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Trade: FIL/USDT/120/ZLMA/JMA/1477

Strategy
FIL/USDT/120/ZLMA/JMA/1477
Pair
FIL_USDT
Interval
2h
Score
341832
Daily Profit
0.211443
Profit Factor
1.361941
Profitability
45.867769
Streak
24.672067
Best Strategy
Training Data Length
1804.500000
Evaluation Time
2025-09-26 05:07
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 381549.7783 200342.4522 181207.3261 208188.0386 36444.891 171743.1476
Total P&L (%) 381.5498 200.3425 181.2073 208.188 36.4449 171.7431
Avg Daily Profit (%) 0.2114 0.111 0.1004 0.0624 0.0172 0.0554
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -150719 -116947 -80513 -1654673 -942983 -1426944
Profit Factor 1.3619 1.3664 1.3572 1.0237 1.0087 1.0372
Total Trades 242 121 121 242 121 121
Winning Trades 111 46 65 111 46 65
Losing Trades 131 75 56 131 75 56
Profitability (%) 45.8678 38.0165 53.719 45.8678 38.0165 53.719
Ratio Avg Win / Avg Loss 1.6073 2.2277 1.1693 1.2081 1.6447 0.8936
Largest Winning Trade 97097 97097 48872 663440 663440 322905
Largest Losing Trade -53985 -29095 -53985 -545870 -338182 -545870
Avg Bars in Trades 87 99 74 87 99 74
Avg Bars in Winners 109 129 94 109 129 94
Avg Bars in Losers 69 81 52 69 81 52
Bars Traded 21153 12095 9058 21153 12095 9058
Profit Streak 24.6721 31.2554 0 24.6721 31.2554 0
Trades During Streak 1 1 0 1 1 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 341832 -47526 -58230 -303896 -386551 -299951

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": 1604203200000,
    "last_datapoint_time": 1758722400000,
    "evaluation_time": 1758852466571,
    "expiration_time": 1764335116800,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 199,
            "offset": 0
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 109,
            "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": [
        [
            381549.778275381,
            200342.4521874882,
            181207.3260878928,
            208188.0385951468,
            36444.8910259356,
            171743.1475692115
        ],
        [
            381.549778,
            200.342452,
            181.207326,
            208.188039,
            36.444891,
            171.743148
        ],
        [
            0.211443,
            0.111024,
            0.10042,
            0.062394,
            0.017222,
            0.055415
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -150719,
            -116947,
            -80513,
            -1654673,
            -942983,
            -1426944
        ],
        [
            1.361941,
            1.36635,
            1.357187,
            1.023675,
            1.008727,
            1.037193
        ],
        [
            242,
            121,
            121,
            242,
            121,
            121
        ],
        [
            111,
            46,
            65,
            111,
            46,
            65
        ],
        [
            131,
            75,
            56,
            131,
            75,
            56
        ],
        [
            45.867769,
            38.016529,
            53.719008,
            45.867769,
            38.016529,
            53.719008
        ],
        [
            1.607335,
            2.227745,
            1.169269,
            1.208121,
            1.644664,
            0.893581
        ],
        [
            97097,
            97097,
            48872,
            663440,
            663440,
            322905
        ],
        [
            -53985,
            -29095,
            -53985,
            -545870,
            -338182,
            -545870
        ],
        [
            87,
            99,
            74,
            87,
            99,
            74
        ],
        [
            109,
            129,
            94,
            109,
            129,
            94
        ],
        [
            69,
            81,
            52,
            69,
            81,
            52
        ],
        [
            21153,
            12095,
            9058,
            21153,
            12095,
            9058
        ],
        [
            24.672067,
            31.2554,
            0,
            24.672067,
            31.2554,
            0
        ],
        [
            1,
            1,
            0,
            1,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            341832,
            -47526,
            -58230,
            -303896,
            -386551,
            -299951
        ]
    ]
}
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": 1604203200000,
    "last_datapoint_time": 1758722400000,
    "evaluation_time": 1758852466571,
    "expiration_time": 1764335116800,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 199,
            "offset": 0
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 109,
            "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)