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Trade: DOT/USDT/240/ZLMA/MIDPOINT/5500

Strategy
DOT/USDT/240/ZLMA/MIDPOINT/5500
Pair
DOT_USDT
Interval
4h
Score
482386
Daily Profit
0.295240
Profit Factor
3.715083
Profitability
44.117647
Streak
0.000000
Best Strategy
Training Data Length
1876.670000
Evaluation Time
2025-10-08 13:47
Expiration Time
2025-12-03 17:12

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 644818.561 554067.5519 90751.0091 666967.8642 367261.4895 299706.3747
Total P&L (%) 644.8186 554.0676 90.751 666.9679 367.2615 299.7064
Avg Daily Profit (%) 0.3436 0.2952 0.0484 0.1086 0.0822 0.0739
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -68565 -99243 -43363 -482191 -603233 -311993
Profit Factor 2.6132 3.7151 1.4639 1.2694 1.2819 1.2555
Total Trades 68 34 34 68 34 34
Winning Trades 30 15 15 30 15 15
Losing Trades 38 19 19 38 19 19
Profitability (%) 44.1176 44.1176 44.1176 44.1176 44.1176 44.1176
Ratio Avg Win / Avg Loss 3.3101 4.7058 1.8542 1.6079 1.6237 1.5903
Largest Winning Trade 509830 509830 58488 537075 537075 216281
Largest Losing Trade -23347 -23347 -21791 -173454 -173454 -146142
Avg Bars in Trades 155 151 159 155 151 159
Avg Bars in Winners 214 206 221 214 206 221
Avg Bars in Losers 109 108 110 109 108 110
Bars Traded 10599 5165 5434 10599 5165 5434
Profit Streak 51.1163 0 82.4496 51.1163 0 82.4496
Trades During Streak 1 0 1 1 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -101252 482386 -127880 -162060 -84445 -95152
Evaluation Data
{
    "trading_pair": "DOT_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11260,
    "evaluation_days": 1876.67,
    "actual_first_datapoint_time": 1597780800000,
    "first_datapoint_time": 1603598400000,
    "last_datapoint_time": 1759910400000,
    "evaluation_time": 1759920443973,
    "expiration_time": 1764774720000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 238,
            "offset": 167
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 159,
            "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": [
        [
            644818.5610068768,
            554067.5518588813,
            90751.0091479955,
            666967.8641888042,
            367261.4895110269,
            299706.3746777773
        ],
        [
            644.818561,
            554.067552,
            90.751009,
            666.967864,
            367.26149,
            299.706375
        ],
        [
            0.343597,
            0.29524,
            0.048357,
            0.108617,
            0.082186,
            0.073858
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -68565,
            -99243,
            -43363,
            -482191,
            -603233,
            -311993
        ],
        [
            2.61321,
            3.715083,
            1.463865,
            1.269371,
            1.281864,
            1.255494
        ],
        [
            68,
            34,
            34,
            68,
            34,
            34
        ],
        [
            30,
            15,
            15,
            30,
            15,
            15
        ],
        [
            38,
            19,
            19,
            38,
            19,
            19
        ],
        [
            44.117647,
            44.117647,
            44.117647,
            44.117647,
            44.117647,
            44.117647
        ],
        [
            3.310067,
            4.705772,
            1.854228,
            1.60787,
            1.623694,
            1.590292
        ],
        [
            509830,
            509830,
            58488,
            537075,
            537075,
            216281
        ],
        [
            -23347,
            -23347,
            -21791,
            -173454,
            -173454,
            -146142
        ],
        [
            155,
            151,
            159,
            155,
            151,
            159
        ],
        [
            214,
            206,
            221,
            214,
            206,
            221
        ],
        [
            109,
            108,
            110,
            109,
            108,
            110
        ],
        [
            10599,
            5165,
            5434,
            10599,
            5165,
            5434
        ],
        [
            51.11625,
            0,
            82.449583,
            51.11625,
            0,
            82.449583
        ],
        [
            1,
            0,
            1,
            1,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -101252,
            482386,
            -127880,
            -162060,
            -84445,
            -95152
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "DOT_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11260,
    "evaluation_days": 1876.67,
    "actual_first_datapoint_time": 1597780800000,
    "first_datapoint_time": 1603598400000,
    "last_datapoint_time": 1759910400000,
    "evaluation_time": 1759920443973,
    "expiration_time": 1764774720000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 238,
            "offset": 167
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 159,
            "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)