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Trade: FIL/USDT/240/MIDPOINT/ZLMA/2483

Strategy
FIL/USDT/240/MIDPOINT/ZLMA/2483
Pair
FIL_USDT
Interval
4h
Score
524327
Daily Profit
0.154197
Profit Factor
2.960687
Profitability
63.333333
Streak
0.000000
Best Strategy
Training Data Length
1805.000000
Evaluation Time
2025-09-27 13:42
Expiration Time
2025-11-17 17:36

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 544566.6728 266240.7764 278325.8964 2748484.3569 -165881.6766 2914366.0335
Total P&L (%) 544.5667 266.2408 278.3259 2748.4844 -165.8817 2914.366
Avg Daily Profit (%) 0.3017 0.1475 0.1542 0.1857 0 0.1889
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -69537 -87258 -43058 -1963645 -1208794 -754851
Profit Factor 2.6566 2.4255 2.9607 1.4932 0.9503 2.3028
Total Trades 60 30 30 60 30 30
Winning Trades 37 18 19 37 18 19
Losing Trades 23 12 11 23 12 11
Profitability (%) 61.6667 60 63.3333 61.6667 60 63.3333
Ratio Avg Win / Avg Loss 1.6514 1.617 1.7141 0.9282 0.6335 1.3332
Largest Winning Trade 101915 101915 68294 876356 499445 876356
Largest Losing Trade -42403 -31092 -42403 -875532 -875532 -526710
Avg Bars in Trades 167 98 236 167 98 236
Avg Bars in Winners 203 112 288 203 112 288
Avg Bars in Losers 110 77 146 110 77 146
Bars Traded 10056 2954 7102 10056 2954 7102
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 -158013 350397 524327 -164473 -579529 464292
Evaluation Data
{
    "trading_pair": "FIL_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 10830,
    "evaluation_days": 1805,
    "actual_first_datapoint_time": 1602777600000,
    "first_datapoint_time": 1606089600000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758969765075,
    "expiration_time": 1763393760000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "midpoint",
        "factors": {
            "length": 231,
            "offset": 0
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 157,
            "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": [
        [
            544566.672815089,
            266240.7764290985,
            278325.8963859904,
            2748484.3569009905,
            -165881.6765550721,
            2914366.033456063
        ],
        [
            544.566673,
            266.240776,
            278.325896,
            2748.484357,
            -165.881677,
            2914.366033
        ],
        [
            0.301699,
            0.147502,
            0.154197,
            0.185733,
            0,
            0.188875
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -69537,
            -87258,
            -43058,
            -1963645,
            -1208794,
            -754851
        ],
        [
            2.656626,
            2.425524,
            2.960687,
            1.493242,
            0.950265,
            2.3028
        ],
        [
            60,
            30,
            30,
            60,
            30,
            30
        ],
        [
            37,
            18,
            19,
            37,
            18,
            19
        ],
        [
            23,
            12,
            11,
            23,
            12,
            11
        ],
        [
            61.666667,
            60,
            63.333333,
            61.666667,
            60,
            63.333333
        ],
        [
            1.651416,
            1.617016,
            1.714082,
            0.928231,
            0.63351,
            1.3332
        ],
        [
            101915,
            101915,
            68294,
            876356,
            499445,
            876356
        ],
        [
            -42403,
            -31092,
            -42403,
            -875532,
            -875532,
            -526710
        ],
        [
            167,
            98,
            236,
            167,
            98,
            236
        ],
        [
            203,
            112,
            288,
            203,
            112,
            288
        ],
        [
            110,
            77,
            146,
            110,
            77,
            146
        ],
        [
            10056,
            2954,
            7102,
            10056,
            2954,
            7102
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -158013,
            350397,
            524327,
            -164473,
            -579529,
            464292
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "FIL_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 10830,
    "evaluation_days": 1805,
    "actual_first_datapoint_time": 1602777600000,
    "first_datapoint_time": 1606089600000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758969765075,
    "expiration_time": 1763393760000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midpoint",
        "factors": {
            "length": 231,
            "offset": 0
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 157,
            "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)