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Trade: ONE/USDT/240/BBL/ZLMA/3751

Strategy
ONE/USDT/240/BBL/ZLMA/3751
Pair
ONE_USDT
Interval
4h
Score
335046
Daily Profit
0.166226
Profit Factor
1.325932
Profitability
58.454106
Streak
0.000000
Best Strategy
Training Data Length
2326.000000
Evaluation Time
2025-10-13 12:48
Expiration Time
2025-12-22 04:43

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 192379.4443 304351.2214 -111971.7772 -95451.3564 4661761.8874 -4757213.2438
Total P&L (%) 192.3794 304.3512 -111.9718 -95.4514 4661.7619 -4757.2132
Avg Daily Profit (%) 0.0827 0.1308 -0.0481 -0.1328 0.1662 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -469562 -292075 -314913 -7293923 -4035870 -5424644
Profit Factor 1.0737 1.2166 0.9071 0.9966 1.3259 0.6627
Total Trades 828 414 414 828 414 414
Winning Trades 475 242 233 475 242 233
Losing Trades 353 172 181 353 172 181
Profitability (%) 57.3672 58.4541 56.2802 57.3672 58.4541 56.2802
Ratio Avg Win / Avg Loss 0.7979 0.8647 0.7047 0.7407 0.9424 0.5148
Largest Winning Trade 82839 82839 23332 1561923 1561923 639111
Largest Losing Trade -58392 -58392 -37634 -2455610 -2455610 -2370092
Avg Bars in Trades 16 23 9 16 23 9
Avg Bars in Winners 10 13 8 10 13 8
Avg Bars in Losers 24 38 10 24 38 10
Bars Traded 13742 9922 3820 13742 9922 3820
Profit Streak 7.9085 0 8.0752 7.9085 0 8.0752
Trades During Streak 1 0 1 1 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -217021 -17454 -577403 -574128 335046 -577403
Evaluation Data
{
    "trading_pair": "ONE_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 13956,
    "evaluation_days": 2326,
    "actual_first_datapoint_time": 1559361600000,
    "first_datapoint_time": 1561881600000,
    "last_datapoint_time": 1760342400000,
    "evaluation_time": 1760348894819,
    "expiration_time": 1766371392000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "bbl",
        "factors": {
            "length": 6,
            "offset": 0,
            "std": 3.84865
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 176,
            "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": [
        [
            192379.4442898891,
            304351.2214484962,
            -111971.7771586056,
            -95451.3563575057,
            4661761.887397686,
            -4757213.243755193
        ],
        [
            192.379444,
            304.351221,
            -111.971777,
            -95.451356,
            4661.761887,
            -4757.213244
        ],
        [
            0.082708,
            0.130847,
            -0.048139,
            -0.132773,
            0.166226,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -469562,
            -292075,
            -314913,
            -7293923,
            -4035870,
            -5424644
        ],
        [
            1.073683,
            1.2166,
            0.907136,
            0.99664,
            1.325932,
            0.662726
        ],
        [
            828,
            414,
            414,
            828,
            414,
            414
        ],
        [
            475,
            242,
            233,
            475,
            242,
            233
        ],
        [
            353,
            172,
            181,
            353,
            172,
            181
        ],
        [
            57.36715,
            58.454106,
            56.280193,
            57.36715,
            58.454106,
            56.280193
        ],
        [
            0.797916,
            0.864691,
            0.704685,
            0.740661,
            0.942398,
            0.514822
        ],
        [
            82839,
            82839,
            23332,
            1561923,
            1561923,
            639111
        ],
        [
            -58392,
            -58392,
            -37634,
            -2455610,
            -2455610,
            -2370092
        ],
        [
            16,
            23,
            9,
            16,
            23,
            9
        ],
        [
            10,
            13,
            8,
            10,
            13,
            8
        ],
        [
            24,
            38,
            10,
            24,
            38,
            10
        ],
        [
            13742,
            9922,
            3820,
            13742,
            9922,
            3820
        ],
        [
            7.908505,
            0,
            8.075171,
            7.908505,
            0,
            8.075171
        ],
        [
            1,
            0,
            1,
            1,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -217021,
            -17454,
            -577403,
            -574128,
            335046,
            -577403
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ONE_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 13956,
    "evaluation_days": 2326,
    "actual_first_datapoint_time": 1559361600000,
    "first_datapoint_time": 1561881600000,
    "last_datapoint_time": 1760342400000,
    "evaluation_time": 1760348894819,
    "expiration_time": 1766371392000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "bbl",
        "factors": {
            "length": 6,
            "offset": 0,
            "std": 3.84865
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 176,
            "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)