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Trade: FIL/USDT/5/ZLMA/ALMA/5054

Strategy
FIL/USDT/5/ZLMA/ALMA/5054
Pair
FIL_USDT
Interval
5m
Score
542275
Daily Profit
1.860154
Profit Factor
1.592947
Profitability
49.911817
Streak
0.639098
Best Strategy
Training Data Length
86.810000
Evaluation Time
2025-10-11 12:10
Expiration Time
2025-12-25 11:05

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 161479.9528 98263.7714 63216.1814 182057.2155 128349.7241 53707.4914
Total P&L (%) 161.48 98.2638 63.2162 182.0572 128.3497 53.7075
Avg Daily Profit (%) 1.8602 1.1319 0.7282 1.2017 0.9557 0.4964
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -72176 -42249 -34172 -81793 -47489 -37686
Profit Factor 1.5929 1.7632 1.4403 1.6404 1.9518 1.3594
Total Trades 567 283 284 567 283 284
Winning Trades 283 144 139 283 144 139
Losing Trades 284 139 145 284 139 145
Profitability (%) 49.9118 50.8834 48.9437 49.9118 50.8834 48.9437
Ratio Avg Win / Avg Loss 1.5986 1.702 1.5024 1.6462 1.8841 1.4181
Largest Winning Trade 113732 113732 64554 147363 147363 50830
Largest Losing Trade -7809 -5751 -7809 -7875 -6482 -7875
Avg Bars in Trades 43 42 44 43 42 44
Avg Bars in Winners 40 39 40 40 39 40
Avg Bars in Losers 46 46 47 46 46 47
Bars Traded 24617 12080 12537 24617 12080 12537
Profit Streak 0.6391 0.6391 1.0384 0.6391 0.6391 1.0384
Trades During Streak 3 1 3 3 1 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 542275 437740 364433 526057 445336 212508
Evaluation Data
{
    "trading_pair": "FIL_USDT",
    "interval": "5m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 86.81,
    "actual_first_datapoint_time": 1752673800000,
    "first_datapoint_time": 1752741900000,
    "last_datapoint_time": 1760173500000,
    "evaluation_time": 1760173818115,
    "expiration_time": 1766653500000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 228,
            "offset": 0
        }
    },
    "second_band": {
        "type": "alma",
        "factors": {
            "length": 44,
            "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": [
        [
            161479.9528250552,
            98263.7714076784,
            63216.1814173768,
            182057.2154937675,
            128349.7240838529,
            53707.4914099145
        ],
        [
            161.479953,
            98.263771,
            63.216181,
            182.057215,
            128.349724,
            53.707491
        ],
        [
            1.860154,
            1.131941,
            0.728213,
            1.201656,
            0.955705,
            0.496426
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -72176,
            -42249,
            -34172,
            -81793,
            -47489,
            -37686
        ],
        [
            1.592947,
            1.763245,
            1.440256,
            1.640425,
            1.951839,
            1.359412
        ],
        [
            567,
            283,
            284,
            567,
            283,
            284
        ],
        [
            283,
            144,
            139,
            283,
            144,
            139
        ],
        [
            284,
            139,
            145,
            284,
            139,
            145
        ],
        [
            49.911817,
            50.883392,
            48.943662,
            49.911817,
            50.883392,
            48.943662
        ],
        [
            1.598576,
            1.702021,
            1.502425,
            1.646222,
            1.884067,
            1.418092
        ],
        [
            113732,
            113732,
            64554,
            147363,
            147363,
            50830
        ],
        [
            -7809,
            -5751,
            -7809,
            -7875,
            -6482,
            -7875
        ],
        [
            43,
            42,
            44,
            43,
            42,
            44
        ],
        [
            40,
            39,
            40,
            40,
            39,
            40
        ],
        [
            46,
            46,
            47,
            46,
            46,
            47
        ],
        [
            24617,
            12080,
            12537,
            24617,
            12080,
            12537
        ],
        [
            0.639098,
            0.639098,
            1.038404,
            0.639099,
            0.639099,
            1.038404
        ],
        [
            3,
            1,
            3,
            3,
            1,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            542275,
            437740,
            364433,
            526057,
            445336,
            212508
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "FIL_USDT",
    "interval": "5m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 86.81,
    "actual_first_datapoint_time": 1752673800000,
    "first_datapoint_time": 1752741900000,
    "last_datapoint_time": 1760173500000,
    "evaluation_time": 1760173818115,
    "expiration_time": 1766653500000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 228,
            "offset": 0
        }
    },
    "second_band": {
        "type": "alma",
        "factors": {
            "length": 44,
            "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)