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Trade: ONE/USDT/120/ZLMA/DCM/9185

Strategy
ONE/USDT/120/ZLMA/DCM/9185
Pair
ONE_USDT
Interval
2h
Score
318722
Daily Profit
0.352803
Profit Factor
1.384813
Profitability
37.574553
Streak
0.000000
Best Strategy
Training Data Length
2082.500000
Evaluation Time
2025-09-26 21:07
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 734712.0889 768946.791 -34234.7021 38742.5209 363198.5828 -324456.0619
Total P&L (%) 734.7121 768.9468 -34.2347 38.7425 363.1986 -324.4561
Avg Daily Profit (%) 0.3528 0.3692 -0.0164 0.0157 0.0736 0
Buy And Hold Return (%) 90.6188 90.6188 90.6188 90.6188 90.6188 90.6188
Max Trade Drawdown -238860 -156738 -243827 -2667121 -1477082 -1704449
Profit Factor 1.3848 1.7916 0.9635 1.0024 1.0411 0.9571
Total Trades 503 252 251 503 252 251
Winning Trades 189 87 102 189 87 102
Losing Trades 314 165 149 314 165 149
Profitability (%) 37.5746 34.5238 40.6375 37.5746 34.5238 40.6375
Ratio Avg Win / Avg Loss 2.3007 3.3979 1.4075 1.6653 1.9745 1.3981
Largest Winning Trade 526602 526602 55437 1060819 1060819 329064
Largest Losing Trade -30887 -30410 -30887 -495091 -339533 -495091
Avg Bars in Trades 49 52 45 49 52 45
Avg Bars in Winners 80 89 73 80 89 73
Avg Bars in Losers 29 33 25 29 33 25
Bars Traded 24664 13333 11331 24664 13333 11331
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 318722 274563 -581994 -556636 -276267 -581994

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": 1580313600000,
    "last_datapoint_time": 1758722400000,
    "evaluation_time": 1758910043578,
    "expiration_time": 1765199808000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 221,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 14,
            "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": [
        [
            734712.0889365388,
            768946.7909914665,
            -34234.7020549283,
            38742.5209389685,
            363198.5828166511,
            -324456.0618776818
        ],
        [
            734.712089,
            768.946791,
            -34.234702,
            38.742521,
            363.198583,
            -324.456062
        ],
        [
            0.352803,
            0.369242,
            -0.016439,
            0.015725,
            0.07364,
            0
        ],
        [
            90.618762,
            90.618762,
            90.618762,
            90.618762,
            90.618762,
            90.618762
        ],
        [
            -238860,
            -156738,
            -243827,
            -2667121,
            -1477082,
            -1704449
        ],
        [
            1.384813,
            1.791634,
            0.9635,
            1.002364,
            1.041126,
            0.957086
        ],
        [
            503,
            252,
            251,
            503,
            252,
            251
        ],
        [
            189,
            87,
            102,
            189,
            87,
            102
        ],
        [
            314,
            165,
            149,
            314,
            165,
            149
        ],
        [
            37.574553,
            34.52381,
            40.63745,
            37.574553,
            34.52381,
            40.63745
        ],
        [
            2.300695,
            3.397926,
            1.407465,
            1.665302,
            1.974549,
            1.398096
        ],
        [
            526602,
            526602,
            55437,
            1060819,
            1060819,
            329064
        ],
        [
            -30887,
            -30410,
            -30887,
            -495091,
            -339533,
            -495091
        ],
        [
            49,
            52,
            45,
            49,
            52,
            45
        ],
        [
            80,
            89,
            73,
            80,
            89,
            73
        ],
        [
            29,
            33,
            25,
            29,
            33,
            25
        ],
        [
            24664,
            13333,
            11331,
            24664,
            13333,
            11331
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            318722,
            274563,
            -581994,
            -556636,
            -276267,
            -581994
        ]
    ]
}
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": 1580313600000,
    "last_datapoint_time": 1758722400000,
    "evaluation_time": 1758910043578,
    "expiration_time": 1765199808000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 221,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 14,
            "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)