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Trade: ONE/USDT/120/SSF/ZLMA/1178

Strategy
ONE/USDT/120/SSF/ZLMA/1178
Pair
ONE_USDT
Interval
2h
Score
424327
Daily Profit
0.529374
Profit Factor
1.897221
Profitability
38.596491
Streak
16.585600
Best Strategy
Training Data Length
2082.580000
Evaluation Time
2025-10-03 09:03
Expiration Time
2025-12-17 05:21

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1102464.2518 973967.9796 128496.2722 3492407.9097 1602196.235 1890211.6747
Total P&L (%) 1102.4643 973.968 128.4963 3492.4079 1602.1962 1890.2117
Avg Daily Profit (%) 0.5294 0.4677 0.0617 0.1721 0.1362 0.1437
Buy And Hold Return (%) 97.6563 97.6563 97.6563 97.6563 97.6563 97.6563
Max Trade Drawdown -139799 -114139 -207610 -13575638 -10825914 -3132243
Profit Factor 1.8972 2.6196 1.2048 1.0973 1.079 1.1212
Total Trades 228 114 114 228 114 114
Winning Trades 88 43 45 88 43 45
Losing Trades 140 71 69 140 71 69
Profitability (%) 38.5965 37.7193 39.4737 38.5965 37.7193 39.4737
Ratio Avg Win / Avg Loss 3.0183 4.3254 1.8474 1.7457 1.7816 1.7191
Largest Winning Trade 494448 494448 57751 8970230 8970230 2460503
Largest Losing Trade -31335 -22007 -31335 -2605864 -2605864 -2149336
Avg Bars in Trades 108 105 112 108 105 112
Avg Bars in Winners 185 184 186 185 184 186
Avg Bars in Losers 60 57 64 60 57 64
Bars Traded 24842 12000 12842 24842 12000 12842
Profit Streak 16.5856 0 24.0023 16.5856 0 24.0023
Trades During Streak 1 0 1 1 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 424327 370606 -181253 -107245 -148371 -90707
Evaluation Data
{
    "trading_pair": "ONE_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 24991,
    "evaluation_days": 2082.58,
    "actual_first_datapoint_time": 1579464000000,
    "first_datapoint_time": 1580047200000,
    "last_datapoint_time": 1759464000000,
    "evaluation_time": 1759471395883,
    "expiration_time": 1765941667200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 243,
            "offset": 0,
            "poles": 2
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 82,
            "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": [
        [
            1102464.2518143745,
            973967.9796244383,
            128496.2721899366,
            3492407.9097245745,
            1602196.2349996208,
            1890211.6747249556
        ],
        [
            1102.464252,
            973.96798,
            128.496272,
            3492.40791,
            1602.196235,
            1890.211675
        ],
        [
            0.529374,
            0.467674,
            0.061701,
            0.172118,
            0.136198,
            0.143715
        ],
        [
            97.65625,
            97.65625,
            97.65625,
            97.65625,
            97.65625,
            97.65625
        ],
        [
            -139799,
            -114139,
            -207610,
            -13575638,
            -10825914,
            -3132243
        ],
        [
            1.897221,
            2.619593,
            1.204811,
            1.097308,
            1.078967,
            1.121162
        ],
        [
            228,
            114,
            114,
            228,
            114,
            114
        ],
        [
            88,
            43,
            45,
            88,
            43,
            45
        ],
        [
            140,
            71,
            69,
            140,
            71,
            69
        ],
        [
            38.596491,
            37.719298,
            39.473684,
            38.596491,
            37.719298,
            39.473684
        ],
        [
            3.018306,
            4.325375,
            1.847377,
            1.745718,
            1.78155,
            1.719115
        ],
        [
            494448,
            494448,
            57751,
            8970230,
            8970230,
            2460503
        ],
        [
            -31335,
            -22007,
            -31335,
            -2605864,
            -2605864,
            -2149336
        ],
        [
            108,
            105,
            112,
            108,
            105,
            112
        ],
        [
            185,
            184,
            186,
            185,
            184,
            186
        ],
        [
            60,
            57,
            64,
            60,
            57,
            64
        ],
        [
            24842,
            12000,
            12842,
            24842,
            12000,
            12842
        ],
        [
            16.5856,
            0,
            24.002267,
            16.5856,
            0,
            24.002267
        ],
        [
            1,
            0,
            1,
            1,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            424327,
            370606,
            -181253,
            -107245,
            -148371,
            -90707
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ONE_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 24991,
    "evaluation_days": 2082.58,
    "actual_first_datapoint_time": 1579464000000,
    "first_datapoint_time": 1580047200000,
    "last_datapoint_time": 1759464000000,
    "evaluation_time": 1759471395883,
    "expiration_time": 1765941667200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 243,
            "offset": 0,
            "poles": 2
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 82,
            "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)