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Trade: FIL/USDT/360/DEMA/ZLMA/9261

Strategy
FIL/USDT/360/DEMA/ZLMA/9261
Pair
FIL_USDT
Interval
6h
Score
342829
Daily Profit
0.313984
Profit Factor
1.815995
Profitability
37.857143
Streak
47.896332
Best Strategy
Training Data Length
1815.250000
Evaluation Time
2025-10-04 18:30
Expiration Time
2025-11-28 00:58

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 569958.9825 354244.8639 215714.1186 786844.0357 -200246.5821 987090.6178
Total P&L (%) 569.959 354.2449 215.7141 786.844 -200.2466 987.0906
Avg Daily Profit (%) 0.314 0.1951 0.1188 0.1203 0 0.1315
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -92827 -109945 -42192 -666267 -888248 -409337
Profit Factor 1.816 1.8048 1.8351 1.1548 0.9385 1.5401
Total Trades 140 70 70 140 70 70
Winning Trades 53 18 35 53 18 35
Losing Trades 87 52 35 87 52 35
Profitability (%) 37.8571 25.7143 50 37.8571 25.7143 50
Ratio Avg Win / Avg Loss 2.981 5.2139 1.8351 1.8956 2.7112 1.5401
Largest Winning Trade 239626 239626 62576 553522 553522 303278
Largest Losing Trade -35829 -35829 -31428 -306453 -306453 -265883
Avg Bars in Trades 50 57 44 50 57 44
Avg Bars in Winners 74 92 64 74 92 64
Avg Bars in Losers 36 45 23 36 45 23
Bars Traded 7106 4004 3102 7106 4004 3102
Profit Streak 47.8963 47.8963 56.3963 47.8963 47.8963 56.3963
Trades During Streak 3 1 2 3 1 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 342829 -109560 -124356 -84066 -698564 -107827
Evaluation Data
{
    "trading_pair": "FIL_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7261,
    "evaluation_days": 1815.25,
    "actual_first_datapoint_time": 1602763200000,
    "first_datapoint_time": 1604620800000,
    "last_datapoint_time": 1759579200000,
    "evaluation_time": 1759591843085,
    "expiration_time": 1764284328000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "dema",
        "factors": {
            "length": 87,
            "offset": 0
        }
    },
    "second_band": {
        "type": "zlma",
        "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": [
        [
            569958.9825078766,
            354244.8639273517,
            215714.1185805251,
            786844.0356564012,
            -200246.5821451128,
            987090.6178015133
        ],
        [
            569.958983,
            354.244864,
            215.714119,
            786.844036,
            -200.246582,
            987.090618
        ],
        [
            0.313984,
            0.195149,
            0.118834,
            0.120304,
            0,
            0.131533
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -92827,
            -109945,
            -42192,
            -666267,
            -888248,
            -409337
        ],
        [
            1.815995,
            1.804805,
            1.835063,
            1.154789,
            0.938492,
            1.540062
        ],
        [
            140,
            70,
            70,
            140,
            70,
            70
        ],
        [
            53,
            18,
            35,
            53,
            18,
            35
        ],
        [
            87,
            52,
            35,
            87,
            52,
            35
        ],
        [
            37.857143,
            25.714286,
            50,
            37.857143,
            25.714286,
            50
        ],
        [
            2.980973,
            5.21388,
            1.835063,
            1.895596,
            2.711199,
            1.540062
        ],
        [
            239626,
            239626,
            62576,
            553522,
            553522,
            303278
        ],
        [
            -35829,
            -35829,
            -31428,
            -306453,
            -306453,
            -265883
        ],
        [
            50,
            57,
            44,
            50,
            57,
            44
        ],
        [
            74,
            92,
            64,
            74,
            92,
            64
        ],
        [
            36,
            45,
            23,
            36,
            45,
            23
        ],
        [
            7106,
            4004,
            3102,
            7106,
            4004,
            3102
        ],
        [
            47.896332,
            47.896332,
            56.396332,
            47.896332,
            47.896332,
            56.396332
        ],
        [
            3,
            1,
            2,
            3,
            1,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            342829,
            -109560,
            -124356,
            -84066,
            -698564,
            -107827
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "FIL_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7261,
    "evaluation_days": 1815.25,
    "actual_first_datapoint_time": 1602763200000,
    "first_datapoint_time": 1604620800000,
    "last_datapoint_time": 1759579200000,
    "evaluation_time": 1759591843085,
    "expiration_time": 1764284328000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "dema",
        "factors": {
            "length": 87,
            "offset": 0
        }
    },
    "second_band": {
        "type": "zlma",
        "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)