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Trade: ONE/USDT/120/MIDPRICE/ZLMA/2827

Strategy
ONE/USDT/120/MIDPRICE/ZLMA/2827
Pair
ONE_USDT
Interval
2h
Score
537087
Daily Profit
0.415664
Profit Factor
1.846720
Profitability
48.453608
Streak
8.759000
Best Strategy
Training Data Length
2082.580000
Evaluation Time
2025-09-29 17:12
Expiration Time
2025-12-13 13:21

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 865653.5788 727748.1632 137905.4157 7122867.5319 10162085.3297 -3039217.7978
Total P&L (%) 865.6536 727.7482 137.9054 7122.8675 10162.0853 -3039.2178
Avg Daily Profit (%) 0.4157 0.3494 0.0662 0.2057 0.2226 0
Buy And Hold Return (%) 61.9298 61.9298 61.9298 61.9298 61.9298 61.9298
Max Trade Drawdown -111796 -86952 -111513 -11113678 -6731025 -6762453
Profit Factor 1.8467 2.5199 1.2537 1.1077 1.3159 0.9106
Total Trades 194 97 97 194 97 97
Winning Trades 94 49 45 94 49 45
Losing Trades 100 48 52 100 48 52
Profitability (%) 48.4536 50.5155 46.3918 48.4536 50.5155 46.3918
Ratio Avg Win / Avg Loss 1.9646 2.4684 1.4487 1.1784 1.289 1.0522
Largest Winning Trade 104139 104139 83929 4776331 4776331 3153750
Largest Losing Trade -45385 -41877 -45385 -4323716 -3317671 -4323716
Avg Bars in Trades 126 108 144 126 108 144
Avg Bars in Winners 149 118 183 149 118 183
Avg Bars in Losers 104 98 110 104 98 110
Bars Traded 24500 10496 14004 24500 10496 14004
Profit Streak 8.759 8.759 16.9257 8.759 8.759 16.9257
Trades During Streak 2 1 1 2 1 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 537087 524143 -111217 -92465 318706 -580238
Evaluation Data
{
    "trading_pair": "ONE_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 24991,
    "evaluation_days": 2082.58,
    "actual_first_datapoint_time": 1579147200000,
    "first_datapoint_time": 1580774400000,
    "last_datapoint_time": 1759147200000,
    "evaluation_time": 1759155177623,
    "expiration_time": 1765624867200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 227,
            "offset": 0
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 153,
            "offset": 6
        }
    }
}
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": [
        [
            865653.578806065,
            727748.1631535272,
            137905.415652538,
            7122867.531912776,
            10162085.329705713,
            -3039217.797792933
        ],
        [
            865.653579,
            727.748163,
            137.905416,
            7122.867532,
            10162.08533,
            -3039.217798
        ],
        [
            0.415664,
            0.349445,
            0.066219,
            0.205718,
            0.222618,
            0
        ],
        [
            61.929825,
            61.929825,
            61.929825,
            61.929825,
            61.929825,
            61.929825
        ],
        [
            -111796,
            -86952,
            -111513,
            -11113678,
            -6731025,
            -6762453
        ],
        [
            1.84672,
            2.519873,
            1.253717,
            1.107674,
            1.31588,
            0.910563
        ],
        [
            194,
            97,
            97,
            194,
            97,
            97
        ],
        [
            94,
            49,
            45,
            94,
            49,
            45
        ],
        [
            100,
            48,
            52,
            100,
            48,
            52
        ],
        [
            48.453608,
            50.515464,
            46.391753,
            48.453608,
            50.515464,
            46.391753
        ],
        [
            1.964595,
            2.468447,
            1.44874,
            1.178376,
            1.289025,
            1.052206
        ],
        [
            104139,
            104139,
            83929,
            4776331,
            4776331,
            3153750
        ],
        [
            -45385,
            -41877,
            -45385,
            -4323716,
            -3317671,
            -4323716
        ],
        [
            126,
            108,
            144,
            126,
            108,
            144
        ],
        [
            149,
            118,
            183,
            149,
            118,
            183
        ],
        [
            104,
            98,
            110,
            104,
            98,
            110
        ],
        [
            24500,
            10496,
            14004,
            24500,
            10496,
            14004
        ],
        [
            8.759,
            8.759,
            16.925667,
            8.759,
            8.759,
            16.925667
        ],
        [
            2,
            1,
            1,
            2,
            1,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            537087,
            524143,
            -111217,
            -92465,
            318706,
            -580238
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ONE_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 24991,
    "evaluation_days": 2082.58,
    "actual_first_datapoint_time": 1579147200000,
    "first_datapoint_time": 1580774400000,
    "last_datapoint_time": 1759147200000,
    "evaluation_time": 1759155177623,
    "expiration_time": 1765624867200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 227,
            "offset": 0
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 153,
            "offset": 6
        }
    }
}

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)