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Trade: FIL/USDT/240/BBM/ZLMA/6688

Strategy
FIL/USDT/240/BBM/ZLMA/6688
Pair
FIL_USDT
Interval
4h
Score
413483
Daily Profit
0.226302
Profit Factor
1.912255
Profitability
49.425287
Streak
0.000000
Best Strategy
Training Data Length
1822.000000
Evaluation Time
2025-10-11 18:39
Expiration Time
2025-12-05 05:50

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 412322.9306 226332.3307 185990.5999 300155.1895 -261244.2555 561399.4449
Total P&L (%) 412.3229 226.3323 185.9906 300.1552 -261.2443 561.3994
Avg Daily Profit (%) 0.2263 0.1242 0.1021 0.0761 0 0.1037
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -135253 -105248 -95966 -1907845 -1239435 -1419381
Profit Factor 1.9123 1.874 1.9636 1.0577 0.9057 1.2305
Total Trades 87 44 43 87 44 43
Winning Trades 43 20 23 43 20 23
Losing Trades 44 24 20 44 24 20
Profitability (%) 49.4253 45.4545 53.4884 49.4253 45.4545 53.4884
Ratio Avg Win / Avg Loss 1.9567 2.2488 1.7074 1.0823 1.0868 1.07
Largest Winning Trade 289967 289967 61068 504995 504995 409343
Largest Losing Trade -39535 -34966 -39535 -912474 -553262 -912474
Avg Bars in Trades 117 79 154 117 79 154
Avg Bars in Winners 159 105 206 159 105 206
Avg Bars in Losers 75 59 95 75 59 95
Bars Traded 10180 3517 6663 10180 3517 6663
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 413483 -25329 -52466 -248373 -580820 -53906
Evaluation Data
{
    "trading_pair": "FIL_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 10932,
    "evaluation_days": 1822,
    "actual_first_datapoint_time": 1602777600000,
    "first_datapoint_time": 1605355200000,
    "last_datapoint_time": 1760184000000,
    "evaluation_time": 1760197168388,
    "expiration_time": 1764906624000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "bbm",
        "factors": {
            "length": 60,
            "offset": 0,
            "std": 1.97426
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 180,
            "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": [
        [
            412322.9306179335,
            226332.3307033044,
            185990.5999146291,
            300155.1894504681,
            -261244.2554847923,
            561399.4449352607
        ],
        [
            412.322931,
            226.332331,
            185.9906,
            300.155189,
            -261.244255,
            561.399445
        ],
        [
            0.226302,
            0.124222,
            0.10208,
            0.076137,
            0,
            0.103741
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -135253,
            -105248,
            -95966,
            -1907845,
            -1239435,
            -1419381
        ],
        [
            1.912255,
            1.874012,
            1.96356,
            1.057668,
            0.905666,
            1.230502
        ],
        [
            87,
            44,
            43,
            87,
            44,
            43
        ],
        [
            43,
            20,
            23,
            43,
            20,
            23
        ],
        [
            44,
            24,
            20,
            44,
            24,
            20
        ],
        [
            49.425287,
            45.454545,
            53.488372,
            49.425287,
            45.454545,
            53.488372
        ],
        [
            1.956726,
            2.248814,
            1.707444,
            1.082265,
            1.0868,
            1.070002
        ],
        [
            289967,
            289967,
            61068,
            504995,
            504995,
            409343
        ],
        [
            -39535,
            -34966,
            -39535,
            -912474,
            -553262,
            -912474
        ],
        [
            117,
            79,
            154,
            117,
            79,
            154
        ],
        [
            159,
            105,
            206,
            159,
            105,
            206
        ],
        [
            75,
            59,
            95,
            75,
            59,
            95
        ],
        [
            10180,
            3517,
            6663,
            10180,
            3517,
            6663
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            413483,
            -25329,
            -52466,
            -248373,
            -580820,
            -53906
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "FIL_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 10932,
    "evaluation_days": 1822,
    "actual_first_datapoint_time": 1602777600000,
    "first_datapoint_time": 1605355200000,
    "last_datapoint_time": 1760184000000,
    "evaluation_time": 1760197168388,
    "expiration_time": 1764906624000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "bbm",
        "factors": {
            "length": 60,
            "offset": 0,
            "std": 1.97426
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 180,
            "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)