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Trade: FIL/USDT/15/ZLMA/SINWMA/2868

Strategy
FIL/USDT/15/ZLMA/SINWMA/2868
Pair
FIL_USDT
Interval
15m
Score
398696
Daily Profit
0.335113
Profit Factor
1.475394
Profitability
67.500000
Streak
7.145668
Best Strategy
Training Data Length
260.420000
Evaluation Time
2025-10-04 12:44
Expiration Time
2025-12-18 11:30

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 87270.2249 9966.6165 77303.6084 102325.6059 7005.3556 95320.2503
Total P&L (%) 87.2702 9.9666 77.3036 102.3256 7.0054 95.3203
Avg Daily Profit (%) 0.3351 0.0383 0.2968 0.271 0.026 0.2574
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -30959 -31616 -17495 -35551 -36637 -25139
Profit Factor 1.4754 1.0753 2.5089 1.3908 1.0376 2.259
Total Trades 120 60 60 120 60 60
Winning Trades 81 38 43 81 38 43
Losing Trades 39 22 17 39 22 17
Profitability (%) 67.5 63.3333 71.6667 67.5 63.3333 71.6667
Ratio Avg Win / Avg Loss 0.7104 0.6225 0.9919 0.6696 0.6007 0.8931
Largest Winning Trade 8584 8584 7045 13777 13777 11829
Largest Losing Trade -28470 -28470 -12805 -32604 -32604 -18421
Avg Bars in Trades 201 208 194 201 208 194
Avg Bars in Winners 124 104 141 124 104 141
Avg Bars in Losers 362 388 329 362 388 329
Bars Traded 24217 12531 11686 24217 12531 11686
Profit Streak 7.1457 7.1457 19.7082 7.1457 7.1457 19.7082
Trades During Streak 4 2 3 4 2 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 398696 -614607 -155843 360338 -672409 -156662
Evaluation Data
{
    "trading_pair": "FIL_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1737071100000,
    "first_datapoint_time": 1737280800000,
    "last_datapoint_time": 1759570200000,
    "evaluation_time": 1759571085732,
    "expiration_time": 1766050200000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 215,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 234,
            "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": [
        [
            87270.2249249964,
            9966.616511915,
            77303.6084130815,
            102325.6059078508,
            7005.3556329817,
            95320.2502748692
        ],
        [
            87.270225,
            9.966617,
            77.303608,
            102.325606,
            7.005356,
            95.32025
        ],
        [
            0.335113,
            0.038271,
            0.296842,
            0.270971,
            0.026003,
            0.257404
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -30959,
            -31616,
            -17495,
            -35551,
            -36637,
            -25139
        ],
        [
            1.475394,
            1.075309,
            2.508878,
            1.390752,
            1.037632,
            2.258977
        ],
        [
            120,
            60,
            60,
            120,
            60,
            60
        ],
        [
            81,
            38,
            43,
            81,
            38,
            43
        ],
        [
            39,
            22,
            17,
            39,
            22,
            17
        ],
        [
            67.5,
            63.333333,
            71.666667,
            67.5,
            63.333333,
            71.666667
        ],
        [
            0.710375,
            0.622548,
            0.991882,
            0.669621,
            0.600734,
            0.893084
        ],
        [
            8584,
            8584,
            7045,
            13777,
            13777,
            11829
        ],
        [
            -28470,
            -28470,
            -12805,
            -32604,
            -32604,
            -18421
        ],
        [
            201,
            208,
            194,
            201,
            208,
            194
        ],
        [
            124,
            104,
            141,
            124,
            104,
            141
        ],
        [
            362,
            388,
            329,
            362,
            388,
            329
        ],
        [
            24217,
            12531,
            11686,
            24217,
            12531,
            11686
        ],
        [
            7.145668,
            7.145668,
            19.708168,
            7.145668,
            7.145668,
            19.708168
        ],
        [
            4,
            2,
            3,
            4,
            2,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            398696,
            -614607,
            -155843,
            360338,
            -672409,
            -156662
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "FIL_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1737071100000,
    "first_datapoint_time": 1737280800000,
    "last_datapoint_time": 1759570200000,
    "evaluation_time": 1759571085732,
    "expiration_time": 1766050200000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 215,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 234,
            "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)