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Trade: FIL/USDT/360/HILO/ZLMA/9425

Strategy
FIL/USDT/360/HILO/ZLMA/9425
Pair
FIL_USDT
Interval
6h
Score
439784
Daily Profit
0.408717
Profit Factor
1.779192
Profitability
41.336634
Streak
0.000000
Best Strategy
Training Data Length
1817.250000
Evaluation Time
2025-10-06 16:51
Expiration Time
2025-11-30 02:25

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 742741.7294 457693.9649 285047.7644 3795291.2142 1450337.7811 2344953.4332
Total P&L (%) 742.7417 457.694 285.0478 3795.2912 1450.3378 2344.9534
Avg Daily Profit (%) 0.4087 0.2519 0.1569 0.2017 0.1509 0.1761
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -103591 -94287 -33984 -9900923 -8600003 -3707739
Profit Factor 1.7792 1.8342 1.7045 1.0752 1.0509 1.1067
Total Trades 404 202 202 404 202 202
Winning Trades 167 74 93 167 74 93
Losing Trades 237 128 109 237 128 109
Profitability (%) 41.3366 36.6337 46.0396 41.3366 36.6337 46.0396
Ratio Avg Win / Avg Loss 2.525 3.1727 1.9978 1.5259 1.8178 1.2971
Largest Winning Trade 325315 325315 69684 5663806 5663806 1750759
Largest Losing Trade -22685 -22685 -11957 -1836702 -1836702 -1632592
Avg Bars in Trades 17 17 17 17 17 17
Avg Bars in Winners 28 30 26 28 30 26
Avg Bars in Losers 10 9 10 10 9 10
Bars Traded 7147 3523 3625 7147 3523 3625
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 439784 256550 349990 -129625 -160209 -96127
Evaluation Data
{
    "trading_pair": "FIL_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7269,
    "evaluation_days": 1817.25,
    "actual_first_datapoint_time": 1602763200000,
    "first_datapoint_time": 1603843200000,
    "last_datapoint_time": 1759752000000,
    "evaluation_time": 1759758705549,
    "expiration_time": 1764462312000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 51,
            "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": [
        [
            742741.7293806798,
            457693.9649448347,
            285047.7644358451,
            3795291.21424737,
            1450337.7810826204,
            2344953.433164756
        ],
        [
            742.741729,
            457.693965,
            285.047764,
            3795.291214,
            1450.337781,
            2344.953433
        ],
        [
            0.408717,
            0.251861,
            0.156857,
            0.201736,
            0.150949,
            0.176059
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -103591,
            -94287,
            -33984,
            -9900923,
            -8600003,
            -3707739
        ],
        [
            1.779192,
            1.834241,
            1.704543,
            1.075198,
            1.050915,
            1.106661
        ],
        [
            404,
            202,
            202,
            404,
            202,
            202
        ],
        [
            167,
            74,
            93,
            167,
            74,
            93
        ],
        [
            237,
            128,
            109,
            237,
            128,
            109
        ],
        [
            41.336634,
            36.633663,
            46.039604,
            41.336634,
            36.633663,
            46.039604
        ],
        [
            2.524961,
            3.172741,
            1.997798,
            1.52588,
            1.817798,
            1.297055
        ],
        [
            325315,
            325315,
            69684,
            5663806,
            5663806,
            1750759
        ],
        [
            -22685,
            -22685,
            -11957,
            -1836702,
            -1836702,
            -1632592
        ],
        [
            17,
            17,
            17,
            17,
            17,
            17
        ],
        [
            28,
            30,
            26,
            28,
            30,
            26
        ],
        [
            10,
            9,
            10,
            10,
            9,
            10
        ],
        [
            7147,
            3523,
            3625,
            7147,
            3523,
            3625
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            439784,
            256550,
            349990,
            -129625,
            -160209,
            -96127
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "FIL_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7269,
    "evaluation_days": 1817.25,
    "actual_first_datapoint_time": 1602763200000,
    "first_datapoint_time": 1603843200000,
    "last_datapoint_time": 1759752000000,
    "evaluation_time": 1759758705549,
    "expiration_time": 1764462312000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 51,
            "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)