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Trade: ONE/USDT/360/ZLMA/BBU/2134

Strategy
ONE/USDT/360/ZLMA/BBU/2134
Pair
ONE_USDT
Interval
6h
Score
655083
Daily Profit
1.262042
Profit Factor
6.992386
Profitability
40.000000
Streak
0.000000
Best Strategy
Training Data Length
2312.000000
Evaluation Time
2025-09-28 23:42
Expiration Time
2025-12-07 04:38

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 3038206.5901 2917841.3568 120365.2332 2412190.4646 7646354.863 -5234164.3983
Total P&L (%) 3038.2066 2917.8414 120.3652 2412.1905 7646.3549 -5234.1644
Avg Daily Profit (%) 1.3141 1.262 0.0521 0.1395 0.1883 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -276905 -232501 -87858 -15200045 -9720658 -8855544
Profit Factor 5.5305 6.9924 1.6553 1.0782 1.4002 0.5541
Total Trades 71 35 36 71 35 36
Winning Trades 38 14 24 38 14 24
Losing Trades 33 21 12 33 21 12
Profitability (%) 53.5211 40 66.6667 53.5211 40 66.6667
Ratio Avg Win / Avg Loss 4.8028 10.4886 0.8276 0.9363 2.1003 0.2771
Largest Winning Trade 2589991 2589991 48575 12211180 12211180 1665589
Largest Losing Trade -81117 -81117 -32214 -5047698 -5047698 -3679270
Avg Bars in Trades 117 196 40 117 196 40
Avg Bars in Winners 130 268 49 130 268 49
Avg Bars in Losers 103 148 23 103 148 23
Bars Traded 8348 6886 1462 8348 6886 1462
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 -68747 655083 -120876 -233063 210475 -578619
Evaluation Data
{
    "trading_pair": "ONE_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 9248,
    "evaluation_days": 2312,
    "actual_first_datapoint_time": 1559347200000,
    "first_datapoint_time": 1564617600000,
    "last_datapoint_time": 1759082400000,
    "evaluation_time": 1759092142926,
    "expiration_time": 1765075104000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 245,
            "offset": 0
        }
    },
    "second_band": {
        "type": "bbu",
        "factors": {
            "length": 41,
            "offset": 0,
            "std": 1.11258
        }
    }
}
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": [
        [
            3038206.590066015,
            2917841.3568487857,
            120365.2332172286,
            2412190.4646227607,
            7646354.862962811,
            -5234164.398340054
        ],
        [
            3038.20659,
            2917.841357,
            120.365233,
            2412.190465,
            7646.354863,
            -5234.164398
        ],
        [
            1.314103,
            1.262042,
            0.052061,
            0.139532,
            0.188318,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -276905,
            -232501,
            -87858,
            -15200045,
            -9720658,
            -8855544
        ],
        [
            5.530498,
            6.992386,
            1.655273,
            1.078201,
            1.400185,
            0.554117
        ],
        [
            71,
            35,
            36,
            71,
            35,
            36
        ],
        [
            38,
            14,
            24,
            38,
            14,
            24
        ],
        [
            33,
            21,
            12,
            33,
            21,
            12
        ],
        [
            53.521127,
            40,
            66.666667,
            53.521127,
            40,
            66.666667
        ],
        [
            4.802801,
            10.488579,
            0.827636,
            0.936333,
            2.100277,
            0.277058
        ],
        [
            2589991,
            2589991,
            48575,
            12211180,
            12211180,
            1665589
        ],
        [
            -81117,
            -81117,
            -32214,
            -5047698,
            -5047698,
            -3679270
        ],
        [
            117,
            196,
            40,
            117,
            196,
            40
        ],
        [
            130,
            268,
            49,
            130,
            268,
            49
        ],
        [
            103,
            148,
            23,
            103,
            148,
            23
        ],
        [
            8348,
            6886,
            1462,
            8348,
            6886,
            1462
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -68747,
            655083,
            -120876,
            -233063,
            210475,
            -578619
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ONE_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 9248,
    "evaluation_days": 2312,
    "actual_first_datapoint_time": 1559347200000,
    "first_datapoint_time": 1564617600000,
    "last_datapoint_time": 1759082400000,
    "evaluation_time": 1759092142926,
    "expiration_time": 1765075104000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 245,
            "offset": 0
        }
    },
    "second_band": {
        "type": "bbu",
        "factors": {
            "length": 41,
            "offset": 0,
            "std": 1.11258
        }
    }
}

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)