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Trade: FIL/USDT/15/ZLMA/RMA/5343

Strategy
FIL/USDT/15/ZLMA/RMA/5343
Pair
FIL_USDT
Interval
15m
Score
400379
Daily Profit
0.291131
Profit Factor
1.448872
Profitability
73.684211
Streak
4.951820
Best Strategy
Training Data Length
260.420000
Evaluation Time
2025-10-04 08:20
Expiration Time
2025-12-18 07:15

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 75816.38 4608.1789 71208.201 81989.1218 2482.7383 79506.3835
Total P&L (%) 75.8164 4.6082 71.2082 81.9891 2.4827 79.5064
Avg Daily Profit (%) 0.2911 0.0177 0.2734 0.2302 0.0094 0.2249
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -35165 -35627 -16401 -35545 -36004 -24233
Profit Factor 1.4489 1.0392 2.3869 1.3587 1.0163 2.0404
Total Trades 114 57 57 114 57 57
Winning Trades 84 38 46 84 38 46
Losing Trades 30 19 11 30 19 11
Profitability (%) 73.6842 66.6667 80.7018 73.6842 66.6667 80.7018
Ratio Avg Win / Avg Loss 0.5175 0.5196 0.5708 0.4853 0.5082 0.4879
Largest Winning Trade 9067 9067 7105 10895 10895 9615
Largest Losing Trade -28995 -28995 -11067 -28946 -28946 -16101
Avg Bars in Trades 212 229 195 212 229 195
Avg Bars in Winners 128 121 134 128 121 134
Avg Bars in Losers 447 444 451 447 444 451
Bars Traded 24209 13071 11138 24209 13071 11138
Profit Streak 4.9518 4.9518 19.4102 4.9518 4.9518 19.4102
Trades During Streak 2 1 3 2 1 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 400379 -692684 -166004 361794 -728889 -167088
Evaluation Data
{
    "trading_pair": "FIL_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1737055800000,
    "first_datapoint_time": 1737213300000,
    "last_datapoint_time": 1759554900000,
    "evaluation_time": 1759555237248,
    "expiration_time": 1766034900000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 176,
            "offset": 0
        }
    },
    "second_band": {
        "type": "rma",
        "factors": {
            "length": 148,
            "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": [
        [
            75816.3799706371,
            4608.1789376581,
            71208.2010329789,
            81989.1218077239,
            2482.7382743813,
            79506.3835333426
        ],
        [
            75.81638,
            4.608179,
            71.208201,
            81.989122,
            2.482738,
            79.506384
        ],
        [
            0.291131,
            0.017695,
            0.273436,
            0.230192,
            0.009418,
            0.224905
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -35165,
            -35627,
            -16401,
            -35545,
            -36004,
            -24233
        ],
        [
            1.448872,
            1.039199,
            2.386872,
            1.358716,
            1.016318,
            2.040394
        ],
        [
            114,
            57,
            57,
            114,
            57,
            57
        ],
        [
            84,
            38,
            46,
            84,
            38,
            46
        ],
        [
            30,
            19,
            11,
            30,
            19,
            11
        ],
        [
            73.684211,
            66.666667,
            80.701754,
            73.684211,
            66.666667,
            80.701754
        ],
        [
            0.517454,
            0.519599,
            0.570774,
            0.485256,
            0.508159,
            0.48792
        ],
        [
            9067,
            9067,
            7105,
            10895,
            10895,
            9615
        ],
        [
            -28995,
            -28995,
            -11067,
            -28946,
            -28946,
            -16101
        ],
        [
            212,
            229,
            195,
            212,
            229,
            195
        ],
        [
            128,
            121,
            134,
            128,
            121,
            134
        ],
        [
            447,
            444,
            451,
            447,
            444,
            451
        ],
        [
            24209,
            13071,
            11138,
            24209,
            13071,
            11138
        ],
        [
            4.95182,
            4.95182,
            19.410153,
            4.95182,
            4.95182,
            19.410153
        ],
        [
            2,
            1,
            3,
            2,
            1,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            400379,
            -692684,
            -166004,
            361794,
            -728889,
            -167088
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "FIL_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1737055800000,
    "first_datapoint_time": 1737213300000,
    "last_datapoint_time": 1759554900000,
    "evaluation_time": 1759555237248,
    "expiration_time": 1766034900000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 176,
            "offset": 0
        }
    },
    "second_band": {
        "type": "rma",
        "factors": {
            "length": 148,
            "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)