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Trade: FIL/USDT/120/ZLMA/MIDPRICE/8967

Strategy
FIL/USDT/120/ZLMA/MIDPRICE/8967
Pair
FIL_USDT
Interval
2h
Score
300666
Daily Profit
0.161471
Profit Factor
1.221924
Profitability
43.418014
Streak
11.135556
Best Strategy
Training Data Length
1812.670000
Evaluation Time
2025-10-02 22:15
Expiration Time
2025-12-07 02:08

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 292694.1067 153342.8398 139351.2669 39774.8829 -106497.2548 146272.1377
Total P&L (%) 292.6941 153.3428 139.3513 39.7749 -106.4973 146.2721
Avg Daily Profit (%) 0.1615 0.0846 0.0769 0.0185 0 0.0497
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -187813 -114823 -120497 -1143193 -663395 -838707
Profit Factor 1.2219 1.2191 1.2252 1.0065 0.966 1.0491
Total Trades 433 216 217 433 216 217
Winning Trades 188 84 104 188 84 104
Losing Trades 245 132 113 245 132 113
Profitability (%) 43.418 38.8889 47.9263 43.418 38.8889 47.9263
Ratio Avg Win / Avg Loss 1.5924 1.9157 1.3312 1.3117 1.518 1.1399
Largest Winning Trade 102141 102141 32965 306469 306469 239991
Largest Losing Trade -33741 -25948 -33741 -269360 -193417 -269360
Avg Bars in Trades 49 55 43 49 55 43
Avg Bars in Winners 70 84 58 70 84 58
Avg Bars in Losers 33 36 29 33 36 29
Bars Traded 21325 11915 9410 21325 11915 9410
Profit Streak 11.1356 0 33.8856 11.1356 0 33.8856
Trades During Streak 1 0 2 1 0 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 300666 -83058 -89910 -383442 -581746 -292229
Evaluation Data
{
    "trading_pair": "FIL_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 21752,
    "evaluation_days": 1812.67,
    "actual_first_datapoint_time": 1602777600000,
    "first_datapoint_time": 1604088000000,
    "last_datapoint_time": 1759428000000,
    "evaluation_time": 1759432512070,
    "expiration_time": 1765066118400,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 183,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 34,
            "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": [
        [
            292694.1067102106,
            153342.8397724012,
            139351.2669378091,
            39774.8829306294,
            -106497.2547978796,
            146272.1377285089
        ],
        [
            292.694107,
            153.34284,
            139.351267,
            39.774883,
            -106.497255,
            146.272138
        ],
        [
            0.161471,
            0.084595,
            0.076876,
            0.018475,
            0,
            0.049733
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -187813,
            -114823,
            -120497,
            -1143193,
            -663395,
            -838707
        ],
        [
            1.221924,
            1.219058,
            1.225166,
            1.006507,
            0.966026,
            1.049114
        ],
        [
            433,
            216,
            217,
            433,
            216,
            217
        ],
        [
            188,
            84,
            104,
            188,
            84,
            104
        ],
        [
            245,
            132,
            113,
            245,
            132,
            113
        ],
        [
            43.418014,
            38.888889,
            47.926267,
            43.418014,
            38.888889,
            47.926267
        ],
        [
            1.592401,
            1.915663,
            1.33119,
            1.311671,
            1.51804,
            1.139903
        ],
        [
            102141,
            102141,
            32965,
            306469,
            306469,
            239991
        ],
        [
            -33741,
            -25948,
            -33741,
            -269360,
            -193417,
            -269360
        ],
        [
            49,
            55,
            43,
            49,
            55,
            43
        ],
        [
            70,
            84,
            58,
            70,
            84,
            58
        ],
        [
            33,
            36,
            29,
            33,
            36,
            29
        ],
        [
            21325,
            11915,
            9410,
            21325,
            11915,
            9410
        ],
        [
            11.135556,
            0,
            33.885556,
            11.135556,
            0,
            33.885556
        ],
        [
            1,
            0,
            2,
            1,
            0,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            300666,
            -83058,
            -89910,
            -383442,
            -581746,
            -292229
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "FIL_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 21752,
    "evaluation_days": 1812.67,
    "actual_first_datapoint_time": 1602777600000,
    "first_datapoint_time": 1604088000000,
    "last_datapoint_time": 1759428000000,
    "evaluation_time": 1759432512070,
    "expiration_time": 1765066118400,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 183,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 34,
            "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)