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Trade: FIL/USDT/240/T3/ZLMA/5324

Strategy
FIL/USDT/240/T3/ZLMA/5324
Pair
FIL_USDT
Interval
4h
Score
449107
Daily Profit
0.401534
Profit Factor
2.184166
Profitability
41.721854
Streak
43.515434
Best Strategy
Training Data Length
1811.170000
Evaluation Time
2025-09-30 23:22
Expiration Time
2025-11-24 02:02

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 727246.7292 430722.8877 296523.8415 4677943.8054 576590.7564 4101353.049
Total P&L (%) 727.2467 430.7229 296.5238 4677.9438 576.5908 4101.353
Avg Daily Profit (%) 0.4015 0.2378 0.1637 0.2137 0.1056 0.2066
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -69196 -80784 -39331 -2830696 -3034711 -960643
Profit Factor 2.1842 2.1632 2.2161 1.3097 1.0623 1.7013
Total Trades 151 76 75 151 76 75
Winning Trades 63 24 39 63 24 39
Losing Trades 88 52 36 88 52 36
Profitability (%) 41.7219 31.5789 52 41.7219 31.5789 52
Ratio Avg Win / Avg Loss 3.0509 4.6869 2.0456 1.8295 2.3017 1.5704
Largest Winning Trade 274244 274244 55100 2125297 2125297 1211766
Largest Losing Trade -23052 -23052 -21361 -675162 -525494 -675162
Avg Bars in Trades 70 65 74 70 65 74
Avg Bars in Winners 108 113 104 108 113 104
Avg Bars in Losers 42 43 42 42 43 42
Bars Traded 10573 4975 5598 10573 4975 5598
Profit Streak 43.5154 43.5154 53.0154 43.5154 43.5154 53.0154
Trades During Streak 2 1 1 2 1 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 449107 -44009 -44607 286873 -258519 -44817
Evaluation Data
{
    "trading_pair": "FIL_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 10867,
    "evaluation_days": 1811.17,
    "actual_first_datapoint_time": 1602777600000,
    "first_datapoint_time": 1603944000000,
    "last_datapoint_time": 1759248000000,
    "evaluation_time": 1759263733495,
    "expiration_time": 1763942544000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "t3",
        "factors": {
            "length": 45,
            "offset": 0,
            "a": 0.66579
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 82,
            "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": [
        [
            727246.7291717443,
            430722.8876810662,
            296523.8414906775,
            4677943.8054018505,
            576590.7564483447,
            4101353.048953506
        ],
        [
            727.246729,
            430.722888,
            296.523841,
            4677.943805,
            576.590756,
            4101.353049
        ],
        [
            0.401534,
            0.237815,
            0.163719,
            0.213714,
            0.105617,
            0.206599
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -69196,
            -80784,
            -39331,
            -2830696,
            -3034711,
            -960643
        ],
        [
            2.184166,
            2.16317,
            2.216052,
            1.309734,
            1.062302,
            1.701288
        ],
        [
            151,
            76,
            75,
            151,
            76,
            75
        ],
        [
            63,
            24,
            39,
            63,
            24,
            39
        ],
        [
            88,
            52,
            36,
            88,
            52,
            36
        ],
        [
            41.721854,
            31.578947,
            52,
            41.721854,
            31.578947,
            52
        ],
        [
            3.050899,
            4.686868,
            2.045587,
            1.829469,
            2.301654,
            1.57042
        ],
        [
            274244,
            274244,
            55100,
            2125297,
            2125297,
            1211766
        ],
        [
            -23052,
            -23052,
            -21361,
            -675162,
            -525494,
            -675162
        ],
        [
            70,
            65,
            74,
            70,
            65,
            74
        ],
        [
            108,
            113,
            104,
            108,
            113,
            104
        ],
        [
            42,
            43,
            42,
            42,
            43,
            42
        ],
        [
            10573,
            4975,
            5598,
            10573,
            4975,
            5598
        ],
        [
            43.515434,
            43.515434,
            53.015434,
            43.515434,
            43.515434,
            53.015434
        ],
        [
            2,
            1,
            1,
            2,
            1,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            449107,
            -44009,
            -44607,
            286873,
            -258519,
            -44817
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "FIL_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 10867,
    "evaluation_days": 1811.17,
    "actual_first_datapoint_time": 1602777600000,
    "first_datapoint_time": 1603944000000,
    "last_datapoint_time": 1759248000000,
    "evaluation_time": 1759263733495,
    "expiration_time": 1763942544000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "t3",
        "factors": {
            "length": 45,
            "offset": 0,
            "a": 0.66579
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 82,
            "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)