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Trade: FIL/USDT/120/BBM/ZLMA/1449

Strategy
FIL/USDT/120/BBM/ZLMA/1449
Pair
FIL_USDT
Interval
2h
Score
314861
Daily Profit
0.292753
Profit Factor
1.691668
Profitability
38.271605
Streak
0.000000
Best Strategy
Training Data Length
1822.080000
Evaluation Time
2025-10-12 08:17
Expiration Time
2025-12-16 20:16

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 533419.6811 309287.5301 224132.151 628263.883 -438603.8161 1066867.6991
Total P&L (%) 533.4197 309.2875 224.1322 628.2639 -438.6038 1066.8677
Avg Daily Profit (%) 0.2928 0.1697 0.123 0.109 0 0.1349
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -69358 -83516 -51116 -882806 -1106449 -419537
Profit Factor 1.6917 1.679 1.71 1.1075 0.8746 1.4545
Total Trades 243 122 121 243 122 121
Winning Trades 93 38 55 93 38 55
Losing Trades 150 84 66 150 84 66
Profitability (%) 38.2716 31.1475 45.4545 38.2716 31.1475 45.4545
Ratio Avg Win / Avg Loss 2.7285 3.7114 2.052 1.7863 1.9332 1.7454
Largest Winning Trade 283161 283161 67028 601958 601958 367387
Largest Losing Trade -31912 -31912 -27862 -341334 -341334 -233301
Avg Bars in Trades 88 72 104 88 72 104
Avg Bars in Winners 163 142 177 163 142 177
Avg Bars in Losers 42 40 44 42 40 44
Bars Traded 21533 8834 12699 21533 8834 12699
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 314861 107335 -27554 -151470 -585561 -12341
Evaluation Data
{
    "trading_pair": "FIL_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 21865,
    "evaluation_days": 1822.08,
    "actual_first_datapoint_time": 1602777600000,
    "first_datapoint_time": 1603605600000,
    "last_datapoint_time": 1760241600000,
    "evaluation_time": 1760246275318,
    "expiration_time": 1765909008000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "bbm",
        "factors": {
            "length": 242,
            "offset": 0,
            "std": 4.32314
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 116,
            "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": [
        [
            533419.6810643917,
            309287.5300981738,
            224132.150966218,
            628263.8830033955,
            -438603.8161404999,
            1066867.6991438956
        ],
        [
            533.419681,
            309.28753,
            224.132151,
            628.263883,
            -438.603816,
            1066.867699
        ],
        [
            0.292753,
            0.169744,
            0.123009,
            0.109028,
            0,
            0.134932
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -69358,
            -83516,
            -51116,
            -882806,
            -1106449,
            -419537
        ],
        [
            1.691668,
            1.678987,
            1.709966,
            1.107504,
            0.874565,
            1.454485
        ],
        [
            243,
            122,
            121,
            243,
            122,
            121
        ],
        [
            93,
            38,
            55,
            93,
            38,
            55
        ],
        [
            150,
            84,
            66,
            150,
            84,
            66
        ],
        [
            38.271605,
            31.147541,
            45.454545,
            38.271605,
            31.147541,
            45.454545
        ],
        [
            2.728497,
            3.711445,
            2.051959,
            1.786297,
            1.933249,
            1.745382
        ],
        [
            283161,
            283161,
            67028,
            601958,
            601958,
            367387
        ],
        [
            -31912,
            -31912,
            -27862,
            -341334,
            -341334,
            -233301
        ],
        [
            88,
            72,
            104,
            88,
            72,
            104
        ],
        [
            163,
            142,
            177,
            163,
            142,
            177
        ],
        [
            42,
            40,
            44,
            42,
            40,
            44
        ],
        [
            21533,
            8834,
            12699,
            21533,
            8834,
            12699
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            314861,
            107335,
            -27554,
            -151470,
            -585561,
            -12341
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "FIL_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 21865,
    "evaluation_days": 1822.08,
    "actual_first_datapoint_time": 1602777600000,
    "first_datapoint_time": 1603605600000,
    "last_datapoint_time": 1760241600000,
    "evaluation_time": 1760246275318,
    "expiration_time": 1765909008000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "bbm",
        "factors": {
            "length": 242,
            "offset": 0,
            "std": 4.32314
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 116,
            "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)