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Trade: FIL/USDT/360/ZLMA/HMA/2638

Strategy
FIL/USDT/360/ZLMA/HMA/2638
Pair
FIL_USDT
Interval
6h
Score
302628
Daily Profit
0.281561
Profit Factor
1.654830
Profitability
40.384615
Streak
0.000000
Best Strategy
Training Data Length
1805.250000
Evaluation Time
2025-09-26 07:14
Expiration Time
2025-11-17 17:46

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 508288.1089 364695.8754 143592.2335 61783.0732 86432.5192 -24649.4461
Total P&L (%) 508.2881 364.6959 143.5922 61.7831 86.4325 -24.6494
Avg Daily Profit (%) 0.2816 0.202 0.0795 0.0267 0.0345 -0.0157
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -209820 -178070 -81997 -1279164 -734058 -691785
Profit Factor 1.6548 1.7669 1.4776 1.0233 1.0565 0.9781
Total Trades 104 52 52 104 52 52
Winning Trades 42 17 25 42 17 25
Losing Trades 62 35 27 62 35 27
Profitability (%) 40.3846 32.6923 48.0769 40.3846 32.6923 48.0769
Ratio Avg Win / Avg Loss 2.4428 3.6377 1.5958 1.5105 2.1751 1.0564
Largest Winning Trade 316582 316582 60250 567236 567236 395746
Largest Losing Trade -58242 -37946 -58242 -609640 -289418 -609640
Avg Bars in Trades 66 75 57 66 75 57
Avg Bars in Winners 93 118 76 93 118 76
Avg Bars in Losers 48 55 40 48 55 40
Bars Traded 6951 3948 3003 6951 3948 3003
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 302628 -176075 -265274 -355113 -491146 -759914

Evaluation Data

{
    "trading_pair": "FIL_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7221,
    "evaluation_days": 1805.25,
    "actual_first_datapoint_time": 1602763200000,
    "first_datapoint_time": 1605938400000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758860067244,
    "expiration_time": 1763394408000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 148,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hma",
        "factors": {
            "length": 89,
            "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": [
        [
            508288.1088908055,
            364695.8754114088,
            143592.2334793968,
            61783.0731590713,
            86432.5192406528,
            -24649.4460815816
        ],
        [
            508.288109,
            364.695875,
            143.592233,
            61.783073,
            86.432519,
            -24.649446
        ],
        [
            0.281561,
            0.20202,
            0.079541,
            0.026653,
            0.034511,
            -0.015676
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -209820,
            -178070,
            -81997,
            -1279164,
            -734058,
            -691785
        ],
        [
            1.65483,
            1.766862,
            1.477615,
            1.023256,
            1.056477,
            0.978115
        ],
        [
            104,
            52,
            52,
            104,
            52,
            52
        ],
        [
            42,
            17,
            25,
            42,
            17,
            25
        ],
        [
            62,
            35,
            27,
            62,
            35,
            27
        ],
        [
            40.384615,
            32.692308,
            48.076923,
            40.384615,
            32.692308,
            48.076923
        ],
        [
            2.442845,
            3.637658,
            1.595824,
            1.51052,
            2.1751,
            1.056364
        ],
        [
            316582,
            316582,
            60250,
            567236,
            567236,
            395746
        ],
        [
            -58242,
            -37946,
            -58242,
            -609640,
            -289418,
            -609640
        ],
        [
            66,
            75,
            57,
            66,
            75,
            57
        ],
        [
            93,
            118,
            76,
            93,
            118,
            76
        ],
        [
            48,
            55,
            40,
            48,
            55,
            40
        ],
        [
            6951,
            3948,
            3003,
            6951,
            3948,
            3003
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            302628,
            -176075,
            -265274,
            -355113,
            -491146,
            -759914
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "FIL_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7221,
    "evaluation_days": 1805.25,
    "actual_first_datapoint_time": 1602763200000,
    "first_datapoint_time": 1605938400000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758860067244,
    "expiration_time": 1763394408000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 148,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hma",
        "factors": {
            "length": 89,
            "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)