199200000,
    "last_datapoint_time": 1759939200000,
    "evaluation_time": 1759946032876,
    "expiration_time": 1766419200000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 185,
            "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)