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Trade: ONE/USDT/120/DCM/ZLMA/7869

Strategy
ONE/USDT/120/DCM/ZLMA/7869
Pair
ONE_USDT
Interval
2h
Score
511972
Daily Profit
0.397768
Profit Factor
1.644130
Profitability
50.393701
Streak
0.000000
Best Strategy
Training Data Length
2082.500000
Evaluation Time
2025-09-28 05:50
Expiration Time
2025-12-08 15:16

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 828351.7051 725817.2625 102534.4425 2066376.6027 4008642.9911 -1942266.3884
Total P&L (%) 828.3517 725.8173 102.5344 2066.3766 4008.643 -1942.2664
Avg Daily Profit (%) 0.3978 0.3485 0.0492 0.1478 0.1786 0
Buy And Hold Return (%) 87.9921 87.9921 87.9921 87.9921 87.9921 87.9921
Max Trade Drawdown -133584 -71143 -176423 -4186468 -2223126 -3344138
Profit Factor 1.6441 2.2374 1.1466 1.0684 1.3074 0.8869
Total Trades 254 127 127 254 127 127
Winning Trades 128 66 62 128 66 62
Losing Trades 126 61 65 126 61 65
Profitability (%) 50.3937 51.9685 48.8189 50.3937 51.9685 48.8189
Ratio Avg Win / Avg Loss 1.6184 2.0679 1.2021 1.0517 1.2083 0.9298
Largest Winning Trade 175230 175230 70560 1875543 1875543 1538277
Largest Losing Trade -49440 -49440 -42603 -1384935 -894515 -1384935
Avg Bars in Trades 96 84 108 96 84 108
Avg Bars in Winners 114 93 136 114 93 136
Avg Bars in Losers 78 74 82 78 74 82
Bars Traded 24505 10671 13834 24505 10671 13834
Profit Streak 0 0 16.5354 0 0 16.5354
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 511972 489734 -300897 -139227 288778 -580880
Evaluation Data
{
    "trading_pair": "ONE_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 24990,
    "evaluation_days": 2082.5,
    "actual_first_datapoint_time": 1578729600000,
    "first_datapoint_time": 1580076000000,
    "last_datapoint_time": 1758722400000,
    "evaluation_time": 1759027857007,
    "expiration_time": 1765199808000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 188,
            "offset": 0
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 162,
            "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": [
        [
            828351.7050809243,
            725817.2625369185,
            102534.4425440056,
            2066376.6027093749,
            4008642.991068912,
            -1942266.3883595366
        ],
        [
            828.351705,
            725.817263,
            102.534443,
            2066.376603,
            4008.642991,
            -1942.266388
        ],
        [
            0.397768,
            0.348532,
            0.049236,
            0.147799,
            0.178583,
            0
        ],
        [
            87.992126,
            87.992126,
            87.992126,
            87.992126,
            87.992126,
            87.992126
        ],
        [
            -133584,
            -71143,
            -176423,
            -4186468,
            -2223126,
            -3344138
        ],
        [
            1.64413,
            2.237442,
            1.146592,
            1.068404,
            1.307369,
            0.886857
        ],
        [
            254,
            127,
            127,
            254,
            127,
            127
        ],
        [
            128,
            66,
            62,
            128,
            66,
            62
        ],
        [
            126,
            61,
            65,
            126,
            61,
            65
        ],
        [
            50.393701,
            51.968504,
            48.818898,
            50.393701,
            51.968504,
            48.818898
        ],
        [
            1.61844,
            2.067939,
            1.202072,
            1.05171,
            1.208326,
            0.92977
        ],
        [
            175230,
            175230,
            70560,
            1875543,
            1875543,
            1538277
        ],
        [
            -49440,
            -49440,
            -42603,
            -1384935,
            -894515,
            -1384935
        ],
        [
            96,
            84,
            108,
            96,
            84,
            108
        ],
        [
            114,
            93,
            136,
            114,
            93,
            136
        ],
        [
            78,
            74,
            82,
            78,
            74,
            82
        ],
        [
            24505,
            10671,
            13834,
            24505,
            10671,
            13834
        ],
        [
            0,
            0,
            16.535382,
            0,
            0,
            16.535382
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            511972,
            489734,
            -300897,
            -139227,
            288778,
            -580880
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ONE_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 24990,
    "evaluation_days": 2082.5,
    "actual_first_datapoint_time": 1578729600000,
    "first_datapoint_time": 1580076000000,
    "last_datapoint_time": 1758722400000,
    "evaluation_time": 1759027857007,
    "expiration_time": 1765199808000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 188,
            "offset": 0
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 162,
            "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)