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Trade: ONE/USDT/240/MIDPRICE/ZLMA/2039

Strategy
ONE/USDT/240/MIDPRICE/ZLMA/2039
Pair
ONE_USDT
Interval
4h
Score
314659
Daily Profit
0.317255
Profit Factor
1.315571
Profitability
33.033419
Streak
9.216270
Best Strategy
Training Data Length
2322.670000
Evaluation Time
2025-10-10 04:11
Expiration Time
2025-12-18 18:19

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 736879.548 591570.3181 145309.2299 1147481.1154 292087.1916 855393.9238
Total P&L (%) 736.8795 591.5703 145.3092 1147.4811 292.0872 855.3939
Avg Daily Profit (%) 0.3173 0.2547 0.0626 0.1087 0.0588 0.0972
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -139171 -86301 -297209 -1149591 -861922 -527864
Profit Factor 1.3156 1.5373 1.1177 1.1453 1.0737 1.2175
Total Trades 778 389 389 778 389 389
Winning Trades 257 124 133 257 124 133
Losing Trades 521 265 256 521 265 256
Profitability (%) 33.0334 31.8766 34.1902 33.0334 31.8766 34.1902
Ratio Avg Win / Avg Loss 2.667 3.2854 2.1514 2.3219 2.2946 2.3435
Largest Winning Trade 190731 190731 60027 364733 342623 364733
Largest Losing Trade -25829 -18817 -25829 -241602 -180317 -241602
Avg Bars in Trades 17 16 18 17 16 18
Avg Bars in Winners 36 34 38 36 34 38
Avg Bars in Losers 8 8 8 8 8 8
Bars Traded 13878 6551 7326 13878 6551 7326
Profit Streak 9.2163 9.5496 0 9.2163 9.5496 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 314659 234853 -203681 -108561 -257303 -66467
Evaluation Data
{
    "trading_pair": "ONE_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 13936,
    "evaluation_days": 2322.67,
    "actual_first_datapoint_time": 1559361600000,
    "first_datapoint_time": 1559779200000,
    "last_datapoint_time": 1760054400000,
    "evaluation_time": 1760058685794,
    "expiration_time": 1766074752000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 30,
            "offset": 0
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 9,
            "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": [
        [
            736879.547972768,
            591570.3180987415,
            145309.2298740264,
            1147481.115371706,
            292087.1915930121,
            855393.9237786938
        ],
        [
            736.879548,
            591.570318,
            145.30923,
            1147.481115,
            292.087192,
            855.393924
        ],
        [
            0.317255,
            0.254694,
            0.062561,
            0.108715,
            0.058842,
            0.097218
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -139171,
            -86301,
            -297209,
            -1149591,
            -861922,
            -527864
        ],
        [
            1.315571,
            1.537328,
            1.117744,
            1.145346,
            1.073718,
            1.217514
        ],
        [
            778,
            389,
            389,
            778,
            389,
            389
        ],
        [
            257,
            124,
            133,
            257,
            124,
            133
        ],
        [
            521,
            265,
            256,
            521,
            265,
            256
        ],
        [
            33.033419,
            31.876607,
            34.190231,
            33.033419,
            31.876607,
            34.190231
        ],
        [
            2.666975,
            3.285419,
            2.151446,
            2.321887,
            2.294638,
            2.343485
        ],
        [
            190731,
            190731,
            60027,
            364733,
            342623,
            364733
        ],
        [
            -25829,
            -18817,
            -25829,
            -241602,
            -180317,
            -241602
        ],
        [
            17,
            16,
            18,
            17,
            16,
            18
        ],
        [
            36,
            34,
            38,
            36,
            34,
            38
        ],
        [
            8,
            8,
            8,
            8,
            8,
            8
        ],
        [
            13878,
            6551,
            7326,
            13878,
            6551,
            7326
        ],
        [
            9.21627,
            9.549604,
            0,
            9.216271,
            9.549604,
            0
        ],
        [
            1,
            1,
            0,
            1,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            314659,
            234853,
            -203681,
            -108561,
            -257303,
            -66467
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ONE_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 13936,
    "evaluation_days": 2322.67,
    "actual_first_datapoint_time": 1559361600000,
    "first_datapoint_time": 1559779200000,
    "last_datapoint_time": 1760054400000,
    "evaluation_time": 1760058685794,
    "expiration_time": 1766074752000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 30,
            "offset": 0
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 9,
            "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)