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Trade: FIL/USDT/60/ZLMA/BBU/5618

Strategy
FIL/USDT/60/ZLMA/BBU/5618
Pair
FIL_USDT
Interval
1h
Score
358698
Daily Profit
0.164707
Profit Factor
1.395982
Profitability
57.657658
Streak
6.801085
Best Strategy
Training Data Length
1041.670000
Evaluation Time
2025-10-10 19:13
Expiration Time
2025-12-24 18:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 171570.3556 128871.7031 42698.6525 71737.0787 4801.0113 66936.0674
Total P&L (%) 171.5704 128.8717 42.6987 71.7371 4.801 66.9361
Avg Daily Profit (%) 0.1647 0.1237 0.041 0.0519 0.0045 0.0492
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -112773 -95132 -28061 -483758 -356289 -157447
Profit Factor 1.396 1.3965 1.3945 1.0466 1.0042 1.1709
Total Trades 111 55 56 111 55 56
Winning Trades 64 28 36 64 28 36
Losing Trades 47 27 20 47 27 20
Profitability (%) 57.6577 50.9091 64.2857 57.6577 50.9091 64.2857
Ratio Avg Win / Avg Loss 1.0252 1.3466 0.7747 0.7686 0.9683 0.6505
Largest Winning Trade 84155 84155 18455 166096 166096 80805
Largest Losing Trade -42176 -42176 -20267 -152427 -152427 -131350
Avg Bars in Trades 217 415 23 217 415 23
Avg Bars in Winners 102 206 21 102 206 21
Avg Bars in Losers 373 631 25 373 631 25
Bars Traded 24120 22827 1293 24120 22827 1293
Profit Streak 6.8011 0 27.1344 6.8011 0 27.1344
Trades During Streak 1 0 1 1 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 358698 -207115 -318524 -292527 -750111 -338972
Evaluation Data
{
    "trading_pair": "FIL_USDT",
    "interval": "1h",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 1041.67,
    "actual_first_datapoint_time": 1670112000000,
    "first_datapoint_time": 1670536800000,
    "last_datapoint_time": 1760112000000,
    "evaluation_time": 1760112813737,
    "expiration_time": 1766592000000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 119,
            "offset": 0
        }
    },
    "second_band": {
        "type": "bbu",
        "factors": {
            "length": 215,
            "offset": 0,
            "std": 1.08688
        }
    }
}
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": [
        [
            171570.3555953301,
            128871.7030599317,
            42698.6525353985,
            71737.0786761594,
            4801.0112639587,
            66936.0674122006
        ],
        [
            171.570356,
            128.871703,
            42.698653,
            71.737079,
            4.801011,
            66.936067
        ],
        [
            0.164707,
            0.123716,
            0.040991,
            0.05193,
            0.004502,
            0.049206
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -112773,
            -95132,
            -28061,
            -483758,
            -356289,
            -157447
        ],
        [
            1.395982,
            1.39649,
            1.394456,
            1.046599,
            1.004183,
            1.170917
        ],
        [
            111,
            55,
            56,
            111,
            55,
            56
        ],
        [
            64,
            28,
            36,
            64,
            28,
            36
        ],
        [
            47,
            27,
            20,
            47,
            27,
            20
        ],
        [
            57.657658,
            50.909091,
            64.285714,
            57.657658,
            50.909091,
            64.285714
        ],
        [
            1.025174,
            1.346615,
            0.774698,
            0.768596,
            0.968319,
            0.650509
        ],
        [
            84155,
            84155,
            18455,
            166096,
            166096,
            80805
        ],
        [
            -42176,
            -42176,
            -20267,
            -152427,
            -152427,
            -131350
        ],
        [
            217,
            415,
            23,
            217,
            415,
            23
        ],
        [
            102,
            206,
            21,
            102,
            206,
            21
        ],
        [
            373,
            631,
            25,
            373,
            631,
            25
        ],
        [
            24120,
            22827,
            1293,
            24120,
            22827,
            1293
        ],
        [
            6.801085,
            0,
            27.134418,
            6.801085,
            0,
            27.134418
        ],
        [
            1,
            0,
            1,
            1,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            358698,
            -207115,
            -318524,
            -292527,
            -750111,
            -338972
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "FIL_USDT",
    "interval": "1h",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 1041.67,
    "actual_first_datapoint_time": 1670112000000,
    "first_datapoint_time": 1670536800000,
    "last_datapoint_time": 1760112000000,
    "evaluation_time": 1760112813737,
    "expiration_time": 1766592000000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 119,
            "offset": 0
        }
    },
    "second_band": {
        "type": "bbu",
        "factors": {
            "length": 215,
            "offset": 0,
            "std": 1.08688
        }
    }
}

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)