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Trade: FIL/USDT/15/ZLMA/BBL/3070

Strategy
FIL/USDT/15/ZLMA/BBL/3070
Pair
FIL_USDT
Interval
15m
Score
442328
Daily Profit
0.369318
Profit Factor
1.440301
Profitability
57.692308
Streak
5.972205
Best Strategy
Training Data Length
260.420000
Evaluation Time
2025-09-27 00:49
Expiration Time
2025-12-08 17:15

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 96177.8879 16008.8709 80169.017 117814.9288 24402.6985 93412.2303
Total P&L (%) 96.1779 16.0089 80.169 117.8149 24.4027 93.4122
Avg Daily Profit (%) 0.3693 0.0615 0.3078 0.2994 0.0839 0.2536
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -43650 -16010 -31726 -117227 -37912 -87504
Profit Factor 1.4403 1.1967 1.5849 1.2462 1.1433 1.303
Total Trades 208 104 104 208 104 104
Winning Trades 120 62 58 120 62 58
Losing Trades 88 42 46 88 42 46
Profitability (%) 57.6923 59.6154 55.7692 57.6923 59.6154 55.7692
Ratio Avg Win / Avg Loss 1.0562 0.8107 1.257 0.9139 0.7745 1.0334
Largest Winning Trade 21541 11989 21541 26354 23250 26354
Largest Losing Trade -22988 -5417 -22988 -68884 -9015 -68884
Avg Bars in Trades 118 26 209 118 26 209
Avg Bars in Winners 108 28 194 108 28 194
Avg Bars in Losers 130 23 228 130 23 228
Bars Traded 24581 2780 21801 24581 2780 21801
Profit Streak 5.9722 6.0764 5.9722 5.9722 6.0764 5.9722
Trades During Streak 3 2 1 3 2 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 442328 -125166 365077 318101 -148435 286368

Evaluation Data

{
    "trading_pair": "FIL_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1736227800000,
    "first_datapoint_time": 1736372700000,
    "last_datapoint_time": 1758726900000,
    "evaluation_time": 1758923398532,
    "expiration_time": 1765206900000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 162,
            "offset": 0
        }
    },
    "second_band": {
        "type": "bbl",
        "factors": {
            "length": 248,
            "offset": 34,
            "std": 1.18059
        }
    }
}
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": [
        [
            96177.8878959332,
            16008.870894852,
            80169.0170010811,
            117814.9287994548,
            24402.6984908381,
            93412.2303086169
        ],
        [
            96.177888,
            16.008871,
            80.169017,
            117.814929,
            24.402698,
            93.41223
        ],
        [
            0.369318,
            0.061473,
            0.307845,
            0.299378,
            0.083882,
            0.253625
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -43650,
            -16010,
            -31726,
            -117227,
            -37912,
            -87504
        ],
        [
            1.440301,
            1.196726,
            1.584919,
            1.246179,
            1.143323,
            1.30298
        ],
        [
            208,
            104,
            104,
            208,
            104,
            104
        ],
        [
            120,
            62,
            58,
            120,
            62,
            58
        ],
        [
            88,
            42,
            46,
            88,
            42,
            46
        ],
        [
            57.692308,
            59.615385,
            55.769231,
            57.692308,
            59.615385,
            55.769231
        ],
        [
            1.056221,
            0.810685,
            1.257005,
            0.913864,
            0.774509,
            1.033398
        ],
        [
            21541,
            11989,
            21541,
            26354,
            23250,
            26354
        ],
        [
            -22988,
            -5417,
            -22988,
            -68884,
            -9015,
            -68884
        ],
        [
            118,
            26,
            209,
            118,
            26,
            209
        ],
        [
            108,
            28,
            194,
            108,
            28,
            194
        ],
        [
            130,
            23,
            228,
            130,
            23,
            228
        ],
        [
            24581,
            2780,
            21801,
            24581,
            2780,
            21801
        ],
        [
            5.972205,
            6.076372,
            5.972205,
            5.972205,
            6.076372,
            5.972205
        ],
        [
            3,
            2,
            1,
            3,
            2,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            442328,
            -125166,
            365077,
            318101,
            -148435,
            286368
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "FIL_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1736227800000,
    "first_datapoint_time": 1736372700000,
    "last_datapoint_time": 1758726900000,
    "evaluation_time": 1758923398532,
    "expiration_time": 1765206900000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 162,
            "offset": 0
        }
    },
    "second_band": {
        "type": "bbl",
        "factors": {
            "length": 248,
            "offset": 34,
            "std": 1.18059
        }
    }
}

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)