← Back to list  ·  Browse strategies →  ·  Learning hub →

Trade: FIL/USDT/120/ZLMA/HILO/3616

Strategy
FIL/USDT/120/ZLMA/HILO/3616
Pair
FIL_USDT
Interval
2h
Score
448240
Daily Profit
0.297603
Profit Factor
1.484715
Profitability
45.958430
Streak
18.151499
Best Strategy
Training Data Length
1817.830000
Evaluation Time
2025-10-08 02:38
Expiration Time
2025-12-12 10:36

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 540992.0589 282542.2541 258449.8048 980024.4604 980743.8138 -719.3534
Total P&L (%) 540.9921 282.5423 258.4498 980.0245 980.7438 -0.7194
Avg Daily Profit (%) 0.2976 0.1554 0.1422 0.131 0.131 -0.0004
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -108077 -66885 -117143 -3217583 -1206955 -3365089
Profit Factor 1.4847 1.5334 1.4407 1.0698 1.1637 0.9999
Total Trades 433 216 217 433 216 217
Winning Trades 199 92 107 199 92 107
Losing Trades 234 124 110 234 124 110
Profitability (%) 45.9584 42.5926 49.3088 45.9584 42.5926 49.3088
Ratio Avg Win / Avg Loss 1.7458 2.0667 1.4811 1.258 1.5685 1.0279
Largest Winning Trade 88494 88494 51446 1065718 1065718 608355
Largest Losing Trade -74320 -32849 -74320 -883316 -340110 -883316
Avg Bars in Trades 49 51 47 49 51 47
Avg Bars in Winners 65 66 64 65 66 64
Avg Bars in Losers 36 41 30 36 41 30
Bars Traded 21471 11215 10256 21471 11215 10256
Profit Streak 18.1515 0 18.6515 18.1515 0 18.6515
Trades During Streak 1 0 1 1 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 448240 272005 -1422 -160220 -59314 -578238
Evaluation Data
{
    "trading_pair": "FIL_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 21814,
    "evaluation_days": 1817.83,
    "actual_first_datapoint_time": 1602777600000,
    "first_datapoint_time": 1604563200000,
    "last_datapoint_time": 1759874400000,
    "evaluation_time": 1759880289515,
    "expiration_time": 1765528588800,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 249,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "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": [
        [
            540992.0588976146,
            282542.2540739068,
            258449.8048237082,
            980024.4604253862,
            980743.813800538,
            -719.3533751502
        ],
        [
            540.992059,
            282.542254,
            258.449805,
            980.02446,
            980.743814,
            -0.719353
        ],
        [
            0.297603,
            0.155428,
            0.142175,
            0.130987,
            0.131024,
            -0.000397
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -108077,
            -66885,
            -117143,
            -3217583,
            -1206955,
            -3365089
        ],
        [
            1.484715,
            1.533391,
            1.440745,
            1.069811,
            1.163726,
            0.999911
        ],
        [
            433,
            216,
            217,
            433,
            216,
            217
        ],
        [
            199,
            92,
            107,
            199,
            92,
            107
        ],
        [
            234,
            124,
            110,
            234,
            124,
            110
        ],
        [
            45.95843,
            42.592593,
            49.308756,
            45.95843,
            42.592593,
            49.308756
        ],
        [
            1.745846,
            2.066745,
            1.48114,
            1.257968,
            1.5685,
            1.027945
        ],
        [
            88494,
            88494,
            51446,
            1065718,
            1065718,
            608355
        ],
        [
            -74320,
            -32849,
            -74320,
            -883316,
            -340110,
            -883316
        ],
        [
            49,
            51,
            47,
            49,
            51,
            47
        ],
        [
            65,
            66,
            64,
            65,
            66,
            64
        ],
        [
            36,
            41,
            30,
            36,
            41,
            30
        ],
        [
            21471,
            11215,
            10256,
            21471,
            11215,
            10256
        ],
        [
            18.151499,
            0,
            18.651499,
            18.151499,
            0,
            18.651499
        ],
        [
            1,
            0,
            1,
            1,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            448240,
            272005,
            -1422,
            -160220,
            -59314,
            -578238
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "FIL_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 21814,
    "evaluation_days": 1817.83,
    "actual_first_datapoint_time": 1602777600000,
    "first_datapoint_time": 1604563200000,
    "last_datapoint_time": 1759874400000,
    "evaluation_time": 1759880289515,
    "expiration_time": 1765528588800,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 249,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "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)