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Trade: FIL/USDT/240/ZLMA/VWMA/3807

Strategy
FIL/USDT/240/ZLMA/VWMA/3807
Pair
FIL_USDT
Interval
4h
Score
501873
Daily Profit
0.299797
Profit Factor
3.352349
Profitability
45.161290
Streak
48.493359
Best Strategy
Training Data Length
1815.500000
Evaluation Time
2025-10-05 06:50
Expiration Time
2025-11-28 13:09

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 724154.1864 544281.2234 179872.963 570907.4196 -341445.0976 912352.5173
Total P&L (%) 724.1542 544.2812 179.873 570.9074 -341.4451 912.3525
Avg Daily Profit (%) 0.3989 0.2998 0.0991 0.1049 0 0.1276
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -122371 -75059 -61890 -2209295 -1145178 -1383947
Profit Factor 2.8184 3.3523 2.0779 1.0946 0.898 1.3397
Total Trades 63 31 32 63 31 32
Winning Trades 32 14 18 32 14 18
Losing Trades 31 17 14 31 17 14
Profitability (%) 50.7937 45.1613 56.25 50.7937 45.1613 56.25
Ratio Avg Win / Avg Loss 2.7303 4.0707 1.6162 1.0604 1.0905 1.042
Largest Winning Trade 598306 598306 68926 878607 878607 778780
Largest Losing Trade -48008 -36409 -48008 -1012813 -565098 -1012813
Avg Bars in Trades 164 161 168 164 161 168
Avg Bars in Winners 207 194 218 207 194 218
Avg Bars in Losers 120 134 104 120 134 104
Bars Traded 10390 5003 5387 10390 5003 5387
Profit Streak 48.4934 48.4934 78.8267 48.4934 48.4934 78.8267
Trades During Streak 3 1 2 3 1 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -134362 501873 -55013 -318467 -580471 -20206
Evaluation Data
{
    "trading_pair": "FIL_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 10893,
    "evaluation_days": 1815.5,
    "actual_first_datapoint_time": 1602777600000,
    "first_datapoint_time": 1607601600000,
    "last_datapoint_time": 1759622400000,
    "evaluation_time": 1759636226211,
    "expiration_time": 1764328176000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 160,
            "offset": 176
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 213,
            "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": [
        [
            724154.1863539532,
            544281.2233983018,
            179872.9629556516,
            570907.4196436328,
            -341445.0976253619,
            912352.5172689941
        ],
        [
            724.154186,
            544.281223,
            179.872963,
            570.90742,
            -341.445098,
            912.352517
        ],
        [
            0.398873,
            0.299797,
            0.099076,
            0.1049,
            0,
            0.127587
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -122371,
            -75059,
            -61890,
            -2209295,
            -1145178,
            -1383947
        ],
        [
            2.818364,
            3.352349,
            2.077942,
            1.094602,
            0.898044,
            1.339684
        ],
        [
            63,
            31,
            32,
            63,
            31,
            32
        ],
        [
            32,
            14,
            18,
            32,
            14,
            18
        ],
        [
            31,
            17,
            14,
            31,
            17,
            14
        ],
        [
            50.793651,
            45.16129,
            56.25,
            50.793651,
            45.16129,
            56.25
        ],
        [
            2.73029,
            4.070709,
            1.616177,
            1.060396,
            1.090482,
            1.041977
        ],
        [
            598306,
            598306,
            68926,
            878607,
            878607,
            778780
        ],
        [
            -48008,
            -36409,
            -48008,
            -1012813,
            -565098,
            -1012813
        ],
        [
            164,
            161,
            168,
            164,
            161,
            168
        ],
        [
            207,
            194,
            218,
            207,
            194,
            218
        ],
        [
            120,
            134,
            104,
            120,
            134,
            104
        ],
        [
            10390,
            5003,
            5387,
            10390,
            5003,
            5387
        ],
        [
            48.493359,
            48.493359,
            78.826692,
            48.493359,
            48.493359,
            78.826692
        ],
        [
            3,
            1,
            2,
            3,
            1,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -134362,
            501873,
            -55013,
            -318467,
            -580471,
            -20206
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "FIL_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 10893,
    "evaluation_days": 1815.5,
    "actual_first_datapoint_time": 1602777600000,
    "first_datapoint_time": 1607601600000,
    "last_datapoint_time": 1759622400000,
    "evaluation_time": 1759636226211,
    "expiration_time": 1764328176000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 160,
            "offset": 176
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 213,
            "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)