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Trade: ZIL/USDT/120/SWMA/WMA/8769

Strategy
ZIL/USDT/120/SWMA/WMA/8769
Pair
ZIL_USDT
Interval
2h
Score
305835
Daily Profit
0.279712
Profit Factor
1.374230
Profitability
37.121212
Streak
18.181918
Best Strategy
Training Data Length
2083.330000
Evaluation Time
2025-10-10 15:21
Expiration Time
2025-12-24 14:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 582733.1286 552518.9389 30214.1896 218524.9041 509220.9486 -290696.0445
Total P&L (%) 582.7331 552.5189 30.2142 218.5249 509.2209 -290.696
Avg Daily Profit (%) 0.2797 0.2652 0.0145 0.0556 0.0868 0
Buy And Hold Return (%) 58.2849 58.2849 58.2849 58.2849 58.2849 58.2849
Max Trade Drawdown -139946 -103444 -141045 -898971 -750776 -824553
Profit Factor 1.3742 1.7134 1.0386 1.0276 1.1297 0.9271
Total Trades 396 198 198 396 198 198
Winning Trades 147 67 80 147 67 80
Losing Trades 249 131 118 249 131 118
Profitability (%) 37.1212 33.8384 40.404 37.1212 33.8384 40.404
Ratio Avg Win / Avg Loss 2.3278 3.35 1.5319 1.7407 2.2088 1.3674
Largest Winning Trade 266982 266982 43362 513260 513260 208665
Largest Losing Trade -25174 -23363 -25174 -137101 -125135 -137101
Avg Bars in Trades 62 64 60 62 64 60
Avg Bars in Winners 96 107 88 96 107 88
Avg Bars in Losers 42 42 42 42 42 42
Bars Traded 24755 12745 12010 24755 12745 12010
Profit Streak 18.1819 18.1819 21.5986 18.1819 18.1819 21.5986
Trades During Streak 2 1 1 2 1 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 305835 237672 -518897 -311989 -158697 -581811
Evaluation Data
{
    "trading_pair": "ZIL_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 2083.33,
    "actual_first_datapoint_time": 1580032800000,
    "first_datapoint_time": 1580940000000,
    "last_datapoint_time": 1760097600000,
    "evaluation_time": 1760098917765,
    "expiration_time": 1766577600000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "swma",
        "factors": {
            "length": 100,
            "offset": 0
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 127,
            "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": [
        [
            582733.1285616116,
            552518.938926513,
            30214.1896350988,
            218524.9040839009,
            509220.9486247255,
            -290696.0445408245
        ],
        [
            582.733129,
            552.518939,
            30.21419,
            218.524904,
            509.220949,
            -290.696045
        ],
        [
            0.279712,
            0.26521,
            0.014503,
            0.055625,
            0.086774,
            0
        ],
        [
            58.284884,
            58.284884,
            58.284884,
            58.284884,
            58.284884,
            58.284884
        ],
        [
            -139946,
            -103444,
            -141045,
            -898971,
            -750776,
            -824553
        ],
        [
            1.37423,
            1.713383,
            1.038605,
            1.027621,
            1.129682,
            0.927052
        ],
        [
            396,
            198,
            198,
            396,
            198,
            198
        ],
        [
            147,
            67,
            80,
            147,
            67,
            80
        ],
        [
            249,
            131,
            118,
            249,
            131,
            118
        ],
        [
            37.121212,
            33.838384,
            40.40404,
            37.121212,
            33.838384,
            40.40404
        ],
        [
            2.327777,
            3.350047,
            1.531943,
            1.740663,
            2.208781,
            1.367402
        ],
        [
            266982,
            266982,
            43362,
            513260,
            513260,
            208665
        ],
        [
            -25174,
            -23363,
            -25174,
            -137101,
            -125135,
            -137101
        ],
        [
            62,
            64,
            60,
            62,
            64,
            60
        ],
        [
            96,
            107,
            88,
            96,
            107,
            88
        ],
        [
            42,
            42,
            42,
            42,
            42,
            42
        ],
        [
            24755,
            12745,
            12010,
            24755,
            12745,
            12010
        ],
        [
            18.181918,
            18.181918,
            21.598585,
            18.181919,
            18.181919,
            21.598585
        ],
        [
            2,
            1,
            1,
            2,
            1,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            305835,
            237672,
            -518897,
            -311989,
            -158697,
            -581811
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ZIL_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 2083.33,
    "actual_first_datapoint_time": 1580032800000,
    "first_datapoint_time": 1580940000000,
    "last_datapoint_time": 1760097600000,
    "evaluation_time": 1760098917765,
    "expiration_time": 1766577600000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "swma",
        "factors": {
            "length": 100,
            "offset": 0
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 127,
            "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)