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Trade: FIL/USDT/15/ZLMA/KCB/2281

Strategy
FIL/USDT/15/ZLMA/KCB/2281
Pair
FIL_USDT
Interval
15m
Score
338644
Daily Profit
0.263721
Profit Factor
1.363425
Profitability
68.181818
Streak
4.509157
Best Strategy
Training Data Length
260.420000
Evaluation Time
2025-10-09 06:58
Expiration Time
2025-12-23 05:45

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 68678.1154 3691.1058 64987.0096 69208.499 -531.8611 69740.36
Total P&L (%) 68.6781 3.6911 64.987 69.2085 -0.5319 69.7404
Avg Daily Profit (%) 0.2637 0.0142 0.2495 0.2022 -0.002 0.2034
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -33185 -33687 -20271 -35367 -42329 -21490
Profit Factor 1.3634 1.0279 2.1506 1.3167 0.9965 2.0507
Total Trades 132 66 66 132 66 66
Winning Trades 90 43 47 90 43 47
Losing Trades 42 23 19 42 23 19
Profitability (%) 68.1818 65.1515 71.2121 68.1818 65.1515 71.2121
Ratio Avg Win / Avg Loss 0.6363 0.5498 0.8694 0.6145 0.533 0.829
Largest Winning Trade 7483 7483 6975 8967 8967 7689
Largest Losing Trade -28897 -28897 -9771 -30846 -30846 -12031
Avg Bars in Trades 187 194 180 187 194 180
Avg Bars in Winners 104 91 116 104 91 116
Avg Bars in Losers 364 386 337 364 386 337
Bars Traded 24708 12809 11899 24708 12809 11899
Profit Streak 4.5092 11.9883 4.5092 4.5092 11.9883 4.5092
Trades During Streak 5 5 2 5 5 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 338644 -653240 -113082 310708 -702784 -113353
Evaluation Data
{
    "trading_pair": "FIL_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1737482400000,
    "first_datapoint_time": 1737706500000,
    "last_datapoint_time": 1759981500000,
    "evaluation_time": 1759982291151,
    "expiration_time": 1766461500000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 129,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcb",
        "factors": {
            "length": 250,
            "offset": 0,
            "scalar": 1
        }
    }
}
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": [
        [
            68678.1153596494,
            3691.1058066702,
            64987.0095529792,
            69208.4989735335,
            -531.8610695447,
            69740.3600430783
        ],
        [
            68.678115,
            3.691106,
            64.98701,
            69.208499,
            -0.531861,
            69.74036
        ],
        [
            0.263721,
            0.014174,
            0.249547,
            0.202171,
            -0.002048,
            0.203378
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -33185,
            -33687,
            -20271,
            -35367,
            -42329,
            -21490
        ],
        [
            1.363425,
            1.027859,
            2.150558,
            1.316742,
            0.996504,
            2.050686
        ],
        [
            132,
            66,
            66,
            132,
            66,
            66
        ],
        [
            90,
            43,
            47,
            90,
            43,
            47
        ],
        [
            42,
            23,
            19,
            42,
            23,
            19
        ],
        [
            68.181818,
            65.151515,
            71.212121,
            68.181818,
            65.151515,
            71.212121
        ],
        [
            0.636265,
            0.549785,
            0.869375,
            0.614479,
            0.533014,
            0.829001
        ],
        [
            7483,
            7483,
            6975,
            8967,
            8967,
            7689
        ],
        [
            -28897,
            -28897,
            -9771,
            -30846,
            -30846,
            -12031
        ],
        [
            187,
            194,
            180,
            187,
            194,
            180
        ],
        [
            104,
            91,
            116,
            104,
            91,
            116
        ],
        [
            364,
            386,
            337,
            364,
            386,
            337
        ],
        [
            24708,
            12809,
            11899,
            24708,
            12809,
            11899
        ],
        [
            4.509157,
            11.988323,
            4.509157,
            4.509157,
            11.988323,
            4.509157
        ],
        [
            5,
            5,
            2,
            5,
            5,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            338644,
            -653240,
            -113082,
            310708,
            -702784,
            -113353
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "FIL_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1737482400000,
    "first_datapoint_time": 1737706500000,
    "last_datapoint_time": 1759981500000,
    "evaluation_time": 1759982291151,
    "expiration_time": 1766461500000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 129,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcb",
        "factors": {
            "length": 250,
            "offset": 0,
            "scalar": 1
        }
    }
}

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)