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Trade: FIL/USDT/240/PWMA/ZLMA/6346

Strategy
FIL/USDT/240/PWMA/ZLMA/6346
Pair
FIL_USDT
Interval
4h
Score
303916
Daily Profit
0.272684
Profit Factor
1.931442
Profitability
40.404040
Streak
0.000000
Best Strategy
Training Data Length
1805.000000
Evaluation Time
2025-09-28 04:19
Expiration Time
2025-11-17 17:36

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 492194.3392 289814.6229 202379.7162 634887.1022 -136256.7609 771143.8631
Total P&L (%) 492.1943 289.8146 202.3797 634.8871 -136.2568 771.1439
Avg Daily Profit (%) 0.2727 0.1606 0.1121 0.1106 0 0.12
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -56034 -85712 -42522 -565214 -642086 -415615
Profit Factor 1.9314 1.8631 2.0507 1.168 0.9425 1.5463
Total Trades 99 50 49 99 50 49
Winning Trades 40 18 22 40 18 22
Losing Trades 59 32 27 59 32 27
Profitability (%) 40.404 36 44.898 40.404 36 44.898
Ratio Avg Win / Avg Loss 2.8489 3.3121 2.5167 1.7228 1.6755 1.8978
Largest Winning Trade 271284 271284 71314 372918 372918 301867
Largest Losing Trade -42522 -21796 -42522 -415615 -203053 -415615
Avg Bars in Trades 106 87 126 106 87 126
Avg Bars in Winners 174 149 196 174 149 196
Avg Bars in Losers 60 52 70 60 52 70
Bars Traded 10558 4356 6202 10558 4356 6202
Profit Streak 0 0 0 0 0 0
Trades During Streak 0 0 0 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 303916 -174679 -41300 -83078 -763500 -31582
Evaluation Data
{
    "trading_pair": "FIL_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 10830,
    "evaluation_days": 1805,
    "actual_first_datapoint_time": 1602777600000,
    "first_datapoint_time": 1605859200000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1759022374572,
    "expiration_time": 1763393760000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 215,
            "offset": 0
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 78,
            "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": [
        [
            492194.3391680013,
            289814.6229224893,
            202379.7162455119,
            634887.1021859625,
            -136256.7609096929,
            771143.8630956553
        ],
        [
            492.194339,
            289.814623,
            202.379716,
            634.887102,
            -136.256761,
            771.143863
        ],
        [
            0.272684,
            0.160562,
            0.112122,
            0.110562,
            0,
            0.119996
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -56034,
            -85712,
            -42522,
            -565214,
            -642086,
            -415615
        ],
        [
            1.931442,
            1.863054,
            2.050667,
            1.167981,
            0.942459,
            1.546316
        ],
        [
            99,
            50,
            49,
            99,
            50,
            49
        ],
        [
            40,
            18,
            22,
            40,
            18,
            22
        ],
        [
            59,
            32,
            27,
            59,
            32,
            27
        ],
        [
            40.40404,
            36,
            44.897959,
            40.40404,
            36,
            44.897959
        ],
        [
            2.848878,
            3.312095,
            2.516728,
            1.722772,
            1.675482,
            1.897751
        ],
        [
            271284,
            271284,
            71314,
            372918,
            372918,
            301867
        ],
        [
            -42522,
            -21796,
            -42522,
            -415615,
            -203053,
            -415615
        ],
        [
            106,
            87,
            126,
            106,
            87,
            126
        ],
        [
            174,
            149,
            196,
            174,
            149,
            196
        ],
        [
            60,
            52,
            70,
            60,
            52,
            70
        ],
        [
            10558,
            4356,
            6202,
            10558,
            4356,
            6202
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            303916,
            -174679,
            -41300,
            -83078,
            -763500,
            -31582
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "FIL_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 10830,
    "evaluation_days": 1805,
    "actual_first_datapoint_time": 1602777600000,
    "first_datapoint_time": 1605859200000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1759022374572,
    "expiration_time": 1763393760000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 215,
            "offset": 0
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 78,
            "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)