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Trade: FIL/USDT/360/ZLMA/DCM/3435

Strategy
FIL/USDT/360/ZLMA/DCM/3435
Pair
FIL_USDT
Interval
6h
Score
477187
Daily Profit
0.431717
Profit Factor
2.035032
Profitability
44.036697
Streak
22.769776
Best Strategy
Training Data Length
1805.250000
Evaluation Time
2025-09-26 15:28
Expiration Time
2025-11-17 17:46

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 779357.0329 468306.8611 311050.1718 5849738.2039 1154525.6146 4695212.5893
Total P&L (%) 779.357 468.3069 311.0502 5849.7382 1154.5256 4695.2126
Avg Daily Profit (%) 0.4317 0.2594 0.1723 0.2266 0.1402 0.2146
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -64329 -90613 -44363 -5500112 -6471031 -3509969
Profit Factor 2.035 2.0446 2.021 1.1851 1.0672 1.3254
Total Trades 218 109 109 218 109 109
Winning Trades 96 43 53 96 43 53
Losing Trades 122 66 56 122 66 56
Profitability (%) 44.0367 39.4495 48.6239 44.0367 39.4495 48.6239
Ratio Avg Win / Avg Loss 2.5862 3.1382 2.1354 1.5061 1.6381 1.4004
Largest Winning Trade 300397 300397 51608 2977443 2977443 2629291
Largest Losing Trade -34235 -34235 -16443 -1488987 -1488987 -1326431
Avg Bars in Trades 31 36 27 31 36 27
Avg Bars in Winners 46 48 44 46 48 44
Avg Bars in Losers 20 27 11 20 27 11
Bars Traded 6960 3933 3027 6960 3933 3027
Profit Streak 22.7698 23.2698 0 22.7698 23.2698 0
Trades During Streak 1 1 0 1 1 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 477187 294992 385328 -8162 -154731 283695

Evaluation Data

{
    "trading_pair": "FIL_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7221,
    "evaluation_days": 1805.25,
    "actual_first_datapoint_time": 1602763200000,
    "first_datapoint_time": 1605225600000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758889708635,
    "expiration_time": 1763394408000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 115,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 7,
            "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": [
        [
            779357.0329084088,
            468306.8610983106,
            311050.1718100985,
            5849738.203921842,
            1154525.614641381,
            4695212.589280453
        ],
        [
            779.357033,
            468.306861,
            311.050172,
            5849.738204,
            1154.525615,
            4695.212589
        ],
        [
            0.431717,
            0.259414,
            0.172303,
            0.226592,
            0.140209,
            0.214616
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -64329,
            -90613,
            -44363,
            -5500112,
            -6471031,
            -3509969
        ],
        [
            2.035032,
            2.044584,
            2.020976,
            1.185109,
            1.067227,
            1.325425
        ],
        [
            218,
            109,
            109,
            218,
            109,
            109
        ],
        [
            96,
            43,
            53,
            96,
            43,
            53
        ],
        [
            122,
            66,
            56,
            122,
            66,
            56
        ],
        [
            44.036697,
            39.449541,
            48.623853,
            44.036697,
            39.449541,
            48.623853
        ],
        [
            2.586186,
            3.138199,
            2.13537,
            1.506076,
            1.638069,
            1.400449
        ],
        [
            300397,
            300397,
            51608,
            2977443,
            2977443,
            2629291
        ],
        [
            -34235,
            -34235,
            -16443,
            -1488987,
            -1488987,
            -1326431
        ],
        [
            31,
            36,
            27,
            31,
            36,
            27
        ],
        [
            46,
            48,
            44,
            46,
            48,
            44
        ],
        [
            20,
            27,
            11,
            20,
            27,
            11
        ],
        [
            6960,
            3933,
            3027,
            6960,
            3933,
            3027
        ],
        [
            22.769776,
            23.269776,
            0,
            22.769776,
            23.269776,
            0
        ],
        [
            1,
            1,
            0,
            1,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            477187,
            294992,
            385328,
            -8162,
            -154731,
            283695
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "FIL_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7221,
    "evaluation_days": 1805.25,
    "actual_first_datapoint_time": 1602763200000,
    "first_datapoint_time": 1605225600000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758889708635,
    "expiration_time": 1763394408000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 115,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 7,
            "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)