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Trade: FIL/USDT/120/LINREG/ZLMA/6230

Strategy
FIL/USDT/120/LINREG/ZLMA/6230
Pair
FIL_USDT
Interval
2h
Score
445967
Daily Profit
0.406400
Profit Factor
1.808709
Profitability
41.762452
Streak
34.296843
Best Strategy
Training Data Length
1814.170000
Evaluation Time
2025-10-04 10:07
Expiration Time
2025-12-08 15:26

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 737278.2552 398280.0539 338998.2013 8933624.0267 2543804.2238 6389819.803
Total P&L (%) 737.2783 398.2801 338.9982 8933.624 2543.8042 6389.8198
Avg Daily Profit (%) 0.4064 0.2195 0.1869 0.2486 0.1807 0.2303
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -69061 -61376 -88033 -5937515 -4681740 -6347225
Profit Factor 1.8087 1.8591 1.7566 1.2023 1.1196 1.279
Total Trades 261 130 131 261 130 131
Winning Trades 109 47 62 109 47 62
Losing Trades 152 83 69 152 83 69
Profitability (%) 41.7625 36.1538 47.3282 41.7625 36.1538 47.3282
Ratio Avg Win / Avg Loss 2.5222 3.2831 1.9549 1.6765 1.9772 1.4234
Largest Winning Trade 103079 103079 50844 2890657 2890657 2672725
Largest Losing Trade -29019 -17023 -29019 -1857335 -1413085 -1857335
Avg Bars in Trades 82 86 78 82 86 78
Avg Bars in Winners 128 142 117 128 142 117
Avg Bars in Losers 49 54 42 49 54 42
Bars Traded 21463 11226 10237 21463 11226 10237
Profit Streak 34.2968 34.3802 34.2968 34.2968 34.3802 34.2968
Trades During Streak 2 1 1 2 1 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 445967 225515 364870 295395 -85029 271736
Evaluation Data
{
    "trading_pair": "FIL_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 21770,
    "evaluation_days": 1814.17,
    "actual_first_datapoint_time": 1602777600000,
    "first_datapoint_time": 1604476800000,
    "last_datapoint_time": 1759557600000,
    "evaluation_time": 1759561647278,
    "expiration_time": 1765200384000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "linreg",
        "factors": {
            "length": 237,
            "offset": 0
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 50,
            "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": [
        [
            737278.2551653093,
            398280.0538636853,
            338998.2013016244,
            8933624.02673186,
            2543804.223778933,
            6389819.802952927
        ],
        [
            737.278255,
            398.280054,
            338.998201,
            8933.624027,
            2543.804224,
            6389.819803
        ],
        [
            0.4064,
            0.219538,
            0.186861,
            0.248551,
            0.180676,
            0.230277
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -69061,
            -61376,
            -88033,
            -5937515,
            -4681740,
            -6347225
        ],
        [
            1.808709,
            1.859104,
            1.756569,
            1.202258,
            1.119606,
            1.279016
        ],
        [
            261,
            130,
            131,
            261,
            130,
            131
        ],
        [
            109,
            47,
            62,
            109,
            47,
            62
        ],
        [
            152,
            83,
            69,
            152,
            83,
            69
        ],
        [
            41.762452,
            36.153846,
            47.328244,
            41.762452,
            36.153846,
            47.328244
        ],
        [
            2.522237,
            3.283098,
            1.954891,
            1.676543,
            1.977176,
            1.423421
        ],
        [
            103079,
            103079,
            50844,
            2890657,
            2890657,
            2672725
        ],
        [
            -29019,
            -17023,
            -29019,
            -1857335,
            -1413085,
            -1857335
        ],
        [
            82,
            86,
            78,
            82,
            86,
            78
        ],
        [
            128,
            142,
            117,
            128,
            142,
            117
        ],
        [
            49,
            54,
            42,
            49,
            54,
            42
        ],
        [
            21463,
            11226,
            10237,
            21463,
            11226,
            10237
        ],
        [
            34.296843,
            34.380177,
            34.296843,
            34.296843,
            34.380177,
            34.296843
        ],
        [
            2,
            1,
            1,
            2,
            1,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            445967,
            225515,
            364870,
            295395,
            -85029,
            271736
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "FIL_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 21770,
    "evaluation_days": 1814.17,
    "actual_first_datapoint_time": 1602777600000,
    "first_datapoint_time": 1604476800000,
    "last_datapoint_time": 1759557600000,
    "evaluation_time": 1759561647278,
    "expiration_time": 1765200384000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "linreg",
        "factors": {
            "length": 237,
            "offset": 0
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 50,
            "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)