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Trade: FIL/USDT/240/ZLMA/WMA/5871

Strategy
FIL/USDT/240/ZLMA/WMA/5871
Pair
FIL_USDT
Interval
4h
Score
448846
Daily Profit
0.389168
Profit Factor
2.163264
Profitability
45.833333
Streak
0.000000
Best Strategy
Training Data Length
1822.830000
Evaluation Time
2025-10-12 14:47
Expiration Time
2025-12-06 02:26

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 709387.5408 422070.0546 287317.4862 2783571.9201 -884782.7638 3668354.6839
Total P&L (%) 709.3875 422.0701 287.3175 2783.5719 -884.7828 3668.3547
Avg Daily Profit (%) 0.3892 0.2315 0.1576 0.1846 0 0.1993
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -105460 -110520 -36761 -3145580 -3315196 -1010099
Profit Factor 2.1633 2.0018 2.5242 1.1978 0.9059 1.7856
Total Trades 120 60 60 120 60 60
Winning Trades 55 19 36 55 19 36
Losing Trades 65 41 24 65 41 24
Profitability (%) 45.8333 31.6667 60 45.8333 31.6667 60
Ratio Avg Win / Avg Loss 2.5566 4.3196 1.6828 1.4156 1.9548 1.1904
Largest Winning Trade 253835 253835 65222 2039354 2039354 1497312
Largest Losing Trade -29055 -29055 -26832 -1180955 -1180955 -737093
Avg Bars in Trades 87 102 73 87 102 73
Avg Bars in Winners 115 162 90 115 162 90
Avg Bars in Losers 64 74 48 64 74 48
Bars Traded 10553 6120 4433 10553 6120 4433
Profit Streak 0 0 37.4916 0 0 37.4916
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 448846 -164893 -155268 131923 -754587 -157032
Evaluation Data
{
    "trading_pair": "FIL_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 10937,
    "evaluation_days": 1822.83,
    "actual_first_datapoint_time": 1602777600000,
    "first_datapoint_time": 1605729600000,
    "last_datapoint_time": 1760256000000,
    "evaluation_time": 1760269677697,
    "expiration_time": 1764980784000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 206,
            "offset": 0
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 28,
            "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": [
        [
            709387.5407617157,
            422070.0545694923,
            287317.4861922233,
            2783571.920053075,
            -884782.763824804,
            3668354.683877879
        ],
        [
            709.387541,
            422.070055,
            287.317486,
            2783.57192,
            -884.782764,
            3668.354684
        ],
        [
            0.389168,
            0.231547,
            0.157622,
            0.184588,
            0,
            0.199297
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -105460,
            -110520,
            -36761,
            -3145580,
            -3315196,
            -1010099
        ],
        [
            2.163264,
            2.00177,
            2.524225,
            1.197807,
            0.905899,
            1.785571
        ],
        [
            120,
            60,
            60,
            120,
            60,
            60
        ],
        [
            55,
            19,
            36,
            55,
            19,
            36
        ],
        [
            65,
            41,
            24,
            65,
            41,
            24
        ],
        [
            45.833333,
            31.666667,
            60,
            45.833333,
            31.666667,
            60
        ],
        [
            2.556584,
            4.319608,
            1.682816,
            1.41559,
            1.954835,
            1.190381
        ],
        [
            253835,
            253835,
            65222,
            2039354,
            2039354,
            1497312
        ],
        [
            -29055,
            -29055,
            -26832,
            -1180955,
            -1180955,
            -737093
        ],
        [
            87,
            102,
            73,
            87,
            102,
            73
        ],
        [
            115,
            162,
            90,
            115,
            162,
            90
        ],
        [
            64,
            74,
            48,
            64,
            74,
            48
        ],
        [
            10553,
            6120,
            4433,
            10553,
            6120,
            4433
        ],
        [
            0,
            0,
            37.49164,
            0,
            0,
            37.49164
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            448846,
            -164893,
            -155268,
            131923,
            -754587,
            -157032
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "FIL_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 10937,
    "evaluation_days": 1822.83,
    "actual_first_datapoint_time": 1602777600000,
    "first_datapoint_time": 1605729600000,
    "last_datapoint_time": 1760256000000,
    "evaluation_time": 1760269677697,
    "expiration_time": 1764980784000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 206,
            "offset": 0
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 28,
            "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)