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Trade: FIL/USDT/120/KCU/ZLMA/9975

Strategy
FIL/USDT/120/KCU/ZLMA/9975
Pair
FIL_USDT
Interval
2h
Score
392842
Daily Profit
0.170560
Profit Factor
3.904282
Profitability
41.176471
Streak
0.000000
Best Strategy
Training Data Length
1815.750000
Evaluation Time
2025-10-05 23:41
Expiration Time
2025-12-10 06:48

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 499627.8553 309694.9496 189932.9057 1126233.9059 518848.6563 607385.2496
Total P&L (%) 499.6279 309.695 189.9329 1126.2339 518.8487 607.3853
Avg Daily Profit (%) 0.2752 0.1706 0.1046 0.1381 0.1004 0.1078
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -99724 -30360 -91743 -1065441 -296790 -1037234
Profit Factor 2.3197 3.9043 1.6984 1.2858 1.4626 1.2155
Total Trades 67 34 33 67 34 33
Winning Trades 27 14 13 27 14 13
Losing Trades 40 20 20 40 20 20
Profitability (%) 40.2985 41.1765 39.3939 40.2985 41.1765 39.3939
Ratio Avg Win / Avg Loss 3.4366 5.5775 2.6129 1.9049 2.0894 1.87
Largest Winning Trade 219774 219774 71235 562467 260526 562467
Largest Losing Trade -36998 -11595 -36998 -445611 -149054 -445611
Avg Bars in Trades 300 64 544 300 64 544
Avg Bars in Winners 628 112 1184 628 112 1184
Avg Bars in Losers 79 30 127 79 30 127
Bars Traded 20136 2180 17956 20136 2180 17956
Profit Streak 0 0 79.6953 0 0 79.6953
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -112369 392842 -53708 -132146 -59738 -51563
Evaluation Data
{
    "trading_pair": "FIL_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 21789,
    "evaluation_days": 1815.75,
    "actual_first_datapoint_time": 1602777600000,
    "first_datapoint_time": 1604347200000,
    "last_datapoint_time": 1759694400000,
    "evaluation_time": 1759696872723,
    "expiration_time": 1765342108800,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "kcu",
        "factors": {
            "length": 219,
            "offset": 0,
            "scalar": 5
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 62,
            "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": [
        [
            499627.8552637895,
            309694.9495510398,
            189932.9057127495,
            1126233.9058949181,
            518848.6563445234,
            607385.2495503952
        ],
        [
            499.627855,
            309.69495,
            189.932906,
            1126.233906,
            518.848656,
            607.38525
        ],
        [
            0.275163,
            0.17056,
            0.104603,
            0.138139,
            0.100433,
            0.107804
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -99724,
            -30360,
            -91743,
            -1065441,
            -296790,
            -1037234
        ],
        [
            2.319705,
            3.904282,
            1.698394,
            1.285835,
            1.46259,
            1.215497
        ],
        [
            67,
            34,
            33,
            67,
            34,
            33
        ],
        [
            27,
            14,
            13,
            27,
            14,
            13
        ],
        [
            40,
            20,
            20,
            40,
            20,
            20
        ],
        [
            40.298507,
            41.176471,
            39.393939,
            40.298507,
            41.176471,
            39.393939
        ],
        [
            3.4366,
            5.577546,
            2.612914,
            1.904941,
            2.089415,
            1.869995
        ],
        [
            219774,
            219774,
            71235,
            562467,
            260526,
            562467
        ],
        [
            -36998,
            -11595,
            -36998,
            -445611,
            -149054,
            -445611
        ],
        [
            300,
            64,
            544,
            300,
            64,
            544
        ],
        [
            628,
            112,
            1184,
            628,
            112,
            1184
        ],
        [
            79,
            30,
            127,
            79,
            30,
            127
        ],
        [
            20136,
            2180,
            17956,
            20136,
            2180,
            17956
        ],
        [
            0,
            0,
            79.695286,
            0,
            0,
            79.695286
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -112369,
            392842,
            -53708,
            -132146,
            -59738,
            -51563
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "FIL_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 21789,
    "evaluation_days": 1815.75,
    "actual_first_datapoint_time": 1602777600000,
    "first_datapoint_time": 1604347200000,
    "last_datapoint_time": 1759694400000,
    "evaluation_time": 1759696872723,
    "expiration_time": 1765342108800,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "kcu",
        "factors": {
            "length": 219,
            "offset": 0,
            "scalar": 5
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 62,
            "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)