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Trade: FIL/USDT/120/ZLMA/MIDPRICE/4724

Strategy
FIL/USDT/120/ZLMA/MIDPRICE/4724
Pair
FIL_USDT
Interval
2h
Score
416646
Daily Profit
0.345206
Profit Factor
1.850921
Profitability
44.444444
Streak
0.000000
Best Strategy
Training Data Length
1804.500000
Evaluation Time
2025-09-27 22:13
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 622924.4161 384571.7833 238352.6327 1196568.271 -17609.493 1214177.7641
Total P&L (%) 622.9244 384.5718 238.3526 1196.5683 -17.6095 1214.1778
Avg Daily Profit (%) 0.3452 0.2131 0.1321 0.1421 -0.0107 0.1428
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -124195 -158131 -35444 -1045431 -1206625 -377575
Profit Factor 1.8509 1.8333 1.8809 1.2261 0.9945 1.5819
Total Trades 180 90 90 180 90 90
Winning Trades 80 30 50 80 30 50
Losing Trades 100 60 40 100 60 40
Profitability (%) 44.4444 33.3333 55.5556 44.4444 33.3333 55.5556
Ratio Avg Win / Avg Loss 2.3137 3.6667 1.5047 1.5326 1.989 1.2655
Largest Winning Trade 291459 291459 50031 811892 811892 417126
Largest Losing Trade -32156 -32156 -24486 -303528 -282748 -303528
Avg Bars in Trades 115 129 102 115 129 102
Avg Bars in Winners 140 197 106 140 197 106
Avg Bars in Losers 95 94 96 95 94 96
Bars Traded 20824 11624 9200 20824 11624 9200
Profit Streak 0 0 87.4674 0 0 87.4674
Trades During Streak 0 0 3 0 0 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 416646 158999 -11349 -3402 -584795 59262
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": 1605225600000,
    "last_datapoint_time": 1758722400000,
    "evaluation_time": 1759000379856,
    "expiration_time": 1764335116800,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 226,
            "offset": 115
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 188,
            "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": [
        [
            622924.416056054,
            384571.7833464182,
            238352.6327096357,
            1196568.2710371139,
            -17609.4930268979,
            1214177.7640640112
        ],
        [
            622.924416,
            384.571783,
            238.352633,
            1196.568271,
            -17.609493,
            1214.177764
        ],
        [
            0.345206,
            0.213118,
            0.132088,
            0.142096,
            -0.010734,
            0.142845
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -124195,
            -158131,
            -35444,
            -1045431,
            -1206625,
            -377575
        ],
        [
            1.850921,
            1.833341,
            1.880905,
            1.226108,
            0.994507,
            1.581919
        ],
        [
            180,
            90,
            90,
            180,
            90,
            90
        ],
        [
            80,
            30,
            50,
            80,
            30,
            50
        ],
        [
            100,
            60,
            40,
            100,
            60,
            40
        ],
        [
            44.444444,
            33.333333,
            55.555556,
            44.444444,
            33.333333,
            55.555556
        ],
        [
            2.313651,
            3.666682,
            1.504724,
            1.532635,
            1.989013,
            1.265536
        ],
        [
            291459,
            291459,
            50031,
            811892,
            811892,
            417126
        ],
        [
            -32156,
            -32156,
            -24486,
            -303528,
            -282748,
            -303528
        ],
        [
            115,
            129,
            102,
            115,
            129,
            102
        ],
        [
            140,
            197,
            106,
            140,
            197,
            106
        ],
        [
            95,
            94,
            96,
            95,
            94,
            96
        ],
        [
            20824,
            11624,
            9200,
            20824,
            11624,
            9200
        ],
        [
            0,
            0,
            87.467359,
            0,
            0,
            87.467359
        ],
        [
            0,
            0,
            3,
            0,
            0,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            416646,
            158999,
            -11349,
            -3402,
            -584795,
            59262
        ]
    ]
}
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": 1605225600000,
    "last_datapoint_time": 1758722400000,
    "evaluation_time": 1759000379856,
    "expiration_time": 1764335116800,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 226,
            "offset": 115
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 188,
            "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)