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Trade: FIL/USDT/480/ZLMA/HWMA/1952

Strategy
FIL/USDT/480/ZLMA/HWMA/1952
Pair
FIL_USDT
Interval
8h
Score
371415
Daily Profit
0.316428
Profit Factor
1.935812
Profitability
40.517241
Streak
44.837579
Best Strategy
Training Data Length
1812.000000
Evaluation Time
2025-10-01 15:06
Expiration Time
2025-11-24 18:38

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 573367.4465 346805.2797 226562.1668 1057673.2601 -17904.0161 1075577.2762
Total P&L (%) 573.3674 346.8053 226.5622 1057.6733 -17.904 1075.5773
Avg Daily Profit (%) 0.3164 0.1914 0.125 0.1352 -0.0109 0.1361
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -114090 -122304 -39664 -1131043 -1140997 -326959
Profit Factor 1.9358 1.8668 2.0656 1.2114 0.9945 1.6115
Total Trades 116 58 58 116 58 58
Winning Trades 47 18 29 47 18 29
Losing Trades 69 40 29 69 40 29
Profitability (%) 40.5172 31.0345 50 40.5172 31.0345 50
Ratio Avg Win / Avg Loss 2.8419 4.1485 2.0656 1.7784 2.21 1.6115
Largest Winning Trade 205659 205659 62969 738001 738001 473532
Largest Losing Trade -39664 -34148 -39664 -455461 -455461 -287871
Avg Bars in Trades 44 49 40 44 49 40
Avg Bars in Winners 65 81 56 65 81 56
Avg Bars in Losers 30 35 23 30 35 23
Bars Traded 5213 2892 2321 5213 2892 2321
Profit Streak 44.8376 44.8376 45.1709 44.8376 44.8376 45.1709
Trades During Streak 2 1 1 2 1 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 371415 -176062 -201667 -13800 -765153 -187379
Evaluation Data
{
    "trading_pair": "FIL_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5436,
    "evaluation_days": 1812,
    "actual_first_datapoint_time": 1602777600000,
    "first_datapoint_time": 1607212800000,
    "last_datapoint_time": 1759305600000,
    "evaluation_time": 1759320366876,
    "expiration_time": 1764002304000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 155,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.19752,
            "nb": 0.1,
            "nc": 0.1
        }
    }
}
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": [
        [
            573367.4464629088,
            346805.2797010809,
            226562.1667618277,
            1057673.2600609923,
            -17904.0161054555,
            1075577.2761664481
        ],
        [
            573.367446,
            346.80528,
            226.562167,
            1057.67326,
            -17.904016,
            1075.577276
        ],
        [
            0.316428,
            0.191394,
            0.125034,
            0.135246,
            -0.010887,
            0.136094
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -114090,
            -122304,
            -39664,
            -1131043,
            -1140997,
            -326959
        ],
        [
            1.935812,
            1.866844,
            2.065589,
            1.211403,
            0.994481,
            1.611513
        ],
        [
            116,
            58,
            58,
            116,
            58,
            58
        ],
        [
            47,
            18,
            29,
            47,
            18,
            29
        ],
        [
            69,
            40,
            29,
            69,
            40,
            29
        ],
        [
            40.517241,
            31.034483,
            50,
            40.517241,
            31.034483,
            50
        ],
        [
            2.841937,
            4.148542,
            2.065589,
            1.778442,
            2.209958,
            1.611513
        ],
        [
            205659,
            205659,
            62969,
            738001,
            738001,
            473532
        ],
        [
            -39664,
            -34148,
            -39664,
            -455461,
            -455461,
            -287871
        ],
        [
            44,
            49,
            40,
            44,
            49,
            40
        ],
        [
            65,
            81,
            56,
            65,
            81,
            56
        ],
        [
            30,
            35,
            23,
            30,
            35,
            23
        ],
        [
            5213,
            2892,
            2321,
            5213,
            2892,
            2321
        ],
        [
            44.837579,
            44.837579,
            45.170913,
            44.83758,
            44.83758,
            45.170913
        ],
        [
            2,
            1,
            1,
            2,
            1,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            371415,
            -176062,
            -201667,
            -13800,
            -765153,
            -187379
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "FIL_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5436,
    "evaluation_days": 1812,
    "actual_first_datapoint_time": 1602777600000,
    "first_datapoint_time": 1607212800000,
    "last_datapoint_time": 1759305600000,
    "evaluation_time": 1759320366876,
    "expiration_time": 1764002304000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 155,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.19752,
            "nb": 0.1,
            "nc": 0.1
        }
    }
}

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)