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Trade: FIL/USDT/120/ZLMA/HMA/4710

Strategy
FIL/USDT/120/ZLMA/HMA/4710
Pair
FIL_USDT
Interval
2h
Score
390643
Daily Profit
0.218901
Profit Factor
1.457311
Profitability
45.901639
Streak
133.054645
Best Strategy
Training Data Length
1816.830000
Evaluation Time
2025-10-07 02:18
Expiration Time
2025-12-11 09:44

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 397705.5278 227920.4711 169785.0567 159986.7568 50210.1039 109776.6528
Total P&L (%) 397.7055 227.9205 169.7851 159.9868 50.2101 109.7767
Avg Daily Profit (%) 0.2189 0.1255 0.0935 0.0526 0.0224 0.0408
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -130634 -122231 -75415 -535949 -536720 -390141
Profit Factor 1.4573 1.4797 1.4304 1.0604 1.0366 1.0862
Total Trades 183 91 92 183 91 92
Winning Trades 84 36 48 84 36 48
Losing Trades 99 55 44 99 55 44
Profitability (%) 45.9016 39.5604 52.1739 45.9016 39.5604 52.1739
Ratio Avg Win / Avg Loss 1.7175 2.2606 1.3112 1.2498 1.5837 0.9957
Largest Winning Trade 115768 115768 52028 259156 259156 126023
Largest Losing Trade -51731 -35756 -51731 -214329 -150381 -214329
Avg Bars in Trades 117 130 104 117 130 104
Avg Bars in Winners 145 160 134 145 160 134
Avg Bars in Losers 93 110 73 93 110 73
Bars Traded 21505 11854 9651 21505 11854 9651
Profit Streak 133.0546 133.0546 135.2213 133.0546 133.0546 135.2213
Trades During Streak 9 4 5 9 4 5
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 390643 -26233 -65935 -275792 -346434 -264434
Evaluation Data
{
    "trading_pair": "FIL_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 21802,
    "evaluation_days": 1816.83,
    "actual_first_datapoint_time": 1602777600000,
    "first_datapoint_time": 1604433600000,
    "last_datapoint_time": 1759788000000,
    "evaluation_time": 1759792721347,
    "expiration_time": 1765439078400,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 231,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hma",
        "factors": {
            "length": 177,
            "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": [
        [
            397705.5277874373,
            227920.471052088,
            169785.0567353489,
            159986.7567757269,
            50210.1039402102,
            109776.6528355169
        ],
        [
            397.705528,
            227.920471,
            169.785057,
            159.986757,
            50.210104,
            109.776653
        ],
        [
            0.218901,
            0.12545,
            0.093451,
            0.052603,
            0.022397,
            0.040787
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -130634,
            -122231,
            -75415,
            -535949,
            -536720,
            -390141
        ],
        [
            1.457311,
            1.479666,
            1.430384,
            1.060447,
            1.036574,
            1.086176
        ],
        [
            183,
            91,
            92,
            183,
            91,
            92
        ],
        [
            84,
            36,
            48,
            84,
            36,
            48
        ],
        [
            99,
            55,
            44,
            99,
            55,
            44
        ],
        [
            45.901639,
            39.56044,
            52.173913,
            45.901639,
            39.56044,
            52.173913
        ],
        [
            1.717545,
            2.260601,
            1.311185,
            1.249813,
            1.583655,
            0.995661
        ],
        [
            115768,
            115768,
            52028,
            259156,
            259156,
            126023
        ],
        [
            -51731,
            -35756,
            -51731,
            -214329,
            -150381,
            -214329
        ],
        [
            117,
            130,
            104,
            117,
            130,
            104
        ],
        [
            145,
            160,
            134,
            145,
            160,
            134
        ],
        [
            93,
            110,
            73,
            93,
            110,
            73
        ],
        [
            21505,
            11854,
            9651,
            21505,
            11854,
            9651
        ],
        [
            133.054645,
            133.054645,
            135.221312,
            133.054645,
            133.054645,
            135.221312
        ],
        [
            9,
            4,
            5,
            9,
            4,
            5
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            390643,
            -26233,
            -65935,
            -275792,
            -346434,
            -264434
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "FIL_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 21802,
    "evaluation_days": 1816.83,
    "actual_first_datapoint_time": 1602777600000,
    "first_datapoint_time": 1604433600000,
    "last_datapoint_time": 1759788000000,
    "evaluation_time": 1759792721347,
    "expiration_time": 1765439078400,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 231,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hma",
        "factors": {
            "length": 177,
            "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)