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Trade: FIL/USDT/120/DCM/ZLMA/1186

Strategy
FIL/USDT/120/DCM/ZLMA/1186
Pair
FIL_USDT
Interval
2h
Score
349947
Daily Profit
0.213945
Profit Factor
1.380475
Profitability
51.028807
Streak
0.000000
Best Strategy
Training Data Length
1804.500000
Evaluation Time
2025-09-27 00:03
Expiration Time
2025-11-28 15:05

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 386064.3961 213273.1852 172791.211 140833.0375 -220719.7567 361552.7942
Total P&L (%) 386.0644 213.2732 172.7912 140.833 -220.7198 361.5528
Avg Daily Profit (%) 0.2139 0.1182 0.0958 0.0487 0 0.0848
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -159544 -120543 -112307 -981498 -581390 -653633
Profit Factor 1.3805 1.3952 1.3638 1.035 0.8953 1.1892
Total Trades 243 122 121 243 122 121
Winning Trades 124 58 66 124 58 66
Losing Trades 119 64 55 119 64 55
Profitability (%) 51.0288 47.541 54.5455 51.0288 47.541 54.5455
Ratio Avg Win / Avg Loss 1.3248 1.5395 1.1365 0.9933 0.9879 0.991
Largest Winning Trade 75190 75190 61499 411527 187110 411527
Largest Losing Trade -57244 -27683 -57244 -341687 -134482 -341687
Avg Bars in Trades 87 68 106 87 68 106
Avg Bars in Winners 103 69 134 103 69 134
Avg Bars in Losers 69 67 72 69 67 72
Bars Traded 21160 8317 12843 21160 8317 12843
Profit Streak 0 0 17.7942 0 0 17.7942
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 349947 -34629 -63735 -310086 -581964 -92888
Evaluation Data
{
    "trading_pair": "FIL_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 21654,
    "evaluation_days": 1804.5,
    "actual_first_datapoint_time": 1602777600000,
    "first_datapoint_time": 1603893600000,
    "last_datapoint_time": 1758722400000,
    "evaluation_time": 1758920622296,
    "expiration_time": 1764335116800,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 156,
            "offset": 0
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 133,
            "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": [
        [
            386064.3961352358,
            213273.1851786974,
            172791.2109565387,
            140833.0375129519,
            -220719.7566886975,
            361552.7942016492
        ],
        [
            386.064396,
            213.273185,
            172.791211,
            140.833038,
            -220.719757,
            361.552794
        ],
        [
            0.213945,
            0.11819,
            0.095756,
            0.04872,
            0,
            0.084792
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -159544,
            -120543,
            -112307,
            -981498,
            -581390,
            -653633
        ],
        [
            1.380475,
            1.395177,
            1.363771,
            1.035044,
            0.895289,
            1.189212
        ],
        [
            243,
            122,
            121,
            243,
            122,
            121
        ],
        [
            124,
            58,
            66,
            124,
            58,
            66
        ],
        [
            119,
            64,
            55,
            119,
            64,
            55
        ],
        [
            51.028807,
            47.540984,
            54.545455,
            51.028807,
            47.540984,
            54.545455
        ],
        [
            1.324811,
            1.539505,
            1.136476,
            0.993308,
            0.987905,
            0.99101
        ],
        [
            75190,
            75190,
            61499,
            411527,
            187110,
            411527
        ],
        [
            -57244,
            -27683,
            -57244,
            -341687,
            -134482,
            -341687
        ],
        [
            87,
            68,
            106,
            87,
            68,
            106
        ],
        [
            103,
            69,
            134,
            103,
            69,
            134
        ],
        [
            69,
            67,
            72,
            69,
            67,
            72
        ],
        [
            21160,
            8317,
            12843,
            21160,
            8317,
            12843
        ],
        [
            0,
            0,
            17.794239,
            0,
            0,
            17.79424
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            349947,
            -34629,
            -63735,
            -310086,
            -581964,
            -92888
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "FIL_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 21654,
    "evaluation_days": 1804.5,
    "actual_first_datapoint_time": 1602777600000,
    "first_datapoint_time": 1603893600000,
    "last_datapoint_time": 1758722400000,
    "evaluation_time": 1758920622296,
    "expiration_time": 1764335116800,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 156,
            "offset": 0
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 133,
            "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)