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Trade: FIL/USDT/240/SSF/ZLMA/3343

Strategy
FIL/USDT/240/SSF/ZLMA/3343
Pair
FIL_USDT
Interval
4h
Score
416349
Daily Profit
0.393409
Profit Factor
2.423388
Profitability
42.201835
Streak
0.000000
Best Strategy
Training Data Length
1822.500000
Evaluation Time
2025-10-12 03:37
Expiration Time
2025-12-05 18:12

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 716988.1421 405875.8992 311112.2429 4553630.6364 -711386.3191 5265016.9555
Total P&L (%) 716.9881 405.8759 311.1122 4553.6306 -711.3863 5265.017
Avg Daily Profit (%) 0.3934 0.2227 0.1707 0.2109 0 0.2188
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -71093 -67823 -36784 -2543739 -4045473 -1075985
Profit Factor 2.4234 2.237 2.7717 1.319 0.9237 2.065
Total Trades 109 55 54 109 55 54
Winning Trades 46 16 30 46 16 30
Losing Trades 63 39 24 63 39 24
Profitability (%) 42.2018 29.0909 55.5556 42.2018 29.0909 55.5556
Ratio Avg Win / Avg Loss 3.319 5.4527 2.2173 1.8065 2.2516 1.652
Largest Winning Trade 288225 288225 71091 2567264 2567264 1932075
Largest Losing Trade -32261 -25980 -32261 -1633365 -1633365 -997176
Avg Bars in Trades 98 78 118 98 78 118
Avg Bars in Winners 166 161 169 166 161 169
Avg Bars in Losers 48 44 54 48 44 54
Bars Traded 10684 4303 6381 10684 4303 6381
Profit Streak 0 0 33.8595 0 0 33.8595
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 416349 -180044 -166133 241189 -770117 -166670
Evaluation Data
{
    "trading_pair": "FIL_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 10935,
    "evaluation_days": 1822.5,
    "actual_first_datapoint_time": 1602777600000,
    "first_datapoint_time": 1604260800000,
    "last_datapoint_time": 1760227200000,
    "evaluation_time": 1760229456815,
    "expiration_time": 1764951120000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 152,
            "offset": 0,
            "poles": 2
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 104,
            "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": [
        [
            716988.1421362703,
            405875.899209765,
            311112.242926505,
            4553630.6363579845,
            -711386.3190991218,
            5265016.955457109
        ],
        [
            716.988142,
            405.875899,
            311.112243,
            4553.630636,
            -711.386319,
            5265.016955
        ],
        [
            0.393409,
            0.222703,
            0.170706,
            0.210935,
            0,
            0.218757
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -71093,
            -67823,
            -36784,
            -2543739,
            -4045473,
            -1075985
        ],
        [
            2.423388,
            2.236987,
            2.771683,
            1.319046,
            0.923743,
            2.064973
        ],
        [
            109,
            55,
            54,
            109,
            55,
            54
        ],
        [
            46,
            16,
            30,
            46,
            16,
            30
        ],
        [
            63,
            39,
            24,
            63,
            39,
            24
        ],
        [
            42.201835,
            29.090909,
            55.555556,
            42.201835,
            29.090909,
            55.555556
        ],
        [
            3.318989,
            5.452655,
            2.217347,
            1.80652,
            2.251624,
            1.651979
        ],
        [
            288225,
            288225,
            71091,
            2567264,
            2567264,
            1932075
        ],
        [
            -32261,
            -25980,
            -32261,
            -1633365,
            -1633365,
            -997176
        ],
        [
            98,
            78,
            118,
            98,
            78,
            118
        ],
        [
            166,
            161,
            169,
            166,
            161,
            169
        ],
        [
            48,
            44,
            54,
            48,
            44,
            54
        ],
        [
            10684,
            4303,
            6381,
            10684,
            4303,
            6381
        ],
        [
            0,
            0,
            33.859454,
            0,
            0,
            33.859454
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            416349,
            -180044,
            -166133,
            241189,
            -770117,
            -166670
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "FIL_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 10935,
    "evaluation_days": 1822.5,
    "actual_first_datapoint_time": 1602777600000,
    "first_datapoint_time": 1604260800000,
    "last_datapoint_time": 1760227200000,
    "evaluation_time": 1760229456815,
    "expiration_time": 1764951120000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 152,
            "offset": 0,
            "poles": 2
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 104,
            "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)