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Trade: FIL/USDT/15/ZLMA/MIDPOINT/8839

Strategy
FIL/USDT/15/ZLMA/MIDPOINT/8839
Pair
FIL_USDT
Interval
15m
Score
413525
Daily Profit
0.271311
Profit Factor
1.601792
Profitability
60.784314
Streak
7.308686
Best Strategy
Training Data Length
260.420000
Evaluation Time
2025-10-11 21:24
Expiration Time
2025-12-25 20:15

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 59083.6893 -11571.0281 70654.7174 40958.2368 -26219.5255 67177.7623
Total P&L (%) 59.0837 -11.571 70.6547 40.9582 -26.2195 67.1778
Avg Daily Profit (%) 0.2269 -0.0444 0.2713 0.1319 -0.1167 0.1975
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -68327 -38024 -38948 -67618 -46598 -33816
Profit Factor 1.1963 0.937 1.6018 1.1505 0.8474 1.6699
Total Trades 203 101 102 203 101 102
Winning Trades 119 57 62 119 57 62
Losing Trades 84 44 40 84 44 40
Profitability (%) 58.6207 56.4356 60.7843 58.6207 56.4356 60.7843
Ratio Avg Win / Avg Loss 0.8444 0.7233 1.0334 0.8121 0.6542 1.0774
Largest Winning Trade 27038 7693 27038 30000 6962 30000
Largest Losing Trade -29467 -29467 -15842 -29095 -29095 -11611
Avg Bars in Trades 121 121 122 121 121 122
Avg Bars in Winners 86 78 94 86 78 94
Avg Bars in Losers 171 176 165 171 176 165
Bars Traded 24718 12233 12485 24718 12233 12485
Profit Streak 7.3087 14.767 7.3087 7.3087 14.767 7.3087
Trades During Streak 8 7 4 8 7 4
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 119639 -579970 413525 -73185 -579970 388784
Evaluation Data
{
    "trading_pair": "FIL_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1737707400000,
    "first_datapoint_time": 1737889200000,
    "last_datapoint_time": 1760206500000,
    "evaluation_time": 1760207070462,
    "expiration_time": 1766686500000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 124,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 203,
            "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": [
        [
            59083.6893114958,
            -11571.0280902328,
            70654.7174017286,
            40958.2367723069,
            -26219.5255201069,
            67177.7622924138
        ],
        [
            59.083689,
            -11.571028,
            70.654717,
            40.958237,
            -26.219526,
            67.177762
        ],
        [
            0.226878,
            -0.044432,
            0.271311,
            0.13191,
            -0.116696,
            0.197525
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -68327,
            -38024,
            -38948,
            -67618,
            -46598,
            -33816
        ],
        [
            1.196251,
            0.936996,
            1.601792,
            1.150503,
            0.847443,
            1.669933
        ],
        [
            203,
            101,
            102,
            203,
            101,
            102
        ],
        [
            119,
            57,
            62,
            119,
            57,
            62
        ],
        [
            84,
            44,
            40,
            84,
            44,
            40
        ],
        [
            58.62069,
            56.435644,
            60.784314,
            58.62069,
            56.435644,
            60.784314
        ],
        [
            0.844412,
            0.723295,
            1.033414,
            0.81212,
            0.654167,
            1.077376
        ],
        [
            27038,
            7693,
            27038,
            30000,
            6962,
            30000
        ],
        [
            -29467,
            -29467,
            -15842,
            -29095,
            -29095,
            -11611
        ],
        [
            121,
            121,
            122,
            121,
            121,
            122
        ],
        [
            86,
            78,
            94,
            86,
            78,
            94
        ],
        [
            171,
            176,
            165,
            171,
            176,
            165
        ],
        [
            24718,
            12233,
            12485,
            24718,
            12233,
            12485
        ],
        [
            7.308686,
            14.767019,
            7.308686,
            7.308686,
            14.767019,
            7.308686
        ],
        [
            8,
            7,
            4,
            8,
            7,
            4
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            119639,
            -579970,
            413525,
            -73185,
            -579970,
            388784
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "FIL_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1737707400000,
    "first_datapoint_time": 1737889200000,
    "last_datapoint_time": 1760206500000,
    "evaluation_time": 1760207070462,
    "expiration_time": 1766686500000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 124,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 203,
            "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)