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Trade: ZIL/USDT/120/SINWMA/KCU/5533

Strategy
ZIL/USDT/120/SINWMA/KCU/5533
Pair
ZIL_USDT
Interval
2h
Score
435022
Daily Profit
0.533654
Profit Factor
3.078515
Profitability
37.777778
Streak
0.000000
Best Strategy
Training Data Length
2082.830000
Evaluation Time
2025-10-02 14:35
Expiration Time
2025-12-16 11:34

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1110200.3328 1111510.5014 -1310.1686 80325.5626 180404.2558 -100078.6932
Total P&L (%) 1110.2003 1111.5105 -1.3102 80.3256 180.4043 -100.0787
Avg Daily Profit (%) 0.533 0.5337 -0.0006 0.0283 0.0495 0
Buy And Hold Return (%) 64.6972 64.6972 64.6972 64.6972 64.6972 64.6972
Max Trade Drawdown -157287 -145493 -56180 -1188226 -1120121 -506804
Profit Factor 2.5456 3.0785 0.9929 1.0218 1.0656 0.8928
Total Trades 91 45 46 91 45 46
Winning Trades 36 17 19 36 17 19
Losing Trades 55 28 27 55 28 27
Profitability (%) 39.5604 37.7778 41.3043 39.5604 37.7778 41.3043
Ratio Avg Win / Avg Loss 3.8891 5.0705 1.4109 1.5611 1.7551 1.2688
Largest Winning Trade 739218 739218 29449 1186651 1186651 242460
Largest Losing Trade -55754 -55754 -34307 -566672 -566672 -462186
Avg Bars in Trades 269 464 78 269 464 78
Avg Bars in Winners 377 682 104 377 682 104
Avg Bars in Losers 198 332 60 198 332 60
Bars Traded 24528 20902 3626 24528 20902 3626
Profit Streak 0 0 0 0 0 0
Trades During Streak 0 0 0 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 429127 435022 -582419 -444927 -282010 -582419
Evaluation Data
{
    "trading_pair": "ZIL_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 24994,
    "evaluation_days": 2082.83,
    "actual_first_datapoint_time": 1579377600000,
    "first_datapoint_time": 1580882400000,
    "last_datapoint_time": 1759399200000,
    "evaluation_time": 1759404939436,
    "expiration_time": 1765877644800,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 210,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcu",
        "factors": {
            "length": 164,
            "offset": 0,
            "scalar": 2
        }
    }
}
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": [
        [
            1110200.3327563058,
            1111510.5013750652,
            -1310.1686187595,
            80325.5626283122,
            180404.2557793981,
            -100078.693151086
        ],
        [
            1110.200333,
            1111.510501,
            -1.310169,
            80.325563,
            180.404256,
            -100.078693
        ],
        [
            0.533025,
            0.533654,
            -0.000629,
            0.028311,
            0.049515,
            0
        ],
        [
            64.697194,
            64.697194,
            64.697194,
            64.697194,
            64.697194,
            64.697194
        ],
        [
            -157287,
            -145493,
            -56180,
            -1188226,
            -1120121,
            -506804
        ],
        [
            2.545601,
            3.078515,
            0.992861,
            1.021808,
            1.065617,
            0.89284
        ],
        [
            91,
            45,
            46,
            91,
            45,
            46
        ],
        [
            36,
            17,
            19,
            36,
            17,
            19
        ],
        [
            55,
            28,
            27,
            55,
            28,
            27
        ],
        [
            39.56044,
            37.777778,
            41.304348,
            39.56044,
            37.777778,
            41.304348
        ],
        [
            3.889112,
            5.070496,
            1.410908,
            1.561096,
            1.755135,
            1.268773
        ],
        [
            739218,
            739218,
            29449,
            1186651,
            1186651,
            242460
        ],
        [
            -55754,
            -55754,
            -34307,
            -566672,
            -566672,
            -462186
        ],
        [
            269,
            464,
            78,
            269,
            464,
            78
        ],
        [
            377,
            682,
            104,
            377,
            682,
            104
        ],
        [
            198,
            332,
            60,
            198,
            332,
            60
        ],
        [
            24528,
            20902,
            3626,
            24528,
            20902,
            3626
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            429127,
            435022,
            -582419,
            -444927,
            -282010,
            -582419
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ZIL_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 24994,
    "evaluation_days": 2082.83,
    "actual_first_datapoint_time": 1579377600000,
    "first_datapoint_time": 1580882400000,
    "last_datapoint_time": 1759399200000,
    "evaluation_time": 1759404939436,
    "expiration_time": 1765877644800,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 210,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcu",
        "factors": {
            "length": 164,
            "offset": 0,
            "scalar": 2
        }
    }
}

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)