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Trade: EGLD/USDT/360/MIDPRICE/ZLMA/9575

Strategy
EGLD/USDT/360/MIDPRICE/ZLMA/9575
Pair
EGLD_USDT
Interval
6h
Score
725535
Daily Profit
0.892114
Profit Factor
3.416190
Profitability
50.413223
Streak
0.000000
Best Strategy
Training Data Length
1856.750000
Evaluation Time
2025-10-03 17:39
Expiration Time
2025-11-28 06:51

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1656432.0727 1515524.3057 140907.767 3598371.222 -153157.1623 3751528.3843
Total P&L (%) 1656.4321 1515.5243 140.9078 3598.3712 -153.1572 3751.5284
Avg Daily Profit (%) 0.8921 0.8162 0.0759 0.1946 0 0.1968
Buy And Hold Return (%) 38.0765 38.0765 38.0765 38.0765 38.0765 38.0765
Max Trade Drawdown -153059 -102569 -60405 -5528112 -3232732 -2440253
Profit Factor 3.4162 5.1648 1.4381 1.193 0.985 1.4443
Total Trades 121 61 60 121 61 60
Winning Trades 61 27 34 61 27 34
Losing Trades 60 34 26 60 34 26
Profitability (%) 50.4132 44.2623 56.6667 50.4132 44.2623 56.6667
Ratio Avg Win / Avg Loss 3.3602 6.5038 1.0997 1.1734 1.2404 1.1044
Largest Winning Trade 1320690 1320690 64178 2623245 1284265 2623245
Largest Losing Trade -37698 -37698 -31929 -2054815 -1115187 -2054815
Avg Bars in Trades 59 48 69 59 48 69
Avg Bars in Winners 74 59 86 74 59 86
Avg Bars in Losers 43 40 48 43 40 48
Bars Traded 7168 2979 4189 7168 2979 4189
Profit Streak 0 0 40.6109 0 0 40.6109
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 725535 -142815 -260949 4579 -743023 -158791
Evaluation Data
{
    "trading_pair": "EGLD_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7427,
    "evaluation_days": 1856.75,
    "actual_first_datapoint_time": 1599091200000,
    "first_datapoint_time": 1601100000000,
    "last_datapoint_time": 1759492800000,
    "evaluation_time": 1759502379273,
    "expiration_time": 1764305496000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 94,
            "offset": 0
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 68,
            "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": [
        [
            1656432.0727071753,
            1515524.3056922264,
            140907.7670149483,
            3598371.2219673796,
            -153157.1623416551,
            3751528.3843090367
        ],
        [
            1656.432073,
            1515.524306,
            140.907767,
            3598.371222,
            -153.157162,
            3751.528384
        ],
        [
            0.892114,
            0.816224,
            0.075889,
            0.194641,
            0,
            0.19683
        ],
        [
            38.076546,
            38.076546,
            38.076546,
            38.076546,
            38.076546,
            38.076546
        ],
        [
            -153059,
            -102569,
            -60405,
            -5528112,
            -3232732,
            -2440253
        ],
        [
            3.41619,
            5.164795,
            1.438056,
            1.192989,
            0.984986,
            1.444262
        ],
        [
            121,
            61,
            60,
            121,
            61,
            60
        ],
        [
            61,
            27,
            34,
            61,
            27,
            34
        ],
        [
            60,
            34,
            26,
            60,
            34,
            26
        ],
        [
            50.413223,
            44.262295,
            56.666667,
            50.413223,
            44.262295,
            56.666667
        ],
        [
            3.360186,
            6.503816,
            1.09969,
            1.173432,
            1.240353,
            1.104436
        ],
        [
            1320690,
            1320690,
            64178,
            2623245,
            1284265,
            2623245
        ],
        [
            -37698,
            -37698,
            -31929,
            -2054815,
            -1115187,
            -2054815
        ],
        [
            59,
            48,
            69,
            59,
            48,
            69
        ],
        [
            74,
            59,
            86,
            74,
            59,
            86
        ],
        [
            43,
            40,
            48,
            43,
            40,
            48
        ],
        [
            7168,
            2979,
            4189,
            7168,
            2979,
            4189
        ],
        [
            0,
            0,
            40.610871,
            0,
            0,
            40.610871
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            725535,
            -142815,
            -260949,
            4579,
            -743023,
            -158791
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "EGLD_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7427,
    "evaluation_days": 1856.75,
    "actual_first_datapoint_time": 1599091200000,
    "first_datapoint_time": 1601100000000,
    "last_datapoint_time": 1759492800000,
    "evaluation_time": 1759502379273,
    "expiration_time": 1764305496000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 94,
            "offset": 0
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 68,
            "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)