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Trade: ALGO/USDT/240/MIDPRICE/ZLMA/9490

Strategy
ALGO/USDT/240/MIDPRICE/ZLMA/9490
Pair
ALGO_USDT
Interval
4h
Score
374522
Daily Profit
0.288276
Profit Factor
1.798719
Profitability
43.089431
Streak
58.894213
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 663611.7868 534237.2829 129374.5039 571940.1216 686798.7295 -114858.6079
Total P&L (%) 663.6118 534.2373 129.3745 571.9401 686.7987 -114.8586
Avg Daily Profit (%) 0.2883 0.2321 0.0562 0.0828 0.0896 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -125978 -137054 -105882 -788890 -567674 -435768
Profit Factor 1.7987 2.1049 1.3725 1.202 1.4043 0.8986
Total Trades 123 62 61 123 62 61
Winning Trades 53 27 26 53 27 26
Losing Trades 70 35 35 70 35 35
Profitability (%) 43.0894 43.5484 42.623 43.0894 43.5484 42.623
Ratio Avg Win / Avg Loss 2.3757 2.7286 1.8476 1.5875 1.8204 1.2097
Largest Winning Trade 310087 310087 56761 677054 677054 123820
Largest Losing Trade -40400 -40400 -27088 -355375 -355375 -121050
Avg Bars in Trades 106 85 128 106 85 128
Avg Bars in Winners 153 101 208 153 101 208
Avg Bars in Losers 71 73 69 71 73 69
Bars Traded 13150 5290 7860 13150 5290 7860
Profit Streak 58.8942 66.8942 0 58.8942 66.8942 0
Trades During Streak 1 1 0 1 1 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 374522 -144093 -281060 -83210 -227433 -743938
Evaluation Data
{
    "trading_pair": "ALGO_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 13812,
    "evaluation_days": 2302,
    "actual_first_datapoint_time": 1561161600000,
    "first_datapoint_time": 1564214400000,
    "last_datapoint_time": 1760068800000,
    "evaluation_time": 1760074059989,
    "expiration_time": 1766035584000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 213,
            "offset": 0
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 122,
            "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": [
        [
            663611.7868197704,
            534237.2828862692,
            129374.5039335009,
            571940.1215514725,
            686798.7294933943,
            -114858.607941922
        ],
        [
            663.611787,
            534.237283,
            129.374504,
            571.940122,
            686.798729,
            -114.858608
        ],
        [
            0.288276,
            0.232075,
            0.056201,
            0.082788,
            0.089649,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -125978,
            -137054,
            -105882,
            -788890,
            -567674,
            -435768
        ],
        [
            1.798719,
            2.104928,
            1.372472,
            1.201971,
            1.404324,
            0.898639
        ],
        [
            123,
            62,
            61,
            123,
            62,
            61
        ],
        [
            53,
            27,
            26,
            53,
            27,
            26
        ],
        [
            70,
            35,
            35,
            70,
            35,
            35
        ],
        [
            43.089431,
            43.548387,
            42.622951,
            43.089431,
            43.548387,
            42.622951
        ],
        [
            2.375667,
            2.72861,
            1.847558,
            1.587509,
            1.82042,
            1.209706
        ],
        [
            310087,
            310087,
            56761,
            677054,
            677054,
            123820
        ],
        [
            -40400,
            -40400,
            -27088,
            -355375,
            -355375,
            -121050
        ],
        [
            106,
            85,
            128,
            106,
            85,
            128
        ],
        [
            153,
            101,
            208,
            153,
            101,
            208
        ],
        [
            71,
            73,
            69,
            71,
            73,
            69
        ],
        [
            13150,
            5290,
            7860,
            13150,
            5290,
            7860
        ],
        [
            58.894213,
            66.894213,
            0,
            58.894213,
            66.894213,
            0
        ],
        [
            1,
            1,
            0,
            1,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            374522,
            -144093,
            -281060,
            -83210,
            -227433,
            -743938
        ]
    ]
}
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": 1564214400000,
    "last_datapoint_time": 1760068800000,
    "evaluation_time": 1760074059989,
    "expiration_time": 1766035584000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 213,
            "offset": 0
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 122,
            "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)