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Trade: ALGO/USDT/240/KCL/ZLMA/5430

Strategy
ALGO/USDT/240/KCL/ZLMA/5430
Pair
ALGO_USDT
Interval
4h
Score
391635
Daily Profit
0.169189
Profit Factor
1.659953
Profitability
59.405941
Streak
0.000000
Best Strategy
Training Data Length
2302.000000
Evaluation Time
2025-10-10 08:27
Expiration Time
2025-12-18 07:26

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 389472.9705 378497.5536 10975.4169 18353.2625 90203.3238 -71850.0613
Total P&L (%) 389.473 378.4976 10.9754 18.3533 90.2033 -71.8501
Avg Daily Profit (%) 0.1692 0.1644 0.0048 0.0073 0.0279 -0.0551
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -120225 -154743 -39250 -439153 -429228 -83935
Profit Factor 1.66 1.9731 1.0546 1.0157 1.1131 0.8067
Total Trades 101 51 50 101 51 50
Winning Trades 60 29 31 60 29 31
Losing Trades 41 22 19 41 22 19
Profitability (%) 59.4059 56.8627 62 59.4059 56.8627 62
Ratio Avg Win / Avg Loss 1.1343 1.4968 0.6463 0.6941 0.8444 0.4945
Largest Winning Trade 306173 306173 22091 256368 256368 28021
Largest Losing Trade -59454 -59454 -26013 -205513 -205513 -83935
Avg Bars in Trades 129 212 43 129 212 43
Avg Bars in Winners 125 221 36 125 221 36
Avg Bars in Losers 133 202 54 133 202 54
Bars Traded 13033 10860 2173 13033 10860 2173
Profit Streak 0 0 84.3942 0 0 84.3942
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 391635 -169211 -662008 -394478 -432562 -758719
Evaluation Data
{
    "trading_pair": "ALGO_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 13812,
    "evaluation_days": 2302,
    "actual_first_datapoint_time": 1561161600000,
    "first_datapoint_time": 1564358400000,
    "last_datapoint_time": 1760068800000,
    "evaluation_time": 1760074061540,
    "expiration_time": 1766035584000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "kcl",
        "factors": {
            "length": 48,
            "offset": 0,
            "scalar": 2
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 223,
            "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": [
        [
            389472.9704732427,
            378497.5535707847,
            10975.4169024579,
            18353.262506294,
            90203.3237877789,
            -71850.061281485
        ],
        [
            389.47297,
            378.497554,
            10.975417,
            18.353263,
            90.203324,
            -71.850061
        ],
        [
            0.169189,
            0.164421,
            0.004768,
            0.00732,
            0.027933,
            -0.055051
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -120225,
            -154743,
            -39250,
            -439153,
            -429228,
            -83935
        ],
        [
            1.659953,
            1.973103,
            1.054552,
            1.015691,
            1.113054,
            0.80674
        ],
        [
            101,
            51,
            50,
            101,
            51,
            50
        ],
        [
            60,
            29,
            31,
            60,
            29,
            31
        ],
        [
            41,
            22,
            19,
            41,
            22,
            19
        ],
        [
            59.405941,
            56.862745,
            62,
            59.405941,
            56.862745,
            62
        ],
        [
            1.134301,
            1.496836,
            0.646338,
            0.694056,
            0.844386,
            0.494454
        ],
        [
            306173,
            306173,
            22091,
            256368,
            256368,
            28021
        ],
        [
            -59454,
            -59454,
            -26013,
            -205513,
            -205513,
            -83935
        ],
        [
            129,
            212,
            43,
            129,
            212,
            43
        ],
        [
            125,
            221,
            36,
            125,
            221,
            36
        ],
        [
            133,
            202,
            54,
            133,
            202,
            54
        ],
        [
            13033,
            10860,
            2173,
            13033,
            10860,
            2173
        ],
        [
            0,
            0,
            84.394231,
            0,
            0,
            84.394231
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            391635,
            -169211,
            -662008,
            -394478,
            -432562,
            -758719
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ALGO_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 13812,
    "evaluation_days": 2302,
    "actual_first_datapoint_time": 1561161600000,
    "first_datapoint_time": 1564358400000,
    "last_datapoint_time": 1760068800000,
    "evaluation_time": 1760074061540,
    "expiration_time": 1766035584000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "kcl",
        "factors": {
            "length": 48,
            "offset": 0,
            "scalar": 2
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 223,
            "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)