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Trade: FIL/USDT/240/RMA/ZLMA/5185

Strategy
FIL/USDT/240/RMA/ZLMA/5185
Pair
FIL_USDT
Interval
4h
Score
326371
Daily Profit
0.159450
Profit Factor
1.611782
Profitability
45.714286
Streak
0.000000
Best Strategy
Training Data Length
1805.000000
Evaluation Time
2025-09-28 05:12
Expiration Time
2025-11-17 17:36

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 656851.8397 416786.6228 240065.2168 1517953.1766 -155981.7617 1673934.9383
Total P&L (%) 656.8518 416.7866 240.0652 1517.9532 -155.9818 1673.9349
Avg Daily Profit (%) 0.3639 0.2309 0.133 0.1543 0 0.1595
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -88140 -56530 -33521 -1657126 -1353876 -910148
Profit Factor 2.8413 2.8658 2.8004 1.2344 0.9583 1.6118
Total Trades 71 36 35 71 36 35
Winning Trades 22 6 16 22 6 16
Losing Trades 49 30 19 49 30 19
Profitability (%) 30.9859 16.6667 45.7143 30.9859 16.6667 45.7143
Ratio Avg Win / Avg Loss 6.3284 14.3289 3.3255 2.7493 4.7915 1.914
Largest Winning Trade 420641 420641 63572 949934 949934 948631
Largest Losing Trade -29142 -22476 -29142 -664055 -362898 -664055
Avg Bars in Trades 148 94 205 148 94 205
Avg Bars in Winners 386 383 387 386 383 387
Avg Bars in Losers 42 36 51 42 36 51
Bars Traded 10567 3388 7179 10567 3388 7179
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 -83809 -53189 -11804 -90230 -644545 326371
Evaluation Data
{
    "trading_pair": "FIL_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 10830,
    "evaluation_days": 1805,
    "actual_first_datapoint_time": 1602777600000,
    "first_datapoint_time": 1605081600000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1759025555811,
    "expiration_time": 1763393760000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "rma",
        "factors": {
            "length": 161,
            "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": [
        [
            656851.8396537392,
            416786.6228191797,
            240065.2168345597,
            1517953.1765958776,
            -155981.7617058461,
            1673934.938301724
        ],
        [
            656.85184,
            416.786623,
            240.065217,
            1517.953177,
            -155.981762,
            1673.934938
        ],
        [
            0.363907,
            0.230907,
            0.133,
            0.154343,
            0,
            0.15945
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -88140,
            -56530,
            -33521,
            -1657126,
            -1353876,
            -910148
        ],
        [
            2.841333,
            2.865776,
            2.800383,
            1.234375,
            0.958299,
            1.611782
        ],
        [
            71,
            36,
            35,
            71,
            36,
            35
        ],
        [
            22,
            6,
            16,
            22,
            6,
            16
        ],
        [
            49,
            30,
            19,
            49,
            30,
            19
        ],
        [
            30.985915,
            16.666667,
            45.714286,
            30.985915,
            16.666667,
            45.714286
        ],
        [
            6.328422,
            14.32888,
            3.325454,
            2.74929,
            4.791493,
            1.913992
        ],
        [
            420641,
            420641,
            63572,
            949934,
            949934,
            948631
        ],
        [
            -29142,
            -22476,
            -29142,
            -664055,
            -362898,
            -664055
        ],
        [
            148,
            94,
            205,
            148,
            94,
            205
        ],
        [
            386,
            383,
            387,
            386,
            383,
            387
        ],
        [
            42,
            36,
            51,
            42,
            36,
            51
        ],
        [
            10567,
            3388,
            7179,
            10567,
            3388,
            7179
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -83809,
            -53189,
            -11804,
            -90230,
            -644545,
            326371
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "FIL_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 10830,
    "evaluation_days": 1805,
    "actual_first_datapoint_time": 1602777600000,
    "first_datapoint_time": 1605081600000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1759025555811,
    "expiration_time": 1763393760000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "rma",
        "factors": {
            "length": 161,
            "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)