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Trade: ZIL/USDT/120/VWMA/SSF/3008

Strategy
ZIL/USDT/120/VWMA/SSF/3008
Pair
ZIL_USDT
Interval
2h
Score
483139
Daily Profit
0.428372
Profit Factor
2.144895
Profitability
46.202532
Streak
0.000000
Best Strategy
Training Data Length
2082.500000
Evaluation Time
2025-09-26 13:02
Expiration Time
2025-12-08 15:16

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 892084.6073 714503.0935 177581.5138 6895524.3121 5364785.4038 1530738.9083
Total P&L (%) 892.0846 714.5031 177.5815 6895.5243 5364.7854 1530.7389
Avg Daily Profit (%) 0.4284 0.3431 0.0853 0.2042 0.1923 0.1341
Buy And Hold Return (%) 93.6842 93.6842 93.6842 93.6842 93.6842 93.6842
Max Trade Drawdown -100762 -104641 -82891 -8807333 -7398770 -8807263
Profit Factor 2.1449 3.0454 1.4131 1.1289 1.2226 1.0521
Total Trades 158 79 79 158 79 79
Winning Trades 73 35 38 73 35 38
Losing Trades 85 44 41 85 44 41
Profitability (%) 46.2025 44.3038 48.1013 46.2025 44.3038 48.1013
Ratio Avg Win / Avg Loss 2.4975 3.8285 1.5247 1.3145 1.5369 1.1351
Largest Winning Trade 296450 296450 60099 4436667 4436667 3279147
Largest Losing Trade -54053 -29007 -54053 -6292935 -2104857 -6292935
Avg Bars in Trades 155 130 179 155 130 179
Avg Bars in Winners 228 182 271 228 182 271
Avg Bars in Losers 91 88 94 91 88 94
Bars Traded 24498 10309 14189 24498 10309 14189
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 483139 -14094 -112504 -71328 -20479 -204478

Evaluation Data

{
    "trading_pair": "ZIL_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 24990,
    "evaluation_days": 2082.5,
    "actual_first_datapoint_time": 1578729600000,
    "first_datapoint_time": 1580479200000,
    "last_datapoint_time": 1758722400000,
    "evaluation_time": 1758880974354,
    "expiration_time": 1765199808000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 244,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 89,
            "offset": 0,
            "poles": 3
        }
    }
}
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": [
        [
            892084.6072629587,
            714503.0935110969,
            177581.5137518622,
            6895524.312136179,
            5364785.403831808,
            1530738.908304368
        ],
        [
            892.084607,
            714.503094,
            177.581514,
            6895.524312,
            5364.785404,
            1530.738908
        ],
        [
            0.428372,
            0.343099,
            0.085273,
            0.204187,
            0.192305,
            0.134141
        ],
        [
            93.684211,
            93.684211,
            93.684211,
            93.684211,
            93.684211,
            93.684211
        ],
        [
            -100762,
            -104641,
            -82891,
            -8807333,
            -7398770,
            -8807263
        ],
        [
            2.144895,
            3.045416,
            1.41311,
            1.128886,
            1.222559,
            1.052073
        ],
        [
            158,
            79,
            79,
            158,
            79,
            79
        ],
        [
            73,
            35,
            38,
            73,
            35,
            38
        ],
        [
            85,
            44,
            41,
            85,
            44,
            41
        ],
        [
            46.202532,
            44.303797,
            48.101266,
            46.202532,
            44.303797,
            48.101266
        ],
        [
            2.497481,
            3.828523,
            1.524671,
            1.314456,
            1.536931,
            1.135132
        ],
        [
            296450,
            296450,
            60099,
            4436667,
            4436667,
            3279147
        ],
        [
            -54053,
            -29007,
            -54053,
            -6292935,
            -2104857,
            -6292935
        ],
        [
            155,
            130,
            179,
            155,
            130,
            179
        ],
        [
            228,
            182,
            271,
            228,
            182,
            271
        ],
        [
            91,
            88,
            94,
            91,
            88,
            94
        ],
        [
            24498,
            10309,
            14189,
            24498,
            10309,
            14189
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            483139,
            -14094,
            -112504,
            -71328,
            -20479,
            -204478
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ZIL_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 24990,
    "evaluation_days": 2082.5,
    "actual_first_datapoint_time": 1578729600000,
    "first_datapoint_time": 1580479200000,
    "last_datapoint_time": 1758722400000,
    "evaluation_time": 1758880974354,
    "expiration_time": 1765199808000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 244,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 89,
            "offset": 0,
            "poles": 3
        }
    }
}

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)