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Trade: FIL/USDT/720/HILO/ZLMA/1224

Strategy
FIL/USDT/720/HILO/ZLMA/1224
Pair
FIL_USDT
Interval
12h
Score
462271
Daily Profit
0.519155
Profit Factor
2.653798
Profitability
39.490446
Streak
0.000000
Best Strategy
Training Data Length
1805.500000
Evaluation Time
2025-09-27 22:19
Expiration Time
2025-11-17 17:57

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 937334.7955 630707.2123 306627.5832 5736293.5828 -362473.5555 6098767.1383
Total P&L (%) 937.3348 630.7072 306.6276 5736.2936 -362.4736 6098.7671
Avg Daily Profit (%) 0.5192 0.3493 0.1698 0.2255 0 0.2288
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -66194 -91392 -26175 -4519791 -5407348 -1823663
Profit Factor 2.6538 2.7792 2.4444 1.2006 0.9786 1.5239
Total Trades 157 79 78 157 79 78
Winning Trades 62 24 38 62 24 38
Losing Trades 95 55 40 95 55 40
Profitability (%) 39.4904 30.3797 48.7179 39.4904 30.3797 48.7179
Ratio Avg Win / Avg Loss 4.0663 6.369 2.5731 1.8396 2.2427 1.6041
Largest Winning Trade 553305 553305 67818 3846424 3846424 2316542
Largest Losing Trade -18287 -18287 -13780 -1426563 -1426563 -984978
Avg Bars in Trades 22 18 25 22 18 25
Avg Bars in Winners 40 38 41 40 38 41
Avg Bars in Losers 10 10 11 10 10 11
Bars Traded 3519 1493 2026 3519 1493 2026
Profit Streak 0 0 0 0 0 0
Trades During Streak 0 0 0 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 462271 -19692 -22657 210831 -612310 -23831
Evaluation Data
{
    "trading_pair": "FIL_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3611,
    "evaluation_days": 1805.5,
    "actual_first_datapoint_time": 1602763200000,
    "first_datapoint_time": 1604620800000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1759000786515,
    "expiration_time": 1763395056000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 44,
            "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": [
        [
            937334.7954870916,
            630707.2123046295,
            306627.5831824624,
            5736293.582766164,
            -362473.5555299071,
            6098767.1382960705
        ],
        [
            937.334795,
            630.707212,
            306.627583,
            5736.293583,
            -362.473556,
            6098.767138
        ],
        [
            0.519155,
            0.349326,
            0.16983,
            0.225492,
            0,
            0.228837
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -66194,
            -91392,
            -26175,
            -4519791,
            -5407348,
            -1823663
        ],
        [
            2.653798,
            2.779184,
            2.444416,
            1.200588,
            0.978623,
            1.523902
        ],
        [
            157,
            79,
            78,
            157,
            79,
            78
        ],
        [
            62,
            24,
            38,
            62,
            24,
            38
        ],
        [
            95,
            55,
            40,
            95,
            55,
            40
        ],
        [
            39.490446,
            30.379747,
            48.717949,
            39.490446,
            30.379747,
            48.717949
        ],
        [
            4.066303,
            6.368964,
            2.57307,
            1.83961,
            2.242678,
            1.604108
        ],
        [
            553305,
            553305,
            67818,
            3846424,
            3846424,
            2316542
        ],
        [
            -18287,
            -18287,
            -13780,
            -1426563,
            -1426563,
            -984978
        ],
        [
            22,
            18,
            25,
            22,
            18,
            25
        ],
        [
            40,
            38,
            41,
            40,
            38,
            41
        ],
        [
            10,
            10,
            11,
            10,
            10,
            11
        ],
        [
            3519,
            1493,
            2026,
            3519,
            1493,
            2026
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            462271,
            -19692,
            -22657,
            210831,
            -612310,
            -23831
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "FIL_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3611,
    "evaluation_days": 1805.5,
    "actual_first_datapoint_time": 1602763200000,
    "first_datapoint_time": 1604620800000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1759000786515,
    "expiration_time": 1763395056000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 44,
            "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)