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Trade: FIL/USDT/360/ZLMA/LINREG/4431

Strategy
FIL/USDT/360/ZLMA/LINREG/4431
Pair
FIL_USDT
Interval
6h
Score
476579
Daily Profit
0.324482
Profit Factor
1.831624
Profitability
47.058824
Streak
29.927702
Best Strategy
Training Data Length
1814.250000
Evaluation Time
2025-10-03 19:15
Expiration Time
2025-11-27 00:15

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 588691.9504 329026.2349 259665.7155 1846302.734 767932.33 1078370.404
Total P&L (%) 588.692 329.0262 259.6657 1846.3027 767.9323 1078.3704
Avg Daily Profit (%) 0.3245 0.1814 0.1431 0.1638 0.1192 0.1361
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -130798 -129794 -59543 -1440311 -1101565 -1355442
Profit Factor 1.8316 1.7785 1.9103 1.2389 1.1857 1.3001
Total Trades 153 76 77 153 76 77
Winning Trades 72 27 45 72 27 45
Losing Trades 81 49 32 81 49 32
Profitability (%) 47.0588 35.5263 58.4416 47.0588 35.5263 58.4416
Ratio Avg Win / Avg Loss 2.0606 3.2277 1.3584 1.3938 2.1519 0.9245
Largest Winning Trade 116423 116423 53730 919924 919924 430546
Largest Losing Trade -36460 -35728 -36460 -732198 -328313 -732198
Avg Bars in Trades 46 51 40 46 51 40
Avg Bars in Winners 59 73 50 59 73 50
Avg Bars in Losers 34 39 26 34 39 26
Bars Traded 7039 3914 3125 7039 3914 3125
Profit Streak 29.9277 30.4277 29.9277 29.9277 30.4277 29.9277
Trades During Streak 2 1 1 2 1 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 476579 -43712 -39501 291589 -103157 -52609
Evaluation Data
{
    "trading_pair": "FIL_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7257,
    "evaluation_days": 1814.25,
    "actual_first_datapoint_time": 1602763200000,
    "first_datapoint_time": 1605009600000,
    "last_datapoint_time": 1759492800000,
    "evaluation_time": 1759508153481,
    "expiration_time": 1764195336000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 105,
            "offset": 0
        }
    },
    "second_band": {
        "type": "linreg",
        "factors": {
            "length": 33,
            "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": [
        [
            588691.9503703816,
            329026.2348656722,
            259665.7155047102,
            1846302.7340000444,
            767932.3299923397,
            1078370.404007705
        ],
        [
            588.69195,
            329.026235,
            259.665716,
            1846.302734,
            767.93233,
            1078.370404
        ],
        [
            0.324482,
            0.181357,
            0.143126,
            0.163756,
            0.11918,
            0.136056
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -130798,
            -129794,
            -59543,
            -1440311,
            -1101565,
            -1355442
        ],
        [
            1.831624,
            1.778536,
            1.910275,
            1.238889,
            1.185717,
            1.300067
        ],
        [
            153,
            76,
            77,
            153,
            76,
            77
        ],
        [
            72,
            27,
            45,
            72,
            27,
            45
        ],
        [
            81,
            49,
            32,
            81,
            49,
            32
        ],
        [
            47.058824,
            35.526316,
            58.441558,
            47.058824,
            35.526316,
            58.441558
        ],
        [
            2.060577,
            3.227713,
            1.358417,
            1.39375,
            2.151857,
            0.924492
        ],
        [
            116423,
            116423,
            53730,
            919924,
            919924,
            430546
        ],
        [
            -36460,
            -35728,
            -36460,
            -732198,
            -328313,
            -732198
        ],
        [
            46,
            51,
            40,
            46,
            51,
            40
        ],
        [
            59,
            73,
            50,
            59,
            73,
            50
        ],
        [
            34,
            39,
            26,
            34,
            39,
            26
        ],
        [
            7039,
            3914,
            3125,
            7039,
            3914,
            3125
        ],
        [
            29.927702,
            30.427702,
            29.927702,
            29.927702,
            30.427702,
            29.927702
        ],
        [
            2,
            1,
            1,
            2,
            1,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            476579,
            -43712,
            -39501,
            291589,
            -103157,
            -52609
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "FIL_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7257,
    "evaluation_days": 1814.25,
    "actual_first_datapoint_time": 1602763200000,
    "first_datapoint_time": 1605009600000,
    "last_datapoint_time": 1759492800000,
    "evaluation_time": 1759508153481,
    "expiration_time": 1764195336000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 105,
            "offset": 0
        }
    },
    "second_band": {
        "type": "linreg",
        "factors": {
            "length": 33,
            "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)