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Trade: FLOW/USDT/240/MIDPRICE/ZLMA/2941

Strategy
FLOW/USDT/240/MIDPRICE/ZLMA/2941
Pair
FLOW_USDT
Interval
4h
Score
319282
Daily Profit
0.189330
Profit Factor
1.490817
Profitability
60.544218
Streak
0.000000
Best Strategy
Training Data Length
1533.170000
Evaluation Time
2025-10-10 19:51
Expiration Time
2025-11-25 13:52

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 290275.3486 29921.779 260353.5696 296932.1054 -4508.5548 301440.6602
Total P&L (%) 290.2753 29.9218 260.3536 296.9321 -4.5086 301.4407
Avg Daily Profit (%) 0.1893 0.0195 0.1698 0.09 -0.003 0.0907
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -55030 -72717 -42347 -290026 -143167 -213152
Profit Factor 1.4908 1.101 1.8824 1.2238 0.993 1.44
Total Trades 147 74 73 147 74 73
Winning Trades 89 41 48 89 41 48
Losing Trades 58 33 25 58 33 25
Profitability (%) 60.5442 55.4054 65.7534 60.5442 55.4054 65.7534
Ratio Avg Win / Avg Loss 0.9715 0.8861 0.9804 0.7975 0.7992 0.75
Largest Winning Trade 74813 41357 74813 104457 69309 104457
Largest Losing Trade -42347 -29105 -42347 -107396 -66797 -107396
Avg Bars in Trades 60 30 90 60 30 90
Avg Bars in Winners 64 24 99 64 24 99
Avg Bars in Losers 53 37 74 53 37 74
Bars Traded 8887 2262 6625 8887 2262 6625
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 319282 -344518 -61479 -73155 -644257 -142243
Evaluation Data
{
    "trading_pair": "FLOW_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 9199,
    "evaluation_days": 1533.17,
    "actual_first_datapoint_time": 1627646400000,
    "first_datapoint_time": 1630252800000,
    "last_datapoint_time": 1760097600000,
    "evaluation_time": 1760115074789,
    "expiration_time": 1764071568000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 96,
            "offset": 0
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 182,
            "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": [
        [
            290275.3485853188,
            29921.7789555633,
            260353.5696297553,
            296932.1054316516,
            -4508.554786523,
            301440.6602181747
        ],
        [
            290.275349,
            29.921779,
            260.35357,
            296.932105,
            -4.508555,
            301.44066
        ],
        [
            0.18933,
            0.019516,
            0.169814,
            0.089958,
            -0.003009,
            0.090696
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -55030,
            -72717,
            -42347,
            -290026,
            -143167,
            -213152
        ],
        [
            1.490817,
            1.100962,
            1.882419,
            1.223787,
            0.992974,
            1.439982
        ],
        [
            147,
            74,
            73,
            147,
            74,
            73
        ],
        [
            89,
            41,
            48,
            89,
            41,
            48
        ],
        [
            58,
            33,
            25,
            58,
            33,
            25
        ],
        [
            60.544218,
            55.405405,
            65.753425,
            60.544218,
            55.405405,
            65.753425
        ],
        [
            0.971544,
            0.88614,
            0.980426,
            0.797524,
            0.799223,
            0.749991
        ],
        [
            74813,
            41357,
            74813,
            104457,
            69309,
            104457
        ],
        [
            -42347,
            -29105,
            -42347,
            -107396,
            -66797,
            -107396
        ],
        [
            60,
            30,
            90,
            60,
            30,
            90
        ],
        [
            64,
            24,
            99,
            64,
            24,
            99
        ],
        [
            53,
            37,
            74,
            53,
            37,
            74
        ],
        [
            8887,
            2262,
            6625,
            8887,
            2262,
            6625
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            319282,
            -344518,
            -61479,
            -73155,
            -644257,
            -142243
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "FLOW_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 9199,
    "evaluation_days": 1533.17,
    "actual_first_datapoint_time": 1627646400000,
    "first_datapoint_time": 1630252800000,
    "last_datapoint_time": 1760097600000,
    "evaluation_time": 1760115074789,
    "expiration_time": 1764071568000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 96,
            "offset": 0
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 182,
            "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)