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Trade: FIL/USDT/5/DEMA/ZLMA/7855

Strategy
FIL/USDT/5/DEMA/ZLMA/7855
Pair
FIL_USDT
Interval
5m
Score
411365
Daily Profit
1.301598
Profit Factor
1.404633
Profitability
48.017621
Streak
0.326434
Best Strategy
Training Data Length
86.810000
Evaluation Time
2025-10-11 05:40
Expiration Time
2025-12-25 04:35

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 112991.7272 78299.3683 34692.3588 70083.4855 62617.1445 7466.341
Total P&L (%) 112.9917 78.2994 34.6924 70.0835 62.6171 7.4663
Avg Daily Profit (%) 1.3016 0.902 0.3996 0.6137 0.5617 0.083
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -82629 -49046 -38621 -61270 -36907 -27707
Profit Factor 1.4046 1.5651 1.2466 1.3409 1.6201 1.0714
Total Trades 454 227 227 454 227 227
Winning Trades 218 107 111 218 107 111
Losing Trades 236 120 116 236 120 116
Profitability (%) 48.0176 47.1366 48.8987 48.0176 47.1366 48.8987
Ratio Avg Win / Avg Loss 1.5206 1.7552 1.3028 1.4516 1.817 1.1196
Largest Winning Trade 117984 117984 64334 92058 92058 30545
Largest Losing Trade -7346 -4568 -7346 -5104 -3335 -5104
Avg Bars in Trades 54 54 54 54 54 54
Avg Bars in Winners 50 53 47 50 53 47
Avg Bars in Losers 58 55 60 58 55 60
Bars Traded 24721 12346 12375 24721 12346 12375
Profit Streak 0.3264 0.3264 1.2014 0.3264 0.3264 1.2014
Trades During Streak 2 1 3 2 1 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 411365 355856 94391 284337 270700 -393739
Evaluation Data
{
    "trading_pair": "FIL_USDT",
    "interval": "5m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 86.81,
    "actual_first_datapoint_time": 1752650400000,
    "first_datapoint_time": 1752690900000,
    "last_datapoint_time": 1760150100000,
    "evaluation_time": 1760150403909,
    "expiration_time": 1766630100000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "dema",
        "factors": {
            "length": 104,
            "offset": 0
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 136,
            "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": [
        [
            112991.7271730077,
            78299.368342301,
            34692.3588307069,
            70083.485478036,
            62617.1444914606,
            7466.3409865755
        ],
        [
            112.991727,
            78.299368,
            34.692359,
            70.083485,
            62.617144,
            7.466341
        ],
        [
            1.301598,
            0.901963,
            0.399636,
            0.613693,
            0.561678,
            0.082983
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -82629,
            -49046,
            -38621,
            -61270,
            -36907,
            -27707
        ],
        [
            1.404633,
            1.565085,
            1.2466,
            1.340869,
            1.620125,
            1.071361
        ],
        [
            454,
            227,
            227,
            454,
            227,
            227
        ],
        [
            218,
            107,
            111,
            218,
            107,
            111
        ],
        [
            236,
            120,
            116,
            236,
            120,
            116
        ],
        [
            48.017621,
            47.136564,
            48.898678,
            48.017621,
            47.136564,
            48.898678
        ],
        [
            1.520612,
            1.755235,
            1.302753,
            1.451583,
            1.816963,
            1.119621
        ],
        [
            117984,
            117984,
            64334,
            92058,
            92058,
            30545
        ],
        [
            -7346,
            -4568,
            -7346,
            -5104,
            -3335,
            -5104
        ],
        [
            54,
            54,
            54,
            54,
            54,
            54
        ],
        [
            50,
            53,
            47,
            50,
            53,
            47
        ],
        [
            58,
            55,
            60,
            58,
            55,
            60
        ],
        [
            24721,
            12346,
            12375,
            24721,
            12346,
            12375
        ],
        [
            0.326434,
            0.326434,
            1.201434,
            0.326434,
            0.326434,
            1.201434
        ],
        [
            2,
            1,
            3,
            2,
            1,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            411365,
            355856,
            94391,
            284337,
            270700,
            -393739
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "FIL_USDT",
    "interval": "5m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 86.81,
    "actual_first_datapoint_time": 1752650400000,
    "first_datapoint_time": 1752690900000,
    "last_datapoint_time": 1760150100000,
    "evaluation_time": 1760150403909,
    "expiration_time": 1766630100000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "dema",
        "factors": {
            "length": 104,
            "offset": 0
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 136,
            "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)