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Trade: MATIC/USDT/120/ZLMA/SMA/5267

Strategy
MATIC/USDT/120/ZLMA/SMA/5267
Pair
MATIC_USDT
Interval
2h
Score
373769
Daily Profit
0.265938
Profit Factor
1.758640
Profitability
63.829787
Streak
560.082311
Best Strategy
Training Data Length
1703.000000
Evaluation Time
2025-09-30 18:58
Expiration Time
2024-11-10 11:23

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L -1497068.1656 186536.7077 -1683604.8733 606848.7676 -8503496.0032 9110344.7708
Total P&L (%) -1497.0682 186.5367 -1683.6049 606.8488 -8503.496 9110.3448
Avg Daily Profit (%) -0.8791 0.1095 -0.9886 0.1149 0 0.2659
Buy And Hold Return (%) 2134.3934 2134.3934 2134.3934 2134.3934 2134.3934 2134.3934
Max Trade Drawdown -1727539 -80153 -1800554 -10385089 -8921285 -5202167
Profit Factor 0.35 1.7246 0.177 1.0252 0.2943 1.7586
Total Trades 94 47 47 94 47 47
Winning Trades 60 29 31 56 26 30
Losing Trades 34 18 16 38 21 17
Profitability (%) 63.8298 61.7021 65.9574 59.5745 55.3191 63.8298
Ratio Avg Win / Avg Loss 0.1983 1.0704 0.0913 0.6957 0.2377 0.9966
Largest Winning Trade 83835 83835 70804 17186373 1074325 17186373
Largest Losing Trade -1534631 -59892 -1534631 -3945349 -3738796 -3945349
Avg Bars in Trades 211 216 206 211 216 206
Avg Bars in Winners 109 115 103 118 122 115
Avg Bars in Losers 391 378 405 347 332 366
Bars Traded 19853 10167 9686 19853 10167 9686
Profit Streak 440.8323 440.8323 560.0823 440.8323 440.8323 560.0823
Trades During Streak 3 1 3 3 1 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -577118 -208198 -577293 -396584 -579422 373769
Evaluation Data
{
    "trading_pair": "MATIC_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 20436,
    "evaluation_days": 1703,
    "actual_first_datapoint_time": 1578729600000,
    "first_datapoint_time": 1580284800000,
    "last_datapoint_time": 1725933600000,
    "evaluation_time": 1759247911658,
    "expiration_time": 1731230611200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 217,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sma",
        "factors": {
            "length": 173,
            "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": [
        [
            -1497068.1656334922,
            186536.7077058224,
            -1683604.873339314,
            606848.7675933915,
            -8503496.003230356,
            9110344.770823741
        ],
        [
            -1497.068166,
            186.536708,
            -1683.604873,
            606.848768,
            -8503.496003,
            9110.344771
        ],
        [
            -0.879077,
            0.109534,
            -0.988611,
            0.114901,
            0,
            0.265938
        ],
        [
            2134.393404,
            2134.393404,
            2134.393404,
            2134.393404,
            2134.393404,
            2134.393404
        ],
        [
            -1727539,
            -80153,
            -1800554,
            -10385089,
            -8921285,
            -5202167
        ],
        [
            0.349974,
            1.724593,
            0.176985,
            1.025223,
            0.294335,
            1.75864
        ],
        [
            94,
            47,
            47,
            94,
            47,
            47
        ],
        [
            60,
            29,
            31,
            56,
            26,
            30
        ],
        [
            34,
            18,
            16,
            38,
            21,
            17
        ],
        [
            63.829787,
            61.702128,
            65.957447,
            59.574468,
            55.319149,
            63.829787
        ],
        [
            0.198319,
            1.070437,
            0.091347,
            0.695687,
            0.237732,
            0.996563
        ],
        [
            83835,
            83835,
            70804,
            17186373,
            1074325,
            17186373
        ],
        [
            -1534631,
            -59892,
            -1534631,
            -3945349,
            -3738796,
            -3945349
        ],
        [
            211,
            216,
            206,
            211,
            216,
            206
        ],
        [
            109,
            115,
            103,
            118,
            122,
            115
        ],
        [
            391,
            378,
            405,
            347,
            332,
            366
        ],
        [
            19853,
            10167,
            9686,
            19853,
            10167,
            9686
        ],
        [
            440.832311,
            440.832311,
            560.082311,
            440.832311,
            440.832311,
            560.082311
        ],
        [
            3,
            1,
            3,
            3,
            1,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -577118,
            -208198,
            -577293,
            -396584,
            -579422,
            373769
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "MATIC_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 20436,
    "evaluation_days": 1703,
    "actual_first_datapoint_time": 1578729600000,
    "first_datapoint_time": 1580284800000,
    "last_datapoint_time": 1725933600000,
    "evaluation_time": 1759247911658,
    "expiration_time": 1731230611200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 217,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sma",
        "factors": {
            "length": 173,
            "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)