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Trade: FIL/USDT/240/LINREG/ZLMA/5321

Strategy
FIL/USDT/240/LINREG/ZLMA/5321
Pair
FIL_USDT
Interval
4h
Score
522407
Daily Profit
0.486169
Profit Factor
2.336446
Profitability
45.086705
Streak
15.412328
Best Strategy
Training Data Length
1815.500000
Evaluation Time
2025-10-05 04:53
Expiration Time
2025-11-28 13:09

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 882639.1998 520578.2412 362060.9586 14502291.5077 4563480.3004 9938811.2073
Total P&L (%) 882.6392 520.5782 362.061 14502.2915 4563.4803 9938.8112
Avg Daily Profit (%) 0.4862 0.2867 0.1994 0.2749 0.2119 0.2542
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -76803 -77215 -54020 -14491096 -12351901 -10039459
Profit Factor 2.3364 2.2777 2.431 1.201 1.1161 1.3026
Total Trades 173 86 87 173 86 87
Winning Trades 78 31 47 78 31 47
Losing Trades 95 55 40 95 55 40
Profitability (%) 45.0867 36.0465 54.023 45.0867 36.0465 54.023
Ratio Avg Win / Avg Loss 2.8457 4.0412 2.0689 1.4628 1.9802 1.1086
Largest Winning Trade 325371 325371 47622 8376205 8376205 5283299
Largest Losing Trade -32455 -32455 -22396 -5376943 -2937804 -5376943
Avg Bars in Trades 61 66 57 61 66 57
Avg Bars in Winners 87 97 80 87 97 80
Avg Bars in Losers 41 48 30 41 48 30
Bars Traded 10704 5692 5012 10704 5692 5012
Profit Streak 15.4123 0 16.579 15.4123 0 16.579
Trades During Streak 1 0 1 1 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 522407 265134 468784 278461 -89276 337478
Evaluation Data
{
    "trading_pair": "FIL_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 10893,
    "evaluation_days": 1815.5,
    "actual_first_datapoint_time": 1602777600000,
    "first_datapoint_time": 1605024000000,
    "last_datapoint_time": 1759622400000,
    "evaluation_time": 1759629225123,
    "expiration_time": 1764328176000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "linreg",
        "factors": {
            "length": 157,
            "offset": 0
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 37,
            "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": [
        [
            882639.1998045064,
            520578.2411913715,
            362060.9586131353,
            14502291.507653456,
            4563480.300355231,
            9938811.207298238
        ],
        [
            882.6392,
            520.578241,
            362.060959,
            14502.291508,
            4563.4803,
            9938.811207
        ],
        [
            0.486169,
            0.286741,
            0.199428,
            0.274889,
            0.211865,
            0.254194
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -76803,
            -77215,
            -54020,
            -14491096,
            -12351901,
            -10039459
        ],
        [
            2.336446,
            2.277744,
            2.430972,
            1.201037,
            1.116137,
            1.30261
        ],
        [
            173,
            86,
            87,
            173,
            86,
            87
        ],
        [
            78,
            31,
            47,
            78,
            31,
            47
        ],
        [
            95,
            55,
            40,
            95,
            55,
            40
        ],
        [
            45.086705,
            36.046512,
            54.022989,
            45.086705,
            36.046512,
            54.022989
        ],
        [
            2.845672,
            4.041159,
            2.068912,
            1.462801,
            1.980243,
            1.108605
        ],
        [
            325371,
            325371,
            47622,
            8376205,
            8376205,
            5283299
        ],
        [
            -32455,
            -32455,
            -22396,
            -5376943,
            -2937804,
            -5376943
        ],
        [
            61,
            66,
            57,
            61,
            66,
            57
        ],
        [
            87,
            97,
            80,
            87,
            97,
            80
        ],
        [
            41,
            48,
            30,
            41,
            48,
            30
        ],
        [
            10704,
            5692,
            5012,
            10704,
            5692,
            5012
        ],
        [
            15.412328,
            0,
            16.578994,
            15.412328,
            0,
            16.578994
        ],
        [
            1,
            0,
            1,
            1,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            522407,
            265134,
            468784,
            278461,
            -89276,
            337478
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "FIL_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 10893,
    "evaluation_days": 1815.5,
    "actual_first_datapoint_time": 1602777600000,
    "first_datapoint_time": 1605024000000,
    "last_datapoint_time": 1759622400000,
    "evaluation_time": 1759629225123,
    "expiration_time": 1764328176000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "linreg",
        "factors": {
            "length": 157,
            "offset": 0
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 37,
            "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)