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Trade: NEAR/USDT/720/DCM/ZLMA/9639

Strategy
NEAR/USDT/720/DCM/ZLMA/9639
Pair
NEAR_USDT
Interval
12h
Score
328442
Daily Profit
0.339563
Profit Factor
3.171283
Profitability
41.025641
Streak
43.685158
Best Strategy
Training Data Length
1815.000000
Evaluation Time
2025-10-02 19:26
Expiration Time
2025-11-26 00:48

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 617016.592 616306.644 709.948 389858.1513 517518.2706 -127660.1193
Total P&L (%) 617.0166 616.3066 0.7099 389.8582 517.5183 -127.6601
Avg Daily Profit (%) 0.34 0.3396 0.0004 0.0876 0.1004 0
Buy And Hold Return (%) 216.8697 216.8697 216.8697 216.8697 216.8697 216.8697
Max Trade Drawdown -94623 -68819 -103916 -442149 -329526 -297979
Profit Factor 1.9914 3.1713 1.0021 1.2017 1.6492 0.8876
Total Trades 77 39 38 77 39 38
Winning Trades 35 16 19 35 16 19
Losing Trades 42 23 19 42 23 19
Profitability (%) 45.4545 41.0256 50 45.4545 41.0256 50
Ratio Avg Win / Avg Loss 2.3897 4.5587 1.0021 1.442 2.3707 0.8876
Largest Winning Trade 216146 216146 70898 397595 397595 318942
Largest Losing Trade -48188 -41142 -48188 -297979 -168238 -297979
Avg Bars in Trades 46 39 53 46 39 53
Avg Bars in Winners 71 68 73 71 68 73
Avg Bars in Losers 25 19 32 25 19 32
Bars Traded 3563 1540 2023 3563 1540 2023
Profit Streak 21.6852 43.6852 0 21.6852 43.6852 0
Trades During Streak 1 1 0 1 1 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -37726 328442 -576270 -132277 -62689 -580764
Evaluation Data
{
    "trading_pair": "NEAR_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3630,
    "evaluation_days": 1815,
    "actual_first_datapoint_time": 1602633600000,
    "first_datapoint_time": 1604966400000,
    "last_datapoint_time": 1759406400000,
    "evaluation_time": 1759422397649,
    "expiration_time": 1764110880000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 55,
            "offset": 0
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 32,
            "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": [
        [
            617016.5920293028,
            616306.6440171513,
            709.9480121515,
            389858.1513056846,
            517518.2705841991,
            -127660.1192785143
        ],
        [
            617.016592,
            616.306644,
            0.709948,
            389.858151,
            517.518271,
            -127.660119
        ],
        [
            0.339954,
            0.339563,
            0.000391,
            0.087584,
            0.100355,
            0
        ],
        [
            216.869718,
            216.869718,
            216.869718,
            216.869718,
            216.869718,
            216.869718
        ],
        [
            -94623,
            -68819,
            -103916,
            -442149,
            -329526,
            -297979
        ],
        [
            1.991437,
            3.171283,
            1.002097,
            1.201671,
            1.649158,
            0.887615
        ],
        [
            77,
            39,
            38,
            77,
            39,
            38
        ],
        [
            35,
            16,
            19,
            35,
            16,
            19
        ],
        [
            42,
            23,
            19,
            42,
            23,
            19
        ],
        [
            45.454545,
            41.025641,
            50,
            45.454545,
            41.025641,
            50
        ],
        [
            2.389724,
            4.558719,
            1.002097,
            1.442006,
            2.370665,
            0.887615
        ],
        [
            216146,
            216146,
            70898,
            397595,
            397595,
            318942
        ],
        [
            -48188,
            -41142,
            -48188,
            -297979,
            -168238,
            -297979
        ],
        [
            46,
            39,
            53,
            46,
            39,
            53
        ],
        [
            71,
            68,
            73,
            71,
            68,
            73
        ],
        [
            25,
            19,
            32,
            25,
            19,
            32
        ],
        [
            3563,
            1540,
            2023,
            3563,
            1540,
            2023
        ],
        [
            21.685158,
            43.685158,
            0,
            21.685158,
            43.685158,
            0
        ],
        [
            1,
            1,
            0,
            1,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -37726,
            328442,
            -576270,
            -132277,
            -62689,
            -580764
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "NEAR_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3630,
    "evaluation_days": 1815,
    "actual_first_datapoint_time": 1602633600000,
    "first_datapoint_time": 1604966400000,
    "last_datapoint_time": 1759406400000,
    "evaluation_time": 1759422397649,
    "expiration_time": 1764110880000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 55,
            "offset": 0
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 32,
            "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)