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Trade: ONE/USDT/120/MIDPOINT/ZLMA/2189

Strategy
ONE/USDT/120/MIDPOINT/ZLMA/2189
Pair
ONE_USDT
Interval
2h
Score
544794
Daily Profit
0.383976
Profit Factor
2.235860
Profitability
58.000000
Streak
0.000000
Best Strategy
Training Data Length
2082.670000
Evaluation Time
2025-10-01 13:42
Expiration Time
2025-12-15 11:25

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 962894.7043 799694.4671 163200.2373 12056746.3147 18253337.2149 -6196590.9002
Total P&L (%) 962.8947 799.6945 163.2002 12056.7463 18253.3372 -6196.5909
Avg Daily Profit (%) 0.4623 0.384 0.0784 0.2308 0.2506 0
Buy And Hold Return (%) 83.815 83.815 83.815 83.815 83.815 83.815
Max Trade Drawdown -114979 -96880 -98307 -24328220 -16646566 -17821534
Profit Factor 1.7353 2.2359 1.2463 1.0857 1.2713 0.9156
Total Trades 300 150 150 300 150 150
Winning Trades 171 87 84 171 87 84
Losing Trades 129 63 66 129 63 66
Profitability (%) 57 58 56 57 58 56
Ratio Avg Win / Avg Loss 1.3091 1.6191 0.9793 0.819 0.9206 0.7194
Largest Winning Trade 138298 138298 85565 8558806 8558806 8067265
Largest Losing Trade -40905 -40905 -31439 -7699507 -4270527 -7699507
Avg Bars in Trades 82 70 93 82 70 93
Avg Bars in Winners 90 70 110 90 70 110
Avg Bars in Losers 71 70 72 71 70 72
Bars Traded 24681 10614 14067 24681 10614 14067
Profit Streak 0 0 80.6126 0 0 80.6126
Trades During Streak 0 0 3 0 0 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 537644 544794 -95101 -117151 287262 -578402
Evaluation Data
{
    "trading_pair": "ONE_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 24992,
    "evaluation_days": 2082.67,
    "actual_first_datapoint_time": 1579305600000,
    "first_datapoint_time": 1580580000000,
    "last_datapoint_time": 1759312800000,
    "evaluation_time": 1759315328037,
    "expiration_time": 1765790726400,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "midpoint",
        "factors": {
            "length": 133,
            "offset": 0
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 178,
            "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": [
        [
            962894.7043416828,
            799694.467061208,
            163200.2372804743,
            12056746.314697247,
            18253337.21487367,
            -6196590.900176405
        ],
        [
            962.894704,
            799.694467,
            163.200237,
            12056.746315,
            18253.337215,
            -6196.5909
        ],
        [
            0.462337,
            0.383976,
            0.078361,
            0.230762,
            0.250588,
            0
        ],
        [
            83.815029,
            83.815029,
            83.815029,
            83.815029,
            83.815029,
            83.815029
        ],
        [
            -114979,
            -96880,
            -98307,
            -24328220,
            -16646566,
            -17821534
        ],
        [
            1.735254,
            2.23586,
            1.246328,
            1.085696,
            1.271306,
            0.915592
        ],
        [
            300,
            150,
            150,
            300,
            150,
            150
        ],
        [
            171,
            87,
            84,
            171,
            87,
            84
        ],
        [
            129,
            63,
            66,
            129,
            63,
            66
        ],
        [
            57,
            58,
            56,
            57,
            58,
            56
        ],
        [
            1.309051,
            1.619071,
            0.979257,
            0.819034,
            0.920601,
            0.719394
        ],
        [
            138298,
            138298,
            85565,
            8558806,
            8558806,
            8067265
        ],
        [
            -40905,
            -40905,
            -31439,
            -7699507,
            -4270527,
            -7699507
        ],
        [
            82,
            70,
            93,
            82,
            70,
            93
        ],
        [
            90,
            70,
            110,
            90,
            70,
            110
        ],
        [
            71,
            70,
            72,
            71,
            70,
            72
        ],
        [
            24681,
            10614,
            14067,
            24681,
            10614,
            14067
        ],
        [
            0,
            0,
            80.612593,
            0,
            0,
            80.612593
        ],
        [
            0,
            0,
            3,
            0,
            0,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            537644,
            544794,
            -95101,
            -117151,
            287262,
            -578402
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ONE_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 24992,
    "evaluation_days": 2082.67,
    "actual_first_datapoint_time": 1579305600000,
    "first_datapoint_time": 1580580000000,
    "last_datapoint_time": 1759312800000,
    "evaluation_time": 1759315328037,
    "expiration_time": 1765790726400,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midpoint",
        "factors": {
            "length": 133,
            "offset": 0
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 178,
            "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)