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Trade: FIL/USDT/15/ZLMA/RMA/2292

Strategy
FIL/USDT/15/ZLMA/RMA/2292
Pair
FIL_USDT
Interval
15m
Score
345747
Daily Profit
0.243222
Profit Factor
1.383624
Profitability
72.072072
Streak
11.368536
Best Strategy
Training Data Length
260.420000
Evaluation Time
2025-09-26 07:35
Expiration Time
2025-12-08 17:15

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 63339.952 1830.3344 61509.6176 62453.7587 5391.9397 57061.8191
Total P&L (%) 63.34 1.8303 61.5096 62.4538 5.3919 57.0618
Avg Daily Profit (%) 0.2432 0.007 0.2362 0.1865 0.0202 0.1735
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -42433 -40291 -16226 -39329 -37622 -19044
Profit Factor 1.3836 1.0173 2.0341 1.3573 1.0511 1.823
Total Trades 111 55 56 111 55 56
Winning Trades 80 35 45 80 35 45
Losing Trades 31 20 11 31 20 11
Profitability (%) 72.0721 63.6364 80.3571 72.0721 63.6364 80.3571
Ratio Avg Win / Avg Loss 0.5362 0.5813 0.4972 0.526 0.6006 0.4456
Largest Winning Trade 7871 7463 7871 7893 7465 7893
Largest Losing Trade -28404 -28404 -11535 -25264 -25264 -13591
Avg Bars in Trades 216 235 198 216 235 198
Avg Bars in Winners 128 130 127 128 130 127
Avg Bars in Losers 443 419 487 443 419 487
Bars Traded 24063 12954 11109 24063 12954 11109
Profit Streak 11.3685 28.5665 11.3685 11.3685 28.5665 11.3685
Trades During Streak 2 5 1 2 5 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 345747 -730492 -168440 320376 -675789 -169679

Evaluation Data

{
    "trading_pair": "FIL_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1736227800000,
    "first_datapoint_time": 1736403300000,
    "last_datapoint_time": 1758726900000,
    "evaluation_time": 1758861341523,
    "expiration_time": 1765206900000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 156,
            "offset": 0
        }
    },
    "second_band": {
        "type": "rma",
        "factors": {
            "length": 196,
            "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": [
        [
            63339.9520048152,
            1830.3343682337,
            61509.6176365816,
            62453.7587442376,
            5391.9396803803,
            57061.8190638574
        ],
        [
            63.339952,
            1.830334,
            61.509618,
            62.453759,
            5.39194,
            57.061819
        ],
        [
            0.243222,
            0.007028,
            0.236194,
            0.186497,
            0.020168,
            0.173512
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -42433,
            -40291,
            -16226,
            -39329,
            -37622,
            -19044
        ],
        [
            1.383624,
            1.017328,
            2.03406,
            1.357303,
            1.05113,
            1.822976
        ],
        [
            111,
            55,
            56,
            111,
            55,
            56
        ],
        [
            80,
            35,
            45,
            80,
            35,
            45
        ],
        [
            31,
            20,
            11,
            31,
            20,
            11
        ],
        [
            72.072072,
            63.636364,
            80.357143,
            72.072072,
            63.636364,
            80.357143
        ],
        [
            0.536154,
            0.581331,
            0.497215,
            0.525955,
            0.600646,
            0.445616
        ],
        [
            7871,
            7463,
            7871,
            7893,
            7465,
            7893
        ],
        [
            -28404,
            -28404,
            -11535,
            -25264,
            -25264,
            -13591
        ],
        [
            216,
            235,
            198,
            216,
            235,
            198
        ],
        [
            128,
            130,
            127,
            128,
            130,
            127
        ],
        [
            443,
            419,
            487,
            443,
            419,
            487
        ],
        [
            24063,
            12954,
            11109,
            24063,
            12954,
            11109
        ],
        [
            11.368536,
            28.566453,
            11.368536,
            11.368536,
            28.566453,
            11.368536
        ],
        [
            2,
            5,
            1,
            2,
            5,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            345747,
            -730492,
            -168440,
            320376,
            -675789,
            -169679
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "FIL_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1736227800000,
    "first_datapoint_time": 1736403300000,
    "last_datapoint_time": 1758726900000,
    "evaluation_time": 1758861341523,
    "expiration_time": 1765206900000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 156,
            "offset": 0
        }
    },
    "second_band": {
        "type": "rma",
        "factors": {
            "length": 196,
            "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)