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Trade: FIL/USDT/240/HMA/ZLMA/9055

Strategy
FIL/USDT/240/HMA/ZLMA/9055
Pair
FIL_USDT
Interval
4h
Score
418299
Daily Profit
0.312975
Profit Factor
1.651240
Profitability
43.181818
Streak
37.787936
Best Strategy
Training Data Length
1818.330000
Evaluation Time
2025-10-08 01:54
Expiration Time
2025-12-01 11:12

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 569092.0944 297746.0637 271346.0307 1439415.3066 703565.891 735849.4156
Total P&L (%) 569.0921 297.7461 271.346 1439.4153 703.5659 735.8494
Avg Daily Profit (%) 0.313 0.1637 0.1492 0.1505 0.1147 0.1168
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -94473 -63960 -93638 -1625420 -819843 -1404946
Profit Factor 1.6512 1.701 1.6042 1.1816 1.1949 1.1704
Total Trades 220 110 110 220 110 110
Winning Trades 95 43 52 95 43 52
Losing Trades 125 67 58 125 67 58
Profitability (%) 43.1818 39.0909 47.2727 43.1818 39.0909 47.2727
Ratio Avg Win / Avg Loss 2.1727 2.6504 1.7893 1.5547 1.8619 1.3055
Largest Winning Trade 95652 95652 52476 607062 607062 373624
Largest Losing Trade -68818 -29096 -68818 -488156 -296387 -488156
Avg Bars in Trades 48 50 46 48 50 46
Avg Bars in Winners 71 77 66 71 77 66
Avg Bars in Losers 31 33 29 31 33 29
Bars Traded 10712 5566 5146 10712 5566 5146
Profit Streak 37.7879 43.6213 37.7879 37.7879 43.6213 37.7879
Trades During Streak 2 1 1 2 1 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 418299 237013 303255 -12580 -48446 -70452
Evaluation Data
{
    "trading_pair": "FIL_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 10910,
    "evaluation_days": 1818.33,
    "actual_first_datapoint_time": 1602777600000,
    "first_datapoint_time": 1604908800000,
    "last_datapoint_time": 1759867200000,
    "evaluation_time": 1759877677719,
    "expiration_time": 1764580320000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hma",
        "factors": {
            "length": 139,
            "offset": 0
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 61,
            "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": [
        [
            569092.0944103678,
            297746.0636980102,
            271346.0307123579,
            1439415.306586946,
            703565.8909545598,
            735849.4156323867
        ],
        [
            569.092094,
            297.746064,
            271.346031,
            1439.415307,
            703.565891,
            735.849416
        ],
        [
            0.312975,
            0.163747,
            0.149228,
            0.15047,
            0.11467,
            0.116839
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -94473,
            -63960,
            -93638,
            -1625420,
            -819843,
            -1404946
        ],
        [
            1.65124,
            1.700978,
            1.604197,
            1.181575,
            1.194924,
            1.170415
        ],
        [
            220,
            110,
            110,
            220,
            110,
            110
        ],
        [
            95,
            43,
            52,
            95,
            43,
            52
        ],
        [
            125,
            67,
            58,
            125,
            67,
            58
        ],
        [
            43.181818,
            39.090909,
            47.272727,
            43.181818,
            39.090909,
            47.272727
        ],
        [
            2.172684,
            2.650362,
            1.789297,
            1.554703,
            1.861859,
            1.305463
        ],
        [
            95652,
            95652,
            52476,
            607062,
            607062,
            373624
        ],
        [
            -68818,
            -29096,
            -68818,
            -488156,
            -296387,
            -488156
        ],
        [
            48,
            50,
            46,
            48,
            50,
            46
        ],
        [
            71,
            77,
            66,
            71,
            77,
            66
        ],
        [
            31,
            33,
            29,
            31,
            33,
            29
        ],
        [
            10712,
            5566,
            5146,
            10712,
            5566,
            5146
        ],
        [
            37.787936,
            43.62127,
            37.787936,
            37.787937,
            43.62127,
            37.787937
        ],
        [
            2,
            1,
            1,
            2,
            1,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            418299,
            237013,
            303255,
            -12580,
            -48446,
            -70452
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "FIL_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 10910,
    "evaluation_days": 1818.33,
    "actual_first_datapoint_time": 1602777600000,
    "first_datapoint_time": 1604908800000,
    "last_datapoint_time": 1759867200000,
    "evaluation_time": 1759877677719,
    "expiration_time": 1764580320000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hma",
        "factors": {
            "length": 139,
            "offset": 0
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 61,
            "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)