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Trade: FIL/USDT/720/ZLMA/HWMA/5693

Strategy
FIL/USDT/720/ZLMA/HWMA/5693
Pair
FIL_USDT
Interval
12h
Score
372930
Daily Profit
0.357180
Profit Factor
2.047334
Profitability
41.836735
Streak
0.000000
Best Strategy
Training Data Length
1805.500000
Evaluation Time
2025-09-25 19:00
Expiration Time
2025-11-17 17:57

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 644887.7881 419184.2059 225703.5821 996633.1866 -314446.4764 1311079.663
Total P&L (%) 644.8878 419.1842 225.7036 996.6332 -314.4465 1311.0797
Avg Daily Profit (%) 0.3572 0.2322 0.125 0.1327 0 0.1467
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -132220 -143295 -45208 -909202 -1056097 -364972
Profit Factor 2.0473 2.0565 2.0308 1.187 0.9105 1.7227
Total Trades 98 49 49 98 49 49
Winning Trades 41 14 27 41 14 27
Losing Trades 57 35 22 57 35 22
Profitability (%) 41.8367 28.5714 55.102 41.8367 28.5714 55.102
Ratio Avg Win / Avg Loss 2.8463 5.1412 1.6547 1.6503 2.2763 1.4037
Largest Winning Trade 327551 327551 60867 580287 580287 437573
Largest Losing Trade -45208 -37595 -45208 -364972 -335645 -364972
Avg Bars in Trades 35 38 32 35 38 32
Avg Bars in Winners 51 65 43 51 65 43
Avg Bars in Losers 24 27 18 24 27 18
Bars Traded 3479 1893 1586 3479 1893 1586
Profit Streak 0 0 126.6668 0 0 126.6668
Trades During Streak 0 0 4 0 0 4
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 372930 -2450 -20125 -32011 -592255 270837

Evaluation Data

{
    "trading_pair": "FIL_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3611,
    "evaluation_days": 1805.5,
    "actual_first_datapoint_time": 1602763200000,
    "first_datapoint_time": 1607256000000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758816013752,
    "expiration_time": 1763395056000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 105,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.2,
            "nb": 0.1,
            "nc": 0.1
        }
    }
}
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": [
        [
            644887.7880870784,
            419184.2059498107,
            225703.5821372673,
            996633.1865797646,
            -314446.4763825078,
            1311079.662962272
        ],
        [
            644.887788,
            419.184206,
            225.703582,
            996.633187,
            -314.446476,
            1311.079663
        ],
        [
            0.35718,
            0.232171,
            0.125009,
            0.132729,
            0,
            0.146712
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -132220,
            -143295,
            -45208,
            -909202,
            -1056097,
            -364972
        ],
        [
            2.047334,
            2.056468,
            2.030782,
            1.187033,
            0.910532,
            1.722747
        ],
        [
            98,
            49,
            49,
            98,
            49,
            49
        ],
        [
            41,
            14,
            27,
            41,
            14,
            27
        ],
        [
            57,
            35,
            22,
            57,
            35,
            22
        ],
        [
            41.836735,
            28.571429,
            55.102041,
            41.836735,
            28.571429,
            55.102041
        ],
        [
            2.846294,
            5.141171,
            1.654711,
            1.650265,
            2.27633,
            1.40372
        ],
        [
            327551,
            327551,
            60867,
            580287,
            580287,
            437573
        ],
        [
            -45208,
            -37595,
            -45208,
            -364972,
            -335645,
            -364972
        ],
        [
            35,
            38,
            32,
            35,
            38,
            32
        ],
        [
            51,
            65,
            43,
            51,
            65,
            43
        ],
        [
            24,
            27,
            18,
            24,
            27,
            18
        ],
        [
            3479,
            1893,
            1586,
            3479,
            1893,
            1586
        ],
        [
            0,
            0,
            126.666826,
            0,
            0,
            126.666826
        ],
        [
            0,
            0,
            4,
            0,
            0,
            4
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            372930,
            -2450,
            -20125,
            -32011,
            -592255,
            270837
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "FIL_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3611,
    "evaluation_days": 1805.5,
    "actual_first_datapoint_time": 1602763200000,
    "first_datapoint_time": 1607256000000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758816013752,
    "expiration_time": 1763395056000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 105,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.2,
            "nb": 0.1,
            "nc": 0.1
        }
    }
}

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)