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Trade: FIL/USDT/120/ZLMA/VWAP/1196

Strategy
FIL/USDT/120/ZLMA/VWAP/1196
Pair
FIL_USDT
Interval
2h
Score
300751
Daily Profit
0.372902
Profit Factor
1.591075
Profitability
32.916667
Streak
0.000000
Best Strategy
Training Data Length
1804.500000
Evaluation Time
2025-09-27 08:19
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 672900.8255 366230.7854 306670.0401 5220434.6167 884917.5315 4335517.0852
Total P&L (%) 672.9008 366.2308 306.67 5220.4346 884.9175 4335.5171
Avg Daily Profit (%) 0.3729 0.203 0.1699 0.2205 0.1268 0.2104
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -65162 -98277 -70976 -3270215 -3075603 -2129903
Profit Factor 1.5911 1.6031 1.5774 1.194 1.0622 1.3415
Total Trades 480 240 240 480 240 240
Winning Trades 158 72 86 158 72 86
Losing Trades 322 168 154 322 168 154
Profitability (%) 32.9167 30 35.8333 32.9167 30 35.8333
Ratio Avg Win / Avg Loss 3.2426 3.7405 2.8246 2.4333 2.4786 2.4021
Largest Winning Trade 94475 94475 38662 2005745 2005745 1843457
Largest Losing Trade -21221 -21221 -19809 -812226 -812226 -511467
Avg Bars in Trades 44 48 40 44 48 40
Avg Bars in Winners 89 102 79 89 102 79
Avg Bars in Losers 22 25 18 22 25 18
Bars Traded 21370 11661 9709 21370 11661 9709
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 300751 129710 196028 -1976 -181295 171568
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": 1604289600000,
    "last_datapoint_time": 1758722400000,
    "evaluation_time": 1758950340067,
    "expiration_time": 1764335116800,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 211,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "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": [
        [
            672900.8254655461,
            366230.7853998496,
            306670.0400656968,
            5220434.616689825,
            884917.5315026718,
            4335517.085187146
        ],
        [
            672.900825,
            366.230785,
            306.67004,
            5220.434617,
            884.917532,
            4335.517085
        ],
        [
            0.372902,
            0.202954,
            0.169947,
            0.220478,
            0.126841,
            0.210375
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -65162,
            -98277,
            -70976,
            -3270215,
            -3075603,
            -2129903
        ],
        [
            1.591075,
            1.603068,
            1.577363,
            1.193965,
            1.062242,
            1.341459
        ],
        [
            480,
            240,
            240,
            480,
            240,
            240
        ],
        [
            158,
            72,
            86,
            158,
            72,
            86
        ],
        [
            322,
            168,
            154,
            322,
            168,
            154
        ],
        [
            32.916667,
            30,
            35.833333,
            32.916667,
            30,
            35.833333
        ],
        [
            3.24257,
            3.740492,
            2.82458,
            2.433269,
            2.478565,
            2.402147
        ],
        [
            94475,
            94475,
            38662,
            2005745,
            2005745,
            1843457
        ],
        [
            -21221,
            -21221,
            -19809,
            -812226,
            -812226,
            -511467
        ],
        [
            44,
            48,
            40,
            44,
            48,
            40
        ],
        [
            89,
            102,
            79,
            89,
            102,
            79
        ],
        [
            22,
            25,
            18,
            22,
            25,
            18
        ],
        [
            21370,
            11661,
            9709,
            21370,
            11661,
            9709
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            300751,
            129710,
            196028,
            -1976,
            -181295,
            171568
        ]
    ]
}
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": 1604289600000,
    "last_datapoint_time": 1758722400000,
    "evaluation_time": 1758950340067,
    "expiration_time": 1764335116800,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 211,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "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)