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Trade: ONE/USDT/720/ZLMA/OHLC4/9019

Strategy
ONE/USDT/720/ZLMA/OHLC4/9019
Pair
ONE_USDT
Interval
12h
Score
530770
Daily Profit
1.409534
Profit Factor
5.088339
Profitability
31.666667
Streak
0.000000
Best Strategy
Training Data Length
2324.000000
Evaluation Time
2025-10-11 01:47
Expiration Time
2025-12-19 07:16

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 3275757.265 3163771.8094 111985.4556 3815830.1947 3843112.5803 -27282.3855
Total P&L (%) 3275.7573 3163.7718 111.9855 3815.8302 3843.1126 -27.2824
Avg Daily Profit (%) 1.4095 1.3613 0.0482 0.1579 0.1582 -0.0137
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -122815 -164897 -103644 -5593713 -5677400 -4331399
Profit Factor 5.0883 8.0135 1.3198 1.1401 1.2516 0.9977
Total Trades 120 60 60 120 60 60
Winning Trades 38 16 22 38 16 22
Losing Trades 82 44 38 82 44 38
Profitability (%) 31.6667 26.6667 36.6667 31.6667 26.6667 36.6667
Ratio Avg Win / Avg Loss 10.9801 22.037 2.2797 2.4601 3.4418 1.7233
Largest Winning Trade 2860393 2860393 60211 6029575 6029575 3154294
Largest Losing Trade -70640 -70640 -24348 -3117541 -3117541 -1540879
Avg Bars in Trades 34 40 28 34 40 28
Avg Bars in Winners 73 87 62 73 87 62
Avg Bars in Losers 16 23 7 16 23 7
Bars Traded 4103 2423 1680 4103 2423 1680
Profit Streak 0 0 31.9498 0 0 31.9498
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 530770 -169745 -301065 -64486 -183347 -751825
Evaluation Data
{
    "trading_pair": "ONE_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4648,
    "evaluation_days": 2324,
    "actual_first_datapoint_time": 1559347200000,
    "first_datapoint_time": 1568073600000,
    "last_datapoint_time": 1760097600000,
    "evaluation_time": 1760136460410,
    "expiration_time": 1766121408000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 203,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ohlc4",
        "factors": {
            "length": 0,
            "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": [
        [
            3275757.26502287,
            3163771.8093891055,
            111985.4556337664,
            3815830.1947472095,
            3843112.580260423,
            -27282.3855132121
        ],
        [
            3275.757265,
            3163.771809,
            111.985456,
            3815.830195,
            3843.11258,
            -27.282386
        ],
        [
            1.409534,
            1.361348,
            0.048187,
            0.157939,
            0.158238,
            -0.013708
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -122815,
            -164897,
            -103644,
            -5593713,
            -5677400,
            -4331399
        ],
        [
            5.088339,
            8.01347,
            1.319826,
            1.140057,
            1.251564,
            0.99772
        ],
        [
            120,
            60,
            60,
            120,
            60,
            60
        ],
        [
            38,
            16,
            22,
            38,
            16,
            22
        ],
        [
            82,
            44,
            38,
            82,
            44,
            38
        ],
        [
            31.666667,
            26.666667,
            36.666667,
            31.666667,
            26.666667,
            36.666667
        ],
        [
            10.9801,
            22.037043,
            2.2797,
            2.460123,
            3.441802,
            1.723335
        ],
        [
            2860393,
            2860393,
            60211,
            6029575,
            6029575,
            3154294
        ],
        [
            -70640,
            -70640,
            -24348,
            -3117541,
            -3117541,
            -1540879
        ],
        [
            34,
            40,
            28,
            34,
            40,
            28
        ],
        [
            73,
            87,
            62,
            73,
            87,
            62
        ],
        [
            16,
            23,
            7,
            16,
            23,
            7
        ],
        [
            4103,
            2423,
            1680,
            4103,
            2423,
            1680
        ],
        [
            0,
            0,
            31.949773,
            0,
            0,
            31.949773
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            530770,
            -169745,
            -301065,
            -64486,
            -183347,
            -751825
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ONE_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4648,
    "evaluation_days": 2324,
    "actual_first_datapoint_time": 1559347200000,
    "first_datapoint_time": 1568073600000,
    "last_datapoint_time": 1760097600000,
    "evaluation_time": 1760136460410,
    "expiration_time": 1766121408000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 203,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ohlc4",
        "factors": {
            "length": 0,
            "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)