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Trade: FIL/USDT/15/ZLMA/EMA/2624

Strategy
FIL/USDT/15/ZLMA/EMA/2624
Pair
FIL_USDT
Interval
15m
Score
558493
Daily Profit
0.589315
Profit Factor
1.898411
Profitability
72.649573
Streak
7.649235
Best Strategy
Training Data Length
260.420000
Evaluation Time
2025-10-12 15:34
Expiration Time
2025-12-26 14:30

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 153469.5304 16533.3213 136936.2091 237894.4433 22541.9574 215352.4859
Total P&L (%) 153.4695 16.5333 136.9362 237.8944 22.542 215.3525
Avg Daily Profit (%) 0.5893 0.0635 0.5258 0.4686 0.0781 0.442
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -28631 -21267 -13437 -28891 -25457 -15842
Profit Factor 1.8984 1.1383 3.6708 2.0764 1.1514 3.9881
Total Trades 117 58 59 117 58 59
Winning Trades 85 40 45 85 40 45
Losing Trades 32 18 14 32 18 14
Profitability (%) 72.6496 68.9655 76.2712 72.6496 68.9655 76.2712
Ratio Avg Win / Avg Loss 0.7147 0.5122 1.142 0.7817 0.5181 1.2407
Largest Winning Trade 67994 7846 67994 136760 12497 136760
Largest Losing Trade -28631 -28631 -10587 -28891 -28891 -14436
Avg Bars in Trades 207 213 202 207 213 202
Avg Bars in Winners 130 117 140 130 117 140
Avg Bars in Losers 414 424 401 414 424 401
Bars Traded 24325 12359 11966 24325 12359 11966
Profit Streak 7.6492 15.0034 7.6492 7.6492 15.0034 7.6492
Trades During Streak 4 4 2 4 4 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 558493 -364872 -157416 533725 -327033 -157900
Evaluation Data
{
    "trading_pair": "FIL_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1737773100000,
    "first_datapoint_time": 1737968400000,
    "last_datapoint_time": 1760272200000,
    "evaluation_time": 1760272493925,
    "expiration_time": 1766752200000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 197,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ema",
        "factors": {
            "length": 218,
            "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": [
        [
            153469.530384171,
            16533.3212842674,
            136936.2090999037,
            237894.4432781293,
            22541.9573515201,
            215352.4859266091
        ],
        [
            153.46953,
            16.533321,
            136.936209,
            237.894443,
            22.541957,
            215.352486
        ],
        [
            0.589315,
            0.063487,
            0.525828,
            0.468633,
            0.07809,
            0.442
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -28631,
            -21267,
            -13437,
            -28891,
            -25457,
            -15842
        ],
        [
            1.898411,
            1.138294,
            3.67082,
            2.076399,
            1.151351,
            3.988056
        ],
        [
            117,
            58,
            59,
            117,
            58,
            59
        ],
        [
            85,
            40,
            45,
            85,
            40,
            45
        ],
        [
            32,
            18,
            14,
            32,
            18,
            14
        ],
        [
            72.649573,
            68.965517,
            76.271186,
            72.649573,
            68.965517,
            76.271186
        ],
        [
            0.714696,
            0.512232,
            1.142033,
            0.781703,
            0.518108,
            1.240729
        ],
        [
            67994,
            7846,
            67994,
            136760,
            12497,
            136760
        ],
        [
            -28631,
            -28631,
            -10587,
            -28891,
            -28891,
            -14436
        ],
        [
            207,
            213,
            202,
            207,
            213,
            202
        ],
        [
            130,
            117,
            140,
            130,
            117,
            140
        ],
        [
            414,
            424,
            401,
            414,
            424,
            401
        ],
        [
            24325,
            12359,
            11966,
            24325,
            12359,
            11966
        ],
        [
            7.649235,
            15.003402,
            7.649235,
            7.649235,
            15.003402,
            7.649235
        ],
        [
            4,
            4,
            2,
            4,
            4,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            558493,
            -364872,
            -157416,
            533725,
            -327033,
            -157900
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "FIL_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1737773100000,
    "first_datapoint_time": 1737968400000,
    "last_datapoint_time": 1760272200000,
    "evaluation_time": 1760272493925,
    "expiration_time": 1766752200000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 197,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ema",
        "factors": {
            "length": 218,
            "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)