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Trade: DOT/USDT/720/ZLMA/SUPERTREND/3455

Strategy
DOT/USDT/720/ZLMA/SUPERTREND/3455
Pair
DOT_USDT
Interval
12h
Score
416617
Daily Profit
0.227767
Profit Factor
1.622183
Profitability
50.000000
Streak
0.000000
Best Strategy
Training Data Length
1863.500000
Evaluation Time
2025-09-28 04:59
Expiration Time
2025-11-19 11:43

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 424443.0068 327513.5899 96929.417 613646.6095 353706.7812 259939.8283
Total P&L (%) 424.443 327.5136 96.9294 613.6466 353.7068 259.9398
Avg Daily Profit (%) 0.2278 0.1758 0.052 0.1055 0.0812 0.0688
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -119830 -116505 -82007 -680827 -667961 -396149
Profit Factor 1.6222 1.8168 1.3447 1.1994 1.1898 1.2142
Total Trades 138 69 69 138 69 69
Winning Trades 69 35 34 69 35 34
Losing Trades 69 34 35 69 34 35
Profitability (%) 50 50.7246 49.2754 50 50.7246 49.2754
Ratio Avg Win / Avg Loss 1.6222 1.7648 1.3843 1.1994 1.1558 1.25
Largest Winning Trade 96066 96066 35276 296619 296619 167318
Largest Losing Trade -47156 -45487 -47156 -370893 -370893 -312845
Avg Bars in Trades 25 33 17 25 33 17
Avg Bars in Winners 28 32 25 28 32 25
Avg Bars in Losers 22 35 9 22 35 9
Bars Traded 3544 2332 1211 3544 2332 1211
Profit Streak 0 101.5832 0 0 101.5832 0
Trades During Streak 0 4 0 0 4 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 416617 -89330 -225058 -52219 -196516 -203538
Evaluation Data
{
    "trading_pair": "DOT_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3727,
    "evaluation_days": 1863.5,
    "actual_first_datapoint_time": 1597752000000,
    "first_datapoint_time": 1604188800000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1759024791516,
    "expiration_time": 1763545392000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 150,
            "offset": 0
        }
    },
    "second_band": {
        "type": "supertrend",
        "factors": {
            "length": 149,
            "offset": 0,
            "multiplier": 2.33795
        }
    }
}
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": [
        [
            424443.0068300138,
            327513.5898742543,
            96929.4169557596,
            613646.6094518742,
            353706.7811898751,
            259939.8282619994
        ],
        [
            424.443007,
            327.51359,
            96.929417,
            613.646609,
            353.706781,
            259.939828
        ],
        [
            0.227767,
            0.175752,
            0.052015,
            0.105514,
            0.081186,
            0.068753
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -119830,
            -116505,
            -82007,
            -680827,
            -667961,
            -396149
        ],
        [
            1.622183,
            1.816754,
            1.344712,
            1.199426,
            1.189782,
            1.214242
        ],
        [
            138,
            69,
            69,
            138,
            69,
            69
        ],
        [
            69,
            35,
            34,
            69,
            35,
            34
        ],
        [
            69,
            34,
            35,
            69,
            34,
            35
        ],
        [
            50,
            50.724638,
            49.275362,
            50,
            50.724638,
            49.275362
        ],
        [
            1.622183,
            1.764847,
            1.384263,
            1.199426,
            1.155788,
            1.249955
        ],
        [
            96066,
            96066,
            35276,
            296619,
            296619,
            167318
        ],
        [
            -47156,
            -45487,
            -47156,
            -370893,
            -370893,
            -312845
        ],
        [
            25,
            33,
            17,
            25,
            33,
            17
        ],
        [
            28,
            32,
            25,
            28,
            32,
            25
        ],
        [
            22,
            35,
            9,
            22,
            35,
            9
        ],
        [
            3544,
            2332,
            1211,
            3544,
            2332,
            1211
        ],
        [
            0,
            101.583235,
            0,
            0,
            101.583235,
            0
        ],
        [
            0,
            4,
            0,
            0,
            4,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            416617,
            -89330,
            -225058,
            -52219,
            -196516,
            -203538
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "DOT_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3727,
    "evaluation_days": 1863.5,
    "actual_first_datapoint_time": 1597752000000,
    "first_datapoint_time": 1604188800000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1759024791516,
    "expiration_time": 1763545392000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 150,
            "offset": 0
        }
    },
    "second_band": {
        "type": "supertrend",
        "factors": {
            "length": 149,
            "offset": 0,
            "multiplier": 2.33795
        }
    }
}

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)