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Trade: FIL/USDT/240/SINWMA/ZLMA/7279

Strategy
FIL/USDT/240/SINWMA/ZLMA/7279
Pair
FIL_USDT
Interval
4h
Score
344089
Daily Profit
0.327652
Profit Factor
1.990021
Profitability
38.016529
Streak
40.592144
Best Strategy
Training Data Length
1805.000000
Evaluation Time
2025-09-28 05:12
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 591412.0605 355355.3823 236056.6781 1495559.0728 -230589.451 1726148.5238
Total P&L (%) 591.4121 355.3554 236.0567 1495.5591 -230.5895 1726.1485
Avg Daily Profit (%) 0.3277 0.1969 0.1308 0.1536 0 0.1611
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -91693 -73078 -53799 -1322126 -1040990 -795163
Profit Factor 1.99 2.1196 1.8431 1.2207 0.9367 1.5504
Total Trades 121 61 60 121 61 60
Winning Trades 46 18 28 46 18 28
Losing Trades 75 43 32 75 43 32
Profitability (%) 38.0165 29.5082 46.6667 38.0165 29.5082 46.6667
Ratio Avg Win / Avg Loss 3.2446 5.0636 2.1064 1.9903 2.2376 1.7719
Largest Winning Trade 275007 275007 72463 835906 700624 835906
Largest Losing Trade -32695 -19600 -32695 -415525 -332232 -415525
Avg Bars in Trades 87 70 104 87 70 104
Avg Bars in Winners 155 136 167 155 136 167
Avg Bars in Losers 45 43 48 45 43 48
Bars Traded 10570 4328 6242 10570 4328 6242
Profit Streak 40.5921 40.5921 81.4255 40.5921 40.5921 81.4255
Trades During Streak 2 1 2 2 1 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 344089 -159729 -184451 179980 -749355 -159084
Evaluation Data
{
    "trading_pair": "FIL_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 10830,
    "evaluation_days": 1805,
    "actual_first_datapoint_time": 1602777600000,
    "first_datapoint_time": 1604073600000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1759025561242,
    "expiration_time": 1763393760000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 82,
            "offset": 0
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 91,
            "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": [
        [
            591412.0604568288,
            355355.3823261062,
            236056.6781307224,
            1495559.072775997,
            -230589.4510380891,
            1726148.5238140863
        ],
        [
            591.41206,
            355.355382,
            236.056678,
            1495.559073,
            -230.589451,
            1726.148524
        ],
        [
            0.327652,
            0.196873,
            0.130779,
            0.15357,
            0,
            0.16106
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -91693,
            -73078,
            -53799,
            -1322126,
            -1040990,
            -795163
        ],
        [
            1.990021,
            2.119632,
            1.843097,
            1.220687,
            0.936662,
            1.550398
        ],
        [
            121,
            61,
            60,
            121,
            61,
            60
        ],
        [
            46,
            18,
            28,
            46,
            18,
            28
        ],
        [
            75,
            43,
            32,
            75,
            43,
            32
        ],
        [
            38.016529,
            29.508197,
            46.666667,
            38.016529,
            29.508197,
            46.666667
        ],
        [
            3.244599,
            5.063565,
            2.106397,
            1.990251,
            2.237582,
            1.771883
        ],
        [
            275007,
            275007,
            72463,
            835906,
            700624,
            835906
        ],
        [
            -32695,
            -19600,
            -32695,
            -415525,
            -332232,
            -415525
        ],
        [
            87,
            70,
            104,
            87,
            70,
            104
        ],
        [
            155,
            136,
            167,
            155,
            136,
            167
        ],
        [
            45,
            43,
            48,
            45,
            43,
            48
        ],
        [
            10570,
            4328,
            6242,
            10570,
            4328,
            6242
        ],
        [
            40.592144,
            40.592144,
            81.425477,
            40.592144,
            40.592144,
            81.425477
        ],
        [
            2,
            1,
            2,
            2,
            1,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            344089,
            -159729,
            -184451,
            179980,
            -749355,
            -159084
        ]
    ]
}
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": 1604073600000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1759025561242,
    "expiration_time": 1763393760000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 82,
            "offset": 0
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 91,
            "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)