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Trade: FIL/USDT/240/WMA/ZLMA/2631

Strategy
FIL/USDT/240/WMA/ZLMA/2631
Pair
FIL_USDT
Interval
4h
Score
330359
Daily Profit
0.315924
Profit Factor
2.135430
Profitability
39.325843
Streak
0.000000
Best Strategy
Training Data Length
1808.830000
Evaluation Time
2025-09-28 12:01
Expiration Time
2025-11-21 16:21

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 571453.0363 343714.3894 227738.6468 1095022.2663 -276375.2093 1371397.4756
Total P&L (%) 571.453 343.7144 227.7386 1095.0223 -276.3752 1371.3975
Avg Daily Profit (%) 0.3159 0.19 0.1259 0.1372 0 0.1488
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -80122 -75003 -44806 -1759421 -1645554 -1431974
Profit Factor 2.1354 2.0709 2.2491 1.1338 0.9435 1.4166
Total Trades 89 45 44 89 45 44
Winning Trades 35 11 24 35 11 24
Losing Trades 54 34 20 54 34 20
Profitability (%) 39.3258 24.4444 54.5455 39.3258 24.4444 54.5455
Ratio Avg Win / Avg Loss 3.2947 6.4008 1.8743 1.7493 2.9163 1.1805
Largest Winning Trade 276931 276931 68016 1005933 1005933 910385
Largest Losing Trade -44806 -21415 -44806 -1269746 -394147 -1269746
Avg Bars in Trades 118 91 146 118 91 146
Avg Bars in Winners 216 203 222 216 203 222
Avg Bars in Losers 55 55 55 55 55 55
Bars Traded 10567 4130 6436 10567 4130 6436
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 330359 -20724 -20005 -85569 -610197 266385
Evaluation Data
{
    "trading_pair": "FIL_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 10853,
    "evaluation_days": 1808.83,
    "actual_first_datapoint_time": 1602777600000,
    "first_datapoint_time": 1604966400000,
    "last_datapoint_time": 1759046400000,
    "evaluation_time": 1759050101811,
    "expiration_time": 1763734896000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 153,
            "offset": 0
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 105,
            "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": [
        [
            571453.0362530712,
            343714.3894425034,
            227738.6468105672,
            1095022.2663103133,
            -276375.2093173071,
            1371397.4756276202
        ],
        [
            571.453036,
            343.714389,
            227.738647,
            1095.022266,
            -276.375209,
            1371.397476
        ],
        [
            0.315924,
            0.19002,
            0.125904,
            0.137241,
            0,
            0.148759
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -80122,
            -75003,
            -44806,
            -1759421,
            -1645554,
            -1431974
        ],
        [
            2.13543,
            2.070854,
            2.249115,
            1.133783,
            0.943516,
            1.41657
        ],
        [
            89,
            45,
            44,
            89,
            45,
            44
        ],
        [
            35,
            11,
            24,
            35,
            11,
            24
        ],
        [
            54,
            34,
            20,
            54,
            34,
            20
        ],
        [
            39.325843,
            24.444444,
            54.545455,
            39.325843,
            24.444444,
            54.545455
        ],
        [
            3.294663,
            6.400821,
            1.874262,
            1.749265,
            2.916321,
            1.180475
        ],
        [
            276931,
            276931,
            68016,
            1005933,
            1005933,
            910385
        ],
        [
            -44806,
            -21415,
            -44806,
            -1269746,
            -394147,
            -1269746
        ],
        [
            118,
            91,
            146,
            118,
            91,
            146
        ],
        [
            216,
            203,
            222,
            216,
            203,
            222
        ],
        [
            55,
            55,
            55,
            55,
            55,
            55
        ],
        [
            10567,
            4130,
            6436,
            10567,
            4130,
            6436
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            330359,
            -20724,
            -20005,
            -85569,
            -610197,
            266385
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "FIL_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 10853,
    "evaluation_days": 1808.83,
    "actual_first_datapoint_time": 1602777600000,
    "first_datapoint_time": 1604966400000,
    "last_datapoint_time": 1759046400000,
    "evaluation_time": 1759050101811,
    "expiration_time": 1763734896000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 153,
            "offset": 0
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 105,
            "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)