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Trade: ONE/USDT/120/DCL/ZLMA/2506

Strategy
ONE/USDT/120/DCL/ZLMA/2506
Pair
ONE_USDT
Interval
2h
Score
307014
Daily Profit
0.226493
Profit Factor
1.337422
Profitability
53.697749
Streak
0.000000
Best Strategy
Training Data Length
2082.500000
Evaluation Time
2025-09-25 21:54
Expiration Time
2025-12-08 15:16

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 355390.1961 471671.3709 -116281.1749 -82861.0515 1389054.5751 -1471915.6267
Total P&L (%) 355.3902 471.6714 -116.2812 -82.8611 1389.0546 -1471.9156
Avg Daily Profit (%) 0.1707 0.2265 -0.0558 -0.0847 0.1298 0
Buy And Hold Return (%) 90.239 90.239 90.239 90.239 90.239 90.239
Max Trade Drawdown -336070 -263572 -203940 -7960142 -4572058 -4951906
Profit Factor 1.1665 1.3374 0.8421 0.9967 1.0838 0.829
Total Trades 623 311 312 623 311 312
Winning Trades 347 167 180 347 167 180
Losing Trades 276 144 132 276 144 132
Profitability (%) 55.6982 53.6977 57.6923 55.6982 53.6977 57.6923
Ratio Avg Win / Avg Loss 0.9278 1.1532 0.6175 0.7928 0.9345 0.6079
Largest Winning Trade 106324 106324 13633 2153717 2153717 840340
Largest Losing Trade -65313 -65313 -36061 -2357823 -2357823 -924491
Avg Bars in Trades 39 63 15 39 63 15
Avg Bars in Winners 29 47 13 29 47 13
Avg Bars in Losers 51 81 19 51 81 19
Bars Traded 24549 19665 4884 24549 19665 4884
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 -29934 307014 -578427 -576784 -147855 -578427

Evaluation Data

{
    "trading_pair": "ONE_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 24990,
    "evaluation_days": 2082.5,
    "actual_first_datapoint_time": 1578729600000,
    "first_datapoint_time": 1579773600000,
    "last_datapoint_time": 1758722400000,
    "evaluation_time": 1758826492104,
    "expiration_time": 1765199808000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "dcl",
        "factors": {
            "length": 14,
            "offset": 0
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 146,
            "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": [
        [
            355390.1960681903,
            471671.3709326795,
            -116281.1748644895,
            -82861.0515461573,
            1389054.5751090497,
            -1471915.6266552021
        ],
        [
            355.390196,
            471.671371,
            -116.281175,
            -82.861052,
            1389.054575,
            -1471.915627
        ],
        [
            0.170656,
            0.226493,
            -0.055837,
            -0.084661,
            0.129771,
            0
        ],
        [
            90.239044,
            90.239044,
            90.239044,
            90.239044,
            90.239044,
            90.239044
        ],
        [
            -336070,
            -263572,
            -203940,
            -7960142,
            -4572058,
            -4951906
        ],
        [
            1.166521,
            1.337422,
            0.842083,
            0.99671,
            1.083773,
            0.82898
        ],
        [
            623,
            311,
            312,
            623,
            311,
            312
        ],
        [
            347,
            167,
            180,
            347,
            167,
            180
        ],
        [
            276,
            144,
            132,
            276,
            144,
            132
        ],
        [
            55.698234,
            53.697749,
            57.692308,
            55.698234,
            53.697749,
            57.692308
        ],
        [
            0.927838,
            1.153226,
            0.617527,
            0.792772,
            0.934511,
            0.607919
        ],
        [
            106324,
            106324,
            13633,
            2153717,
            2153717,
            840340
        ],
        [
            -65313,
            -65313,
            -36061,
            -2357823,
            -2357823,
            -924491
        ],
        [
            39,
            63,
            15,
            39,
            63,
            15
        ],
        [
            29,
            47,
            13,
            29,
            47,
            13
        ],
        [
            51,
            81,
            19,
            51,
            81,
            19
        ],
        [
            24549,
            19665,
            4884,
            24549,
            19665,
            4884
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -29934,
            307014,
            -578427,
            -576784,
            -147855,
            -578427
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ONE_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 24990,
    "evaluation_days": 2082.5,
    "actual_first_datapoint_time": 1578729600000,
    "first_datapoint_time": 1579773600000,
    "last_datapoint_time": 1758722400000,
    "evaluation_time": 1758826492104,
    "expiration_time": 1765199808000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "dcl",
        "factors": {
            "length": 14,
            "offset": 0
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 146,
            "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)