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Trade: FIL/USDT/5/VWAP/ZLMA/3030

Strategy
FIL/USDT/5/VWAP/ZLMA/3030
Pair
FIL_USDT
Interval
5m
Score
526911
Daily Profit
1.550017
Profit Factor
2.474607
Profitability
48.627451
Streak
1.266239
Best Strategy
Training Data Length
86.810000
Evaluation Time
2025-10-12 03:03
Expiration Time
2025-12-26 02:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 191108.0702 113836.9532 77271.1169 280093.8645 200017.6199 80076.2446
Total P&L (%) 191.1081 113.837 77.2711 280.0939 200.0176 80.0762
Avg Daily Profit (%) 2.2015 1.3113 0.8901 1.55 1.2736 0.6799
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -40158 -24023 -22545 -51517 -30553 -27772
Profit Factor 2.1486 2.3343 1.9531 2.4746 3.049 1.8673
Total Trades 255 128 127 255 128 127
Winning Trades 124 59 65 124 59 65
Losing Trades 131 69 62 131 69 62
Profitability (%) 48.6275 46.0938 51.1811 48.6275 46.0938 51.1811
Ratio Avg Win / Avg Loss 2.2699 2.7299 1.863 2.6143 3.5657 1.7811
Largest Winning Trade 113357 113357 64570 201944 201944 69898
Largest Losing Trade -7743 -4881 -7743 -10565 -5849 -10565
Avg Bars in Trades 96 101 90 96 101 90
Avg Bars in Winners 120 141 100 120 141 100
Avg Bars in Losers 73 68 79 73 68 79
Bars Traded 24538 13036 11502 24538 13036 11502
Profit Streak 1.2662 1.2662 1.8704 1.2662 1.2662 1.8704
Trades During Streak 2 1 2 2 1 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 524617 415044 460088 526911 453517 414353
Evaluation Data
{
    "trading_pair": "FIL_USDT",
    "interval": "5m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 86.81,
    "actual_first_datapoint_time": 1752727500000,
    "first_datapoint_time": 1752778500000,
    "last_datapoint_time": 1760227200000,
    "evaluation_time": 1760227403011,
    "expiration_time": 1766707200000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 171,
            "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": [
        [
            191108.0701550315,
            113836.9532061722,
            77271.1169488594,
            280093.8644830968,
            200017.619862062,
            80076.2446210347
        ],
        [
            191.10807,
            113.836953,
            77.271117,
            280.093864,
            200.01762,
            80.076245
        ],
        [
            2.201452,
            1.311335,
            0.890118,
            1.550017,
            1.273647,
            0.679884
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -40158,
            -24023,
            -22545,
            -51517,
            -30553,
            -27772
        ],
        [
            2.148568,
            2.334297,
            1.953117,
            2.474607,
            3.048962,
            1.867323
        ],
        [
            255,
            128,
            127,
            255,
            128,
            127
        ],
        [
            124,
            59,
            65,
            124,
            59,
            65
        ],
        [
            131,
            69,
            62,
            131,
            69,
            62
        ],
        [
            48.627451,
            46.09375,
            51.181102,
            48.627451,
            46.09375,
            51.181102
        ],
        [
            2.269859,
            2.72994,
            1.862973,
            2.614302,
            3.565735,
            1.781138
        ],
        [
            113357,
            113357,
            64570,
            201944,
            201944,
            69898
        ],
        [
            -7743,
            -4881,
            -7743,
            -10565,
            -5849,
            -10565
        ],
        [
            96,
            101,
            90,
            96,
            101,
            90
        ],
        [
            120,
            141,
            100,
            120,
            141,
            100
        ],
        [
            73,
            68,
            79,
            73,
            68,
            79
        ],
        [
            24538,
            13036,
            11502,
            24538,
            13036,
            11502
        ],
        [
            1.266238,
            1.266238,
            1.870405,
            1.266239,
            1.266239,
            1.870405
        ],
        [
            2,
            1,
            2,
            2,
            1,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            524617,
            415044,
            460088,
            526911,
            453517,
            414353
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "FIL_USDT",
    "interval": "5m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 86.81,
    "actual_first_datapoint_time": 1752727500000,
    "first_datapoint_time": 1752778500000,
    "last_datapoint_time": 1760227200000,
    "evaluation_time": 1760227403011,
    "expiration_time": 1766707200000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 171,
            "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)