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Trade: FIL/USDT/720/ZLMA/HILO/9029

Strategy
FIL/USDT/720/ZLMA/HILO/9029
Pair
FIL_USDT
Interval
12h
Score
322144
Daily Profit
0.160298
Profit Factor
1.383603
Profitability
53.488372
Streak
0.000000
Best Strategy
Training Data Length
1805.500000
Evaluation Time
2025-09-27 03:55
Expiration Time
2025-11-17 17:57

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 289418.6877 188852.2898 100566.3979 -202154.2428 189418.1957 -391572.4386
Total P&L (%) 289.4187 188.8523 100.5664 -202.1542 189.4182 -391.5724
Avg Daily Profit (%) 0.1603 0.1046 0.0557 0 0.0589 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -133708 -182677 -128455 -405042 -70739 -438826
Profit Factor 1.3836 1.4801 1.2785 0.7427 1.8015 0.2871
Total Trades 129 64 65 129 64 65
Winning Trades 69 30 39 61 34 27
Losing Trades 60 34 26 68 30 38
Profitability (%) 53.4884 46.875 60 47.2868 53.125 41.5385
Ratio Avg Win / Avg Loss 1.2031 1.6775 0.8523 0.8279 1.5895 0.404
Largest Winning Trade 99148 99148 56566 110246 110246 24288
Largest Losing Trade -120528 -50511 -120528 -270654 -40603 -270654
Avg Bars in Trades 26 30 23 26 30 23
Avg Bars in Winners 25 26 24 28 35 20
Avg Bars in Losers 27 33 21 25 23 25
Bars Traded 3444 1922 1522 3444 1922 1522
Profit Streak 0 28.5388 0 21.5388 0 34.0388
Trades During Streak 0 1 0 1 0 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 322144 -190901 -250360 -580662 -249661 -714755

Evaluation Data

{
    "trading_pair": "FIL_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3611,
    "evaluation_days": 1805.5,
    "actual_first_datapoint_time": 1602763200000,
    "first_datapoint_time": 1607385600000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758934554691,
    "expiration_time": 1763395056000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 108,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "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": [
        [
            289418.6876780004,
            188852.289773951,
            100566.3979040493,
            -202154.2428165921,
            189418.195746091,
            -391572.4385626833
        ],
        [
            289.418688,
            188.85229,
            100.566398,
            -202.154243,
            189.418196,
            -391.572439
        ],
        [
            0.160298,
            0.104598,
            0.0557,
            0,
            0.058877,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -133708,
            -182677,
            -128455,
            -405042,
            -70739,
            -438826
        ],
        [
            1.383603,
            1.480116,
            1.278478,
            0.742664,
            1.801486,
            0.287054
        ],
        [
            129,
            64,
            65,
            129,
            64,
            65
        ],
        [
            69,
            30,
            39,
            61,
            34,
            27
        ],
        [
            60,
            34,
            26,
            68,
            30,
            38
        ],
        [
            53.488372,
            46.875,
            60,
            47.286822,
            53.125,
            41.538462
        ],
        [
            1.203133,
            1.677465,
            0.852319,
            0.827888,
            1.589546,
            0.404002
        ],
        [
            99148,
            99148,
            56566,
            110246,
            110246,
            24288
        ],
        [
            -120528,
            -50511,
            -120528,
            -270654,
            -40603,
            -270654
        ],
        [
            26,
            30,
            23,
            26,
            30,
            23
        ],
        [
            25,
            26,
            24,
            28,
            35,
            20
        ],
        [
            27,
            33,
            21,
            25,
            23,
            25
        ],
        [
            3444,
            1922,
            1522,
            3444,
            1922,
            1522
        ],
        [
            0,
            28.538827,
            0,
            21.538827,
            0,
            34.038827
        ],
        [
            0,
            1,
            0,
            1,
            0,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            322144,
            -190901,
            -250360,
            -580662,
            -249661,
            -714755
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "FIL_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3611,
    "evaluation_days": 1805.5,
    "actual_first_datapoint_time": 1602763200000,
    "first_datapoint_time": 1607385600000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758934554691,
    "expiration_time": 1763395056000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 108,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "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)