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Trade: FIL/USDT/480/HILO/ZLMA/8619

Strategy
FIL/USDT/480/HILO/ZLMA/8619
Pair
FIL_USDT
Interval
8h
Score
495154
Daily Profit
0.426834
Profit Factor
1.906793
Profitability
44.027304
Streak
8.706096
Best Strategy
Training Data Length
1820.330000
Evaluation Time
2025-10-10 03:56
Expiration Time
2025-12-03 08:38

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 776978.8967 545813.3578 231165.5389 982672.5139 -521270.3853 1503942.8992
Total P&L (%) 776.9789 545.8134 231.1655 982.6725 -521.2704 1503.9429
Avg Daily Profit (%) 0.4268 0.2998 0.127 0.1309 0 0.1526
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -100046 -115156 -37556 -2430254 -2001083 -861111
Profit Factor 1.9068 2.1288 1.6192 1.0915 0.9096 1.3024
Total Trades 293 147 146 293 147 146
Winning Trades 129 58 71 129 58 71
Losing Trades 164 89 75 164 89 75
Profitability (%) 44.0273 39.4558 48.6301 44.0273 39.4558 48.6301
Ratio Avg Win / Avg Loss 2.4241 3.2667 1.7104 1.3877 1.3957 1.3758
Largest Winning Trade 585115 585115 59628 697525 697525 626376
Largest Losing Trade -40242 -40242 -20375 -521654 -521654 -485841
Avg Bars in Trades 18 18 17 18 18 17
Avg Bars in Winners 24 28 20 24 28 20
Avg Bars in Losers 13 12 15 13 12 15
Bars Traded 5308 2718 2590 5308 2718 2590
Profit Streak 8.7061 9.7061 0 8.7061 9.7061 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 495154 346215 -20842 -137492 -582434 263110
Evaluation Data
{
    "trading_pair": "FIL_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5461,
    "evaluation_days": 1820.33,
    "actual_first_datapoint_time": 1602777600000,
    "first_datapoint_time": 1604793600000,
    "last_datapoint_time": 1760025600000,
    "evaluation_time": 1760057806704,
    "expiration_time": 1764743904000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 71,
            "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": [
        [
            776978.8966622289,
            545813.3577685306,
            231165.5388936975,
            982672.5139050512,
            -521270.3853128059,
            1503942.8992178584
        ],
        [
            776.978897,
            545.813358,
            231.165539,
            982.672514,
            -521.270385,
            1503.942899
        ],
        [
            0.426834,
            0.299843,
            0.126991,
            0.130942,
            0,
            0.152564
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -100046,
            -115156,
            -37556,
            -2430254,
            -2001083,
            -861111
        ],
        [
            1.906793,
            2.128842,
            1.619205,
            1.091525,
            0.909566,
            1.302446
        ],
        [
            293,
            147,
            146,
            293,
            147,
            146
        ],
        [
            129,
            58,
            71,
            129,
            58,
            71
        ],
        [
            164,
            89,
            75,
            164,
            89,
            75
        ],
        [
            44.027304,
            39.455782,
            48.630137,
            44.027304,
            39.455782,
            48.630137
        ],
        [
            2.42414,
            3.266671,
            1.710428,
            1.387675,
            1.395713,
            1.375823
        ],
        [
            585115,
            585115,
            59628,
            697525,
            697525,
            626376
        ],
        [
            -40242,
            -40242,
            -20375,
            -521654,
            -521654,
            -485841
        ],
        [
            18,
            18,
            17,
            18,
            18,
            17
        ],
        [
            24,
            28,
            20,
            24,
            28,
            20
        ],
        [
            13,
            12,
            15,
            13,
            12,
            15
        ],
        [
            5308,
            2718,
            2590,
            5308,
            2718,
            2590
        ],
        [
            8.706096,
            9.706096,
            0,
            8.706096,
            9.706096,
            0
        ],
        [
            1,
            1,
            0,
            1,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            495154,
            346215,
            -20842,
            -137492,
            -582434,
            263110
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "FIL_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5461,
    "evaluation_days": 1820.33,
    "actual_first_datapoint_time": 1602777600000,
    "first_datapoint_time": 1604793600000,
    "last_datapoint_time": 1760025600000,
    "evaluation_time": 1760057806704,
    "expiration_time": 1764743904000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 71,
            "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)