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Trade: FLOW/USDT/720/ZLMA/FWMA/3936

Strategy
FLOW/USDT/720/ZLMA/FWMA/3936
Pair
FLOW_USDT
Interval
12h
Score
345651
Daily Profit
0.243446
Profit Factor
1.547569
Profitability
42.948718
Streak
22.401775
Best Strategy
Training Data Length
1530.000000
Evaluation Time
2025-10-07 12:38
Expiration Time
2025-11-21 23:36

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 372472.5515 67151.2981 305321.2534 590212.8978 22583.0097 567629.8881
Total P&L (%) 372.4726 67.1513 305.3213 590.2129 22.583 567.6299
Avg Daily Profit (%) 0.2434 0.0439 0.1996 0.1263 0.0133 0.1242
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -59744 -62416 -58923 -283150 -277729 -191434
Profit Factor 1.5476 1.1619 2.1501 1.2857 1.0188 1.6559
Total Trades 156 78 78 156 78 78
Winning Trades 67 26 41 67 26 41
Losing Trades 89 52 37 89 52 37
Profitability (%) 42.9487 33.3333 52.5641 42.9487 33.3333 52.5641
Ratio Avg Win / Avg Loss 2.0557 2.3238 1.9404 1.7079 2.0376 1.4944
Largest Winning Trade 113777 113777 36660 275028 275028 189444
Largest Losing Trade -41315 -31010 -41315 -94836 -94836 -82229
Avg Bars in Trades 19 21 16 19 21 16
Avg Bars in Winners 28 34 24 28 34 24
Avg Bars in Losers 12 15 8 12 15 8
Bars Traded 2987 1677 1310 2987 1677 1310
Profit Streak 22.4018 0 26.4018 22.4018 0 26.4018
Trades During Streak 1 0 1 1 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 345651 -216461 -21599 -23923 -419608 -58116
Evaluation Data
{
    "trading_pair": "FLOW_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3060,
    "evaluation_days": 1530,
    "actual_first_datapoint_time": 1627646400000,
    "first_datapoint_time": 1629979200000,
    "last_datapoint_time": 1759795200000,
    "evaluation_time": 1759829913405,
    "expiration_time": 1763760960000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 55,
            "offset": 0
        }
    },
    "second_band": {
        "type": "fwma",
        "factors": {
            "length": 23,
            "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": [
        [
            372472.5515022703,
            67151.2980597114,
            305321.2534425588,
            590212.8977975675,
            22583.0097283072,
            567629.8880692599
        ],
        [
            372.472552,
            67.151298,
            305.321253,
            590.212898,
            22.58301,
            567.629888
        ],
        [
            0.243446,
            0.04389,
            0.199556,
            0.126343,
            0.013309,
            0.124166
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -59744,
            -62416,
            -58923,
            -283150,
            -277729,
            -191434
        ],
        [
            1.547569,
            1.161902,
            2.150147,
            1.285737,
            1.018816,
            1.655949
        ],
        [
            156,
            78,
            78,
            156,
            78,
            78
        ],
        [
            67,
            26,
            41,
            67,
            26,
            41
        ],
        [
            89,
            52,
            37,
            89,
            52,
            37
        ],
        [
            42.948718,
            33.333333,
            52.564103,
            42.948718,
            33.333333,
            52.564103
        ],
        [
            2.055726,
            2.323803,
            1.940376,
            1.707919,
            2.037631,
            1.494393
        ],
        [
            113777,
            113777,
            36660,
            275028,
            275028,
            189444
        ],
        [
            -41315,
            -31010,
            -41315,
            -94836,
            -94836,
            -82229
        ],
        [
            19,
            21,
            16,
            19,
            21,
            16
        ],
        [
            28,
            34,
            24,
            28,
            34,
            24
        ],
        [
            12,
            15,
            8,
            12,
            15,
            8
        ],
        [
            2987,
            1677,
            1310,
            2987,
            1677,
            1310
        ],
        [
            22.401775,
            0,
            26.401775,
            22.401775,
            0,
            26.401775
        ],
        [
            1,
            0,
            1,
            1,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            345651,
            -216461,
            -21599,
            -23923,
            -419608,
            -58116
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "FLOW_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3060,
    "evaluation_days": 1530,
    "actual_first_datapoint_time": 1627646400000,
    "first_datapoint_time": 1629979200000,
    "last_datapoint_time": 1759795200000,
    "evaluation_time": 1759829913405,
    "expiration_time": 1763760960000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 55,
            "offset": 0
        }
    },
    "second_band": {
        "type": "fwma",
        "factors": {
            "length": 23,
            "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)