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Trade: NEAR/USDT/15/ZLMA/VWMA/1311

Strategy
NEAR/USDT/15/ZLMA/VWMA/1311
Pair
NEAR_USDT
Interval
15m
Score
376470
Daily Profit
0.540262
Profit Factor
1.372317
Profitability
47.896440
Streak
0.000000
Best Strategy
Training Data Length
260.420000
Evaluation Time
2025-09-29 18:53
Expiration Time
2025-12-13 17:45

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 140694.9531 52154.8115 88540.1417 197254.0821 86575.2039 110678.8781
Total P&L (%) 140.695 52.1548 88.5401 197.2541 86.5752 110.6789
Avg Daily Profit (%) 0.5403 0.2003 0.34 0.4192 0.2398 0.2865
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -39280 -23996 -32112 -82564 -48282 -72016
Profit Factor 1.3723 1.2714 1.4768 1.2585 1.2237 1.2943
Total Trades 309 154 155 309 154 155
Winning Trades 148 73 75 148 73 75
Losing Trades 161 81 80 161 81 80
Profitability (%) 47.8964 47.4026 48.3871 47.8964 47.4026 48.3871
Ratio Avg Win / Avg Loss 1.4929 1.4107 1.5753 1.369 1.3578 1.3805
Largest Winning Trade 30908 19777 30908 48547 48547 32003
Largest Losing Trade -11653 -11076 -11653 -26223 -24417 -26223
Avg Bars in Trades 78 80 75 78 80 75
Avg Bars in Winners 77 79 76 77 79 76
Avg Bars in Losers 78 81 75 78 81 75
Bars Traded 24240 12468 11772 24240 12468 11772
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 376470 150779 335773 314179 195282 239164
Evaluation Data
{
    "trading_pair": "NEAR_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1736661600000,
    "first_datapoint_time": 1737007200000,
    "last_datapoint_time": 1759160700000,
    "evaluation_time": 1759161230830,
    "expiration_time": 1765640700000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 178,
            "offset": 207
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 65,
            "offset": 223
        }
    }
}
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": [
        [
            140694.9531406059,
            52154.8114551857,
            88540.1416854201,
            197254.0820702256,
            86575.2039414971,
            110678.8781287287
        ],
        [
            140.694953,
            52.154811,
            88.540142,
            197.254082,
            86.575204,
            110.678878
        ],
        [
            0.540262,
            0.200272,
            0.33999,
            0.419207,
            0.239771,
            0.286549
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -39280,
            -23996,
            -32112,
            -82564,
            -48282,
            -72016
        ],
        [
            1.372317,
            1.271351,
            1.476827,
            1.258485,
            1.223718,
            1.294255
        ],
        [
            309,
            154,
            155,
            309,
            154,
            155
        ],
        [
            148,
            73,
            75,
            148,
            73,
            75
        ],
        [
            161,
            81,
            80,
            161,
            81,
            80
        ],
        [
            47.89644,
            47.402597,
            48.387097,
            47.89644,
            47.402597,
            48.387097
        ],
        [
            1.492858,
            1.410677,
            1.575282,
            1.369028,
            1.357824,
            1.380539
        ],
        [
            30908,
            19777,
            30908,
            48547,
            48547,
            32003
        ],
        [
            -11653,
            -11076,
            -11653,
            -26223,
            -24417,
            -26223
        ],
        [
            78,
            80,
            75,
            78,
            80,
            75
        ],
        [
            77,
            79,
            76,
            77,
            79,
            76
        ],
        [
            78,
            81,
            75,
            78,
            81,
            75
        ],
        [
            24240,
            12468,
            11772,
            24240,
            12468,
            11772
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            376470,
            150779,
            335773,
            314179,
            195282,
            239164
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "NEAR_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1736661600000,
    "first_datapoint_time": 1737007200000,
    "last_datapoint_time": 1759160700000,
    "evaluation_time": 1759161230830,
    "expiration_time": 1765640700000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 178,
            "offset": 207
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 65,
            "offset": 223
        }
    }
}

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)