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Trade: FIL/USDT/15/ZLMA/WMA/2250

Strategy
FIL/USDT/15/ZLMA/WMA/2250
Pair
FIL_USDT
Interval
15m
Score
310812
Daily Profit
0.243945
Profit Factor
1.327684
Profitability
64.341085
Streak
5.047710
Best Strategy
Training Data Length
260.420000
Evaluation Time
2025-10-02 09:23
Expiration Time
2025-12-16 08:15

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 63528.1736 -4064.406 67592.5795 60112.4857 -11990.2892 72102.7749
Total P&L (%) 63.5282 -4.0644 67.5926 60.1125 -11.9903 72.1028
Avg Daily Profit (%) 0.2439 -0.0156 0.2596 0.1809 -0.049 0.2087
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -33027 -35061 -16227 -35355 -44293 -16348
Profit Factor 1.3277 0.9712 2.2775 1.276 0.9245 2.2214
Total Trades 129 65 64 129 65 64
Winning Trades 83 41 42 83 41 42
Losing Trades 46 24 22 46 24 22
Profitability (%) 64.3411 63.0769 65.625 64.3411 63.0769 65.625
Ratio Avg Win / Avg Loss 0.7358 0.5685 1.193 0.7072 0.5412 1.1636
Largest Winning Trade 10450 10450 6642 9710 9710 8175
Largest Losing Trade -28643 -28643 -9876 -30740 -30740 -10479
Avg Bars in Trades 190 198 182 190 198 182
Avg Bars in Winners 112 97 127 112 97 127
Avg Bars in Losers 330 371 286 330 371 286
Bars Traded 24566 12896 11670 24566 12896 11670
Profit Streak 5.0477 5.0477 17.6206 5.0477 5.0477 17.6206
Trades During Streak 4 2 3 4 2 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 310812 -710974 -125879 271846 -710974 -126262
Evaluation Data
{
    "trading_pair": "FIL_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1736886600000,
    "first_datapoint_time": 1737059400000,
    "last_datapoint_time": 1759385700000,
    "evaluation_time": 1759386222111,
    "expiration_time": 1765865700000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 193,
            "offset": 0
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 178,
            "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": [
        [
            63528.1735590748,
            -4064.4059680311,
            67592.5795271059,
            60112.4856664817,
            -11990.2891870026,
            72102.7748534842
        ],
        [
            63.528174,
            -4.064406,
            67.59258,
            60.112486,
            -11.990289,
            72.102775
        ],
        [
            0.243945,
            -0.015607,
            0.259552,
            0.180912,
            -0.049033,
            0.208697
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -33027,
            -35061,
            -16227,
            -35355,
            -44293,
            -16348
        ],
        [
            1.327684,
            0.971166,
            2.277504,
            1.275986,
            0.924483,
            2.221382
        ],
        [
            129,
            65,
            64,
            129,
            65,
            64
        ],
        [
            83,
            41,
            42,
            83,
            41,
            42
        ],
        [
            46,
            24,
            22,
            46,
            24,
            22
        ],
        [
            64.341085,
            63.076923,
            65.625,
            64.341085,
            63.076923,
            65.625
        ],
        [
            0.735825,
            0.568488,
            1.192978,
            0.707173,
            0.541161,
            1.163581
        ],
        [
            10450,
            10450,
            6642,
            9710,
            9710,
            8175
        ],
        [
            -28643,
            -28643,
            -9876,
            -30740,
            -30740,
            -10479
        ],
        [
            190,
            198,
            182,
            190,
            198,
            182
        ],
        [
            112,
            97,
            127,
            112,
            97,
            127
        ],
        [
            330,
            371,
            286,
            330,
            371,
            286
        ],
        [
            24566,
            12896,
            11670,
            24566,
            12896,
            11670
        ],
        [
            5.04771,
            5.04771,
            17.620626,
            5.04771,
            5.04771,
            17.620626
        ],
        [
            4,
            2,
            3,
            4,
            2,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            310812,
            -710974,
            -125879,
            271846,
            -710974,
            -126262
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "FIL_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1736886600000,
    "first_datapoint_time": 1737059400000,
    "last_datapoint_time": 1759385700000,
    "evaluation_time": 1759386222111,
    "expiration_time": 1765865700000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 193,
            "offset": 0
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 178,
            "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)