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Trade: FIL/USDT/480/ZLMA/SWMA/2354

Strategy
FIL/USDT/480/ZLMA/SWMA/2354
Pair
FIL_USDT
Interval
8h
Score
395317
Daily Profit
0.357807
Profit Factor
1.995544
Profitability
39.716312
Streak
39.387543
Best Strategy
Training Data Length
1814.000000
Evaluation Time
2025-10-03 12:18
Expiration Time
2025-11-26 20:04

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 649061.1893 400474.0892 248587.1001 1719131.0385 -122626.5951 1841757.6337
Total P&L (%) 649.0612 400.4741 248.5871 1719.131 -122.6266 1841.7576
Avg Daily Profit (%) 0.3578 0.2208 0.137 0.16 0 0.1637
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -122620 -117518 -44786 -1396026 -1409866 -591612
Profit Factor 1.9955 1.9655 2.0481 1.2021 0.977 1.5807
Total Trades 141 70 71 141 70 71
Winning Trades 56 19 37 56 19 37
Losing Trades 85 51 34 85 51 34
Profitability (%) 39.7163 27.1429 52.1127 39.7163 27.1429 52.1127
Ratio Avg Win / Avg Loss 3.029 5.2758 1.8821 1.8246 2.6225 1.4525
Largest Winning Trade 236510 236510 64828 899597 899597 758715
Largest Losing Trade -36500 -36500 -34900 -579378 -579378 -514214
Avg Bars in Trades 37 42 31 37 42 31
Avg Bars in Winners 52 70 43 52 70 43
Avg Bars in Losers 27 32 19 27 32 19
Bars Traded 5251 2985 2267 5251 2985 2267
Profit Streak 39.3875 39.3875 40.0542 39.3875 39.3875 40.0542
Trades During Streak 3 1 2 3 1 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 395317 -102749 -91614 219447 -692281 -75892
Evaluation Data
{
    "trading_pair": "FIL_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5442,
    "evaluation_days": 1814,
    "actual_first_datapoint_time": 1602777600000,
    "first_datapoint_time": 1605801600000,
    "last_datapoint_time": 1759478400000,
    "evaluation_time": 1759483083754,
    "expiration_time": 1764180288000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 106,
            "offset": 0
        }
    },
    "second_band": {
        "type": "swma",
        "factors": {
            "length": 9,
            "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": [
        [
            649061.1893419195,
            400474.0892148213,
            248587.1001270987,
            1719131.038529976,
            -122626.595143674,
            1841757.6336736493
        ],
        [
            649.061189,
            400.474089,
            248.5871,
            1719.131039,
            -122.626595,
            1841.757634
        ],
        [
            0.357807,
            0.220769,
            0.137038,
            0.160048,
            0,
            0.16365
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -122620,
            -117518,
            -44786,
            -1396026,
            -1409866,
            -591612
        ],
        [
            1.995544,
            1.965484,
            2.048114,
            1.202085,
            0.977016,
            1.580701
        ],
        [
            141,
            70,
            71,
            141,
            70,
            71
        ],
        [
            56,
            19,
            37,
            56,
            19,
            37
        ],
        [
            85,
            51,
            34,
            85,
            51,
            34
        ],
        [
            39.716312,
            27.142857,
            52.112676,
            39.716312,
            27.142857,
            52.112676
        ],
        [
            3.02895,
            5.275773,
            1.882051,
            1.824593,
            2.622517,
            1.452536
        ],
        [
            236510,
            236510,
            64828,
            899597,
            899597,
            758715
        ],
        [
            -36500,
            -36500,
            -34900,
            -579378,
            -579378,
            -514214
        ],
        [
            37,
            42,
            31,
            37,
            42,
            31
        ],
        [
            52,
            70,
            43,
            52,
            70,
            43
        ],
        [
            27,
            32,
            19,
            27,
            32,
            19
        ],
        [
            5251,
            2985,
            2267,
            5251,
            2985,
            2267
        ],
        [
            39.387543,
            39.387543,
            40.05421,
            39.387543,
            39.387543,
            40.05421
        ],
        [
            3,
            1,
            2,
            3,
            1,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            395317,
            -102749,
            -91614,
            219447,
            -692281,
            -75892
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "FIL_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5442,
    "evaluation_days": 1814,
    "actual_first_datapoint_time": 1602777600000,
    "first_datapoint_time": 1605801600000,
    "last_datapoint_time": 1759478400000,
    "evaluation_time": 1759483083754,
    "expiration_time": 1764180288000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 106,
            "offset": 0
        }
    },
    "second_band": {
        "type": "swma",
        "factors": {
            "length": 9,
            "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)