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Trade: ZIL/USDT/120/SINWMA/ALMA/4559

Strategy
ZIL/USDT/120/SINWMA/ALMA/4559
Pair
ZIL_USDT
Interval
2h
Score
335441
Daily Profit
0.313845
Profit Factor
1.608380
Profitability
40.000000
Streak
0.000000
Best Strategy
Training Data Length
2082.920000
Evaluation Time
2025-10-02 15:31
Expiration Time
2025-12-16 13:38

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 653714.3021 609937.6879 43776.6142 284975.2096 184571.798 100403.4116
Total P&L (%) 653.7143 609.9377 43.7766 284.9752 184.5718 100.4034
Avg Daily Profit (%) 0.3138 0.2928 0.021 0.0647 0.0502 0.0334
Buy And Hold Return (%) 52.5886 52.5886 52.5886 52.5886 52.5886 52.5886
Max Trade Drawdown -99692 -91866 -132282 -484858 -421261 -264590
Profit Factor 1.6084 2.1331 1.0816 1.0693 1.0902 1.0487
Total Trades 220 110 110 220 110 110
Winning Trades 88 36 52 88 36 52
Losing Trades 132 74 58 132 74 58
Profitability (%) 40 32.7273 47.2727 40 32.7273 47.2727
Ratio Avg Win / Avg Loss 2.4126 4.3846 1.2064 1.604 2.2409 1.1697
Largest Winning Trade 314883 314883 50651 312296 312296 229773
Largest Losing Trade -40910 -40910 -35191 -190991 -115608 -190991
Avg Bars in Trades 111 103 119 111 103 119
Avg Bars in Winners 153 151 155 153 151 155
Avg Bars in Losers 83 79 87 83 79 87
Bars Traded 24512 11347 13165 24512 11347 13165
Profit Streak 0 0 20.3549 0 0 20.3549
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 335441 212742 -462051 -253426 -255705 -323558
Evaluation Data
{
    "trading_pair": "ZIL_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 24995,
    "evaluation_days": 2082.92,
    "actual_first_datapoint_time": 1579377600000,
    "first_datapoint_time": 1581040800000,
    "last_datapoint_time": 1759406400000,
    "evaluation_time": 1759408263630,
    "expiration_time": 1765885104000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 232,
            "offset": 0
        }
    },
    "second_band": {
        "type": "alma",
        "factors": {
            "length": 67,
            "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": [
        [
            653714.3020960371,
            609937.6878542375,
            43776.6142417993,
            284975.2096262823,
            184571.7979987733,
            100403.4116275084
        ],
        [
            653.714302,
            609.937688,
            43.776614,
            284.97521,
            184.571798,
            100.403412
        ],
        [
            0.313845,
            0.292828,
            0.021017,
            0.064738,
            0.050222,
            0.03338
        ],
        [
            52.588556,
            52.588556,
            52.588556,
            52.588556,
            52.588556,
            52.588556
        ],
        [
            -99692,
            -91866,
            -132282,
            -484858,
            -421261,
            -264590
        ],
        [
            1.60838,
            2.133062,
            1.081641,
            1.069336,
            1.090174,
            1.048664
        ],
        [
            220,
            110,
            110,
            220,
            110,
            110
        ],
        [
            88,
            36,
            52,
            88,
            36,
            52
        ],
        [
            132,
            74,
            58,
            132,
            74,
            58
        ],
        [
            40,
            32.727273,
            47.272727,
            40,
            32.727273,
            47.272727
        ],
        [
            2.41257,
            4.384627,
            1.206446,
            1.604004,
            2.240913,
            1.169663
        ],
        [
            314883,
            314883,
            50651,
            312296,
            312296,
            229773
        ],
        [
            -40910,
            -40910,
            -35191,
            -190991,
            -115608,
            -190991
        ],
        [
            111,
            103,
            119,
            111,
            103,
            119
        ],
        [
            153,
            151,
            155,
            153,
            151,
            155
        ],
        [
            83,
            79,
            87,
            83,
            79,
            87
        ],
        [
            24512,
            11347,
            13165,
            24512,
            11347,
            13165
        ],
        [
            0,
            0,
            20.354903,
            0,
            0,
            20.354903
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            335441,
            212742,
            -462051,
            -253426,
            -255705,
            -323558
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ZIL_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 24995,
    "evaluation_days": 2082.92,
    "actual_first_datapoint_time": 1579377600000,
    "first_datapoint_time": 1581040800000,
    "last_datapoint_time": 1759406400000,
    "evaluation_time": 1759408263630,
    "expiration_time": 1765885104000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 232,
            "offset": 0
        }
    },
    "second_band": {
        "type": "alma",
        "factors": {
            "length": 67,
            "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)