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Trade: FIL/USDT/360/MIDPOINT/ZLMA/4100

Strategy
FIL/USDT/360/MIDPOINT/ZLMA/4100
Pair
FIL_USDT
Interval
6h
Score
348475
Daily Profit
0.167803
Profit Factor
1.720650
Profitability
46.666667
Streak
0.000000
Best Strategy
Training Data Length
1805.250000
Evaluation Time
2025-09-26 08:21
Expiration Time
2025-11-17 17:46

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 560087.1477 337166.5294 222920.6183 1255473.9934 -707465.9966 1962939.99
Total P&L (%) 560.0871 337.1665 222.9206 1255.474 -707.466 1962.94
Avg Daily Profit (%) 0.3103 0.1868 0.1235 0.1445 0 0.1678
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -84956 -75067 -43823 -1993234 -2141984 -839478
Profit Factor 2.4581 2.5133 2.3818 1.1783 0.8362 1.7207
Total Trades 61 31 30 61 31 30
Winning Trades 24 10 14 24 10 14
Losing Trades 37 21 16 37 21 16
Profitability (%) 39.3443 32.2581 46.6667 39.3443 32.2581 46.6667
Ratio Avg Win / Avg Loss 3.7895 5.2779 2.722 1.8165 1.7559 1.9665
Largest Winning Trade 289135 289135 68570 903666 819829 903666
Largest Losing Trade -37612 -37612 -36677 -667861 -667861 -511816
Avg Bars in Trades 114 68 162 114 68 162
Avg Bars in Winners 220 130 284 220 130 284
Avg Bars in Losers 46 39 56 46 39 56
Bars Traded 7012 2127 4885 7012 2127 4885
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 -156757 192930 -24966 -193444 -584939 348475

Evaluation Data

{
    "trading_pair": "FIL_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7221,
    "evaluation_days": 1805.25,
    "actual_first_datapoint_time": 1602763200000,
    "first_datapoint_time": 1606845600000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758864081639,
    "expiration_time": 1763394408000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "midpoint",
        "factors": {
            "length": 190,
            "offset": 0
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 43,
            "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": [
        [
            560087.1477345453,
            337166.5294486809,
            222920.6182858646,
            1255473.993390149,
            -707465.9965818035,
            1962939.989971951
        ],
        [
            560.087148,
            337.166529,
            222.920618,
            1255.473993,
            -707.465997,
            1962.93999
        ],
        [
            0.310255,
            0.18677,
            0.123485,
            0.144502,
            0,
            0.167803
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -84956,
            -75067,
            -43823,
            -1993234,
            -2141984,
            -839478
        ],
        [
            2.458057,
            2.513284,
            2.381784,
            1.178285,
            0.836163,
            1.72065
        ],
        [
            61,
            31,
            30,
            61,
            31,
            30
        ],
        [
            24,
            10,
            14,
            24,
            10,
            14
        ],
        [
            37,
            21,
            16,
            37,
            21,
            16
        ],
        [
            39.344262,
            32.258065,
            46.666667,
            39.344262,
            32.258065,
            46.666667
        ],
        [
            3.789504,
            5.277897,
            2.722039,
            1.816522,
            1.755943,
            1.966457
        ],
        [
            289135,
            289135,
            68570,
            903666,
            819829,
            903666
        ],
        [
            -37612,
            -37612,
            -36677,
            -667861,
            -667861,
            -511816
        ],
        [
            114,
            68,
            162,
            114,
            68,
            162
        ],
        [
            220,
            130,
            284,
            220,
            130,
            284
        ],
        [
            46,
            39,
            56,
            46,
            39,
            56
        ],
        [
            7012,
            2127,
            4885,
            7012,
            2127,
            4885
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -156757,
            192930,
            -24966,
            -193444,
            -584939,
            348475
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "FIL_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7221,
    "evaluation_days": 1805.25,
    "actual_first_datapoint_time": 1602763200000,
    "first_datapoint_time": 1606845600000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758864081639,
    "expiration_time": 1763394408000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midpoint",
        "factors": {
            "length": 190,
            "offset": 0
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 43,
            "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)