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Trade: ALGO/USDT/60/ZLMA/TEMA/6139

Strategy
ALGO/USDT/60/ZLMA/TEMA/6139
Pair
ALGO_USDT
Interval
1h
Score
335480
Daily Profit
0.171921
Profit Factor
1.518461
Profitability
49.122807
Streak
0.000000
Best Strategy
Training Data Length
1041.670000
Evaluation Time
2025-10-08 12:29
Expiration Time
2025-12-22 11:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 224180.0737 179084.9928 45095.0809 179370.3762 310264.8111 -130894.4349
Total P&L (%) 224.1801 179.085 45.0951 179.3704 310.2648 -130.8944
Avg Daily Profit (%) 0.2152 0.1719 0.0433 0.0987 0.1356 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -97126 -59982 -64720 -540348 -255991 -436608
Profit Factor 1.3192 1.5185 1.1264 1.0833 1.3129 0.8873
Total Trades 229 114 115 229 114 115
Winning Trades 116 56 60 116 56 60
Losing Trades 113 58 55 113 58 55
Profitability (%) 50.655 49.1228 52.1739 50.655 49.1228 52.1739
Ratio Avg Win / Avg Loss 1.2851 1.5727 1.0325 1.0553 1.3597 0.8134
Largest Winning Trade 68197 68197 24388 201312 201312 89893
Largest Losing Trade -28663 -18420 -28663 -234962 -91974 -234962
Avg Bars in Trades 107 107 107 107 107 107
Avg Bars in Winners 109 107 111 109 107 111
Avg Bars in Losers 105 108 102 105 108 102
Bars Traded 24604 12284 12320 24604 12284 12320
Profit Streak 0 0 0 0 0 0
Trades During Streak 0 0 0 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 332490 335480 -218330 -188859 -12425 -580744
Evaluation Data
{
    "trading_pair": "ALGO_USDT",
    "interval": "1h",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 1041.67,
    "actual_first_datapoint_time": 1669914000000,
    "first_datapoint_time": 1670803200000,
    "last_datapoint_time": 1759914000000,
    "evaluation_time": 1759915772216,
    "expiration_time": 1766394000000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 190,
            "offset": 0
        }
    },
    "second_band": {
        "type": "tema",
        "factors": {
            "length": 248,
            "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": [
        [
            224180.0736682457,
            179084.9928082137,
            45095.0808600319,
            179370.3762045273,
            310264.811120418,
            -130894.4349158908
        ],
        [
            224.180074,
            179.084993,
            45.095081,
            179.370376,
            310.264811,
            -130.894435
        ],
        [
            0.215212,
            0.171921,
            0.043291,
            0.098676,
            0.135608,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -97126,
            -59982,
            -64720,
            -540348,
            -255991,
            -436608
        ],
        [
            1.319237,
            1.518461,
            1.12638,
            1.083293,
            1.312858,
            0.887333
        ],
        [
            229,
            114,
            115,
            229,
            114,
            115
        ],
        [
            116,
            56,
            60,
            116,
            56,
            60
        ],
        [
            113,
            58,
            55,
            113,
            58,
            55
        ],
        [
            50.655022,
            49.122807,
            52.173913,
            50.655022,
            49.122807,
            52.173913
        ],
        [
            1.285119,
            1.572691,
            1.032515,
            1.055277,
            1.359746,
            0.813388
        ],
        [
            68197,
            68197,
            24388,
            201312,
            201312,
            89893
        ],
        [
            -28663,
            -18420,
            -28663,
            -234962,
            -91974,
            -234962
        ],
        [
            107,
            107,
            107,
            107,
            107,
            107
        ],
        [
            109,
            107,
            111,
            109,
            107,
            111
        ],
        [
            105,
            108,
            102,
            105,
            108,
            102
        ],
        [
            24604,
            12284,
            12320,
            24604,
            12284,
            12320
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            332490,
            335480,
            -218330,
            -188859,
            -12425,
            -580744
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ALGO_USDT",
    "interval": "1h",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 1041.67,
    "actual_first_datapoint_time": 1669914000000,
    "first_datapoint_time": 1670803200000,
    "last_datapoint_time": 1759914000000,
    "evaluation_time": 1759915772216,
    "expiration_time": 1766394000000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 190,
            "offset": 0
        }
    },
    "second_band": {
        "type": "tema",
        "factors": {
            "length": 248,
            "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)