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Trade: FIL/USDT/120/ZLMA/LINREG/7285

Strategy
FIL/USDT/120/ZLMA/LINREG/7285
Pair
FIL_USDT
Interval
2h
Score
429701
Daily Profit
0.292371
Profit Factor
1.607759
Profitability
43.497758
Streak
40.130283
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 530409.8736 278609.604 251800.2697 1140476.5684 -259876.7467 1400353.3151
Total P&L (%) 530.4099 278.6096 251.8003 1140.4766 -259.8767 1400.3533
Avg Daily Profit (%) 0.2924 0.1536 0.1388 0.1389 0 0.1494
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -92520 -94325 -92857 -2072054 -1365133 -1848220
Profit Factor 1.6078 1.592 1.6262 1.1035 0.9557 1.2721
Total Trades 223 111 112 223 111 112
Winning Trades 97 39 58 97 39 58
Losing Trades 126 72 54 126 72 54
Profitability (%) 43.4978 35.1351 51.7857 43.4978 35.1351 51.7857
Ratio Avg Win / Avg Loss 2.0884 2.9391 1.514 1.4335 1.7644 1.1844
Largest Winning Trade 91070 91070 51703 654250 654250 476746
Largest Losing Trade -58396 -30607 -58396 -682978 -411398 -682978
Avg Bars in Trades 96 105 87 96 105 87
Avg Bars in Winners 130 153 114 130 153 114
Avg Bars in Losers 70 79 57 70 79 57
Bars Traded 21504 11733 9771 21504 11733 9771
Profit Streak 40.1303 40.1303 40.3803 40.1303 40.1303 40.3803
Trades During Streak 3 1 2 3 1 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 429701 169635 -3703 -113768 -583491 276569
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": 1604282400000,
    "last_datapoint_time": 1759557600000,
    "evaluation_time": 1759561656432,
    "expiration_time": 1765200384000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 210,
            "offset": 0
        }
    },
    "second_band": {
        "type": "linreg",
        "factors": {
            "length": 97,
            "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": [
        [
            530409.8736154853,
            278609.6039610305,
            251800.2696544543,
            1140476.5684168357,
            -259876.7466631635,
            1400353.3150799999
        ],
        [
            530.409874,
            278.609604,
            251.80027,
            1140.476568,
            -259.876747,
            1400.353315
        ],
        [
            0.292371,
            0.153574,
            0.138796,
            0.138897,
            0,
            0.149397
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -92520,
            -94325,
            -92857,
            -2072054,
            -1365133,
            -1848220
        ],
        [
            1.607759,
            1.59201,
            1.626191,
            1.103533,
            0.955722,
            1.2721
        ],
        [
            223,
            111,
            112,
            223,
            111,
            112
        ],
        [
            97,
            39,
            58,
            97,
            39,
            58
        ],
        [
            126,
            72,
            54,
            126,
            72,
            54
        ],
        [
            43.497758,
            35.135135,
            51.785714,
            43.497758,
            35.135135,
            51.785714
        ],
        [
            2.088429,
            2.939095,
            1.514039,
            1.433455,
            1.764409,
            1.184369
        ],
        [
            91070,
            91070,
            51703,
            654250,
            654250,
            476746
        ],
        [
            -58396,
            -30607,
            -58396,
            -682978,
            -411398,
            -682978
        ],
        [
            96,
            105,
            87,
            96,
            105,
            87
        ],
        [
            130,
            153,
            114,
            130,
            153,
            114
        ],
        [
            70,
            79,
            57,
            70,
            79,
            57
        ],
        [
            21504,
            11733,
            9771,
            21504,
            11733,
            9771
        ],
        [
            40.130283,
            40.130283,
            40.380283,
            40.130283,
            40.130283,
            40.380283
        ],
        [
            3,
            1,
            2,
            3,
            1,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            429701,
            169635,
            -3703,
            -113768,
            -583491,
            276569
        ]
    ]
}
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": 1604282400000,
    "last_datapoint_time": 1759557600000,
    "evaluation_time": 1759561656432,
    "expiration_time": 1765200384000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 210,
            "offset": 0
        }
    },
    "second_band": {
        "type": "linreg",
        "factors": {
            "length": 97,
            "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)