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Trade: FIL/USDT/120/DEMA/ZLMA/8629

Strategy
FIL/USDT/120/DEMA/ZLMA/8629
Pair
FIL_USDT
Interval
2h
Score
346745
Daily Profit
0.402638
Profit Factor
1.834520
Profitability
36.700337
Streak
0.000000
Best Strategy
Training Data Length
1804.500000
Evaluation Time
2025-09-27 04:20
Expiration Time
2025-11-28 15:05

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 726559.8274 382550.603 344009.2244 10093123.8688 -63827.6352 10156951.504
Total P&L (%) 726.5598 382.5506 344.0092 10093.1239 -63.8276 10156.9515
Avg Daily Profit (%) 0.4026 0.212 0.1906 0.2566 -0.0563 0.2569
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -67146 -81292 -55977 -11532111 -11324168 -4743565
Profit Factor 1.8345 1.7945 1.884 1.1673 0.9981 1.374
Total Trades 297 149 148 297 149 148
Winning Trades 109 51 58 109 51 58
Losing Trades 188 98 90 188 98 90
Profitability (%) 36.7003 34.2282 39.1892 36.7003 34.2282 39.1892
Ratio Avg Win / Avg Loss 3.1641 3.4483 2.9235 2.0134 1.9179 2.1321
Largest Winning Trade 100954 100954 53159 6144010 6144010 4703382
Largest Losing Trade -33067 -33067 -21824 -2192870 -2192870 -1415603
Avg Bars in Trades 71 78 65 71 78 65
Avg Bars in Winners 124 132 116 124 132 116
Avg Bars in Losers 41 50 32 41 50 32
Bars Traded 21335 11686 9649 21335 11686 9649
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 346745 174027 243035 -30446 -584293 208985
Evaluation Data
{
    "trading_pair": "FIL_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 21654,
    "evaluation_days": 1804.5,
    "actual_first_datapoint_time": 1602777600000,
    "first_datapoint_time": 1604059200000,
    "last_datapoint_time": 1758722400000,
    "evaluation_time": 1758936032551,
    "expiration_time": 1764335116800,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "dema",
        "factors": {
            "length": 179,
            "offset": 0
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 43,
            "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": [
        [
            726559.8274167073,
            382550.603009698,
            344009.2244070088,
            10093123.868832087,
            -63827.6351996414,
            10156951.504031729
        ],
        [
            726.559827,
            382.550603,
            344.009224,
            10093.123869,
            -63.827635,
            10156.951504
        ],
        [
            0.402638,
            0.211998,
            0.19064,
            0.256593,
            -0.056336,
            0.25694
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -67146,
            -81292,
            -55977,
            -11532111,
            -11324168,
            -4743565
        ],
        [
            1.83452,
            1.794509,
            1.884026,
            1.167334,
            0.998075,
            1.374011
        ],
        [
            297,
            149,
            148,
            297,
            149,
            148
        ],
        [
            109,
            51,
            58,
            109,
            51,
            58
        ],
        [
            188,
            98,
            90,
            188,
            98,
            90
        ],
        [
            36.700337,
            34.228188,
            39.189189,
            36.700337,
            34.228188,
            39.189189
        ],
        [
            3.164125,
            3.448271,
            2.923489,
            2.013383,
            1.91787,
            2.132086
        ],
        [
            100954,
            100954,
            53159,
            6144010,
            6144010,
            4703382
        ],
        [
            -33067,
            -33067,
            -21824,
            -2192870,
            -2192870,
            -1415603
        ],
        [
            71,
            78,
            65,
            71,
            78,
            65
        ],
        [
            124,
            132,
            116,
            124,
            132,
            116
        ],
        [
            41,
            50,
            32,
            41,
            50,
            32
        ],
        [
            21335,
            11686,
            9649,
            21335,
            11686,
            9649
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            346745,
            174027,
            243035,
            -30446,
            -584293,
            208985
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "FIL_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 21654,
    "evaluation_days": 1804.5,
    "actual_first_datapoint_time": 1602777600000,
    "first_datapoint_time": 1604059200000,
    "last_datapoint_time": 1758722400000,
    "evaluation_time": 1758936032551,
    "expiration_time": 1764335116800,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "dema",
        "factors": {
            "length": 179,
            "offset": 0
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 43,
            "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)