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Trade: EGLD/USDT/120/SSF/ZLMA/5855

Strategy
EGLD/USDT/120/SSF/ZLMA/5855
Pair
EGLD_USDT
Interval
2h
Score
553489
Daily Profit
0.806210
Profit Factor
4.558416
Profitability
37.234043
Streak
0.000000
Best Strategy
Training Data Length
1856.580000
Evaluation Time
2025-10-04 06:49
Expiration Time
2025-12-10 00:05

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1542588.0463 1496793.5163 45794.53 433656.5516 533121.0055 -99464.4539
Total P&L (%) 1542.588 1496.7935 45.7945 433.6566 533.121 -99.4645
Avg Daily Profit (%) 0.8309 0.8062 0.0247 0.0902 0.0995 -0.2813
Buy And Hold Return (%) 54.6961 54.6961 54.6961 54.6961 54.6961 54.6961
Max Trade Drawdown -125165 -98654 -126490 -957104 -707440 -702471
Profit Factor 2.9101 4.5584 1.1183 1.1027 1.2374 0.9497
Total Trades 187 94 93 187 94 93
Winning Trades 68 35 33 68 35 33
Losing Trades 119 59 60 119 59 60
Profitability (%) 36.3636 37.234 35.4839 36.3636 37.234 35.4839
Ratio Avg Win / Avg Loss 5.0926 7.6842 2.0333 1.9298 2.086 1.7267
Largest Winning Trade 1426934 1426934 67684 1063893 1063893 281261
Largest Losing Trade -31351 -23523 -31351 -182569 -141034 -182569
Avg Bars in Trades 115 100 131 115 100 131
Avg Bars in Winners 222 179 268 222 179 268
Avg Bars in Losers 54 53 55 54 53 55
Bars Traded 21617 9411 12206 21617 9411 12206
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 519315 553489 -420890 -183232 -64242 -583951
Evaluation Data
{
    "trading_pair": "EGLD_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 22279,
    "evaluation_days": 1856.58,
    "actual_first_datapoint_time": 1599098400000,
    "first_datapoint_time": 1600747200000,
    "last_datapoint_time": 1759543200000,
    "evaluation_time": 1759549792349,
    "expiration_time": 1765317916800,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 137,
            "offset": 0,
            "poles": 3
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 230,
            "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": [
        [
            1542588.0462569902,
            1496793.5162777368,
            45794.5299792528,
            433656.5516134694,
            533121.0054643006,
            -99464.453850832
        ],
        [
            1542.588046,
            1496.793516,
            45.79453,
            433.656552,
            533.121005,
            -99.464454
        ],
        [
            0.830876,
            0.80621,
            0.024666,
            0.090238,
            0.099452,
            -0.281285
        ],
        [
            54.696133,
            54.696133,
            54.696133,
            54.696133,
            54.696133,
            54.696133
        ],
        [
            -125165,
            -98654,
            -126490,
            -957104,
            -707440,
            -702471
        ],
        [
            2.910061,
            4.558416,
            1.118339,
            1.102724,
            1.237436,
            0.94967
        ],
        [
            187,
            94,
            93,
            187,
            94,
            93
        ],
        [
            68,
            35,
            33,
            68,
            35,
            33
        ],
        [
            119,
            59,
            60,
            119,
            59,
            60
        ],
        [
            36.363636,
            37.234043,
            35.483871,
            36.363636,
            37.234043,
            35.483871
        ],
        [
            5.092607,
            7.684187,
            2.033344,
            1.929767,
            2.085963,
            1.726673
        ],
        [
            1426934,
            1426934,
            67684,
            1063893,
            1063893,
            281261
        ],
        [
            -31351,
            -23523,
            -31351,
            -182569,
            -141034,
            -182569
        ],
        [
            115,
            100,
            131,
            115,
            100,
            131
        ],
        [
            222,
            179,
            268,
            222,
            179,
            268
        ],
        [
            54,
            53,
            55,
            54,
            53,
            55
        ],
        [
            21617,
            9411,
            12206,
            21617,
            9411,
            12206
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            519315,
            553489,
            -420890,
            -183232,
            -64242,
            -583951
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "EGLD_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 22279,
    "evaluation_days": 1856.58,
    "actual_first_datapoint_time": 1599098400000,
    "first_datapoint_time": 1600747200000,
    "last_datapoint_time": 1759543200000,
    "evaluation_time": 1759549792349,
    "expiration_time": 1765317916800,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 137,
            "offset": 0,
            "poles": 3
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 230,
            "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)