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Trade: ZIL/USDT/360/PWMA/VWAP/6328

Strategy
ZIL/USDT/360/PWMA/VWAP/6328
Pair
ZIL_USDT
Interval
6h
Score
326535
Daily Profit
0.196686
Profit Factor
1.304300
Profitability
55.140187
Streak
0.000000
Best Strategy
Training Data Length
2409.250000
Evaluation Time
2025-09-26 16:51
Expiration Time
2025-12-05 20:39

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L -305268.3525 205836.9083 -511105.2608 11275000.4397 -2767722.7328 14042723.1725
Total P&L (%) -305.2684 205.8369 -511.1053 11275.0004 -2767.7227 14042.7232
Avg Daily Profit (%) -0.1267 0.0854 -0.2121 0.1967 0 0.2057
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -699630 -70036 -789571 -10410945 -10081255 -7228131
Profit Factor 0.7568 1.716 0.4717 1.3043 0.8775 1.9712
Total Trades 107 54 53 107 54 53
Winning Trades 61 30 31 59 28 31
Losing Trades 46 24 22 48 26 22
Profitability (%) 57.0093 55.5556 58.4906 55.1402 51.8519 58.4906
Ratio Avg Win / Avg Loss 0.5707 1.3728 0.3348 1.0611 0.8148 1.3989
Largest Winning Trade 94325 94325 72103 6028707 4058511 6028707
Largest Losing Trade -526415 -63663 -526415 -4649913 -4649913 -4498787
Avg Bars in Trades 87 100 73 87 100 73
Avg Bars in Winners 64 69 59 68 65 70
Avg Bars in Losers 117 138 93 110 137 77
Bars Traded 9316 5425 3891 9316 5425 3891
Profit Streak 0 0 140.5776 0 0 140.5776
Trades During Streak 0 0 3 0 0 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -579584 -256085 -758381 326535 -760593 -166883

Evaluation Data

{
    "trading_pair": "ZIL_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 9637,
    "evaluation_days": 2409.25,
    "actual_first_datapoint_time": 1550556000000,
    "first_datapoint_time": 1554681600000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758894707347,
    "expiration_time": 1764959976000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 43,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 191
        }
    }
}
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": [
        [
            -305268.3524925758,
            205836.9083077872,
            -511105.2608003628,
            11275000.439748192,
            -2767722.732753332,
            14042723.172501523
        ],
        [
            -305.268352,
            205.836908,
            -511.105261,
            11275.00044,
            -2767.722733,
            14042.723173
        ],
        [
            -0.126707,
            0.085436,
            -0.212143,
            0.196686,
            0,
            0.205744
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -699630,
            -70036,
            -789571,
            -10410945,
            -10081255,
            -7228131
        ],
        [
            0.756754,
            1.716005,
            0.471725,
            1.3043,
            0.877499,
            1.97123
        ],
        [
            107,
            54,
            53,
            107,
            54,
            53
        ],
        [
            61,
            30,
            31,
            59,
            28,
            31
        ],
        [
            46,
            24,
            22,
            48,
            26,
            22
        ],
        [
            57.009346,
            55.555556,
            58.490566,
            55.140187,
            51.851852,
            58.490566
        ],
        [
            0.570667,
            1.372804,
            0.334772,
            1.061126,
            0.814821,
            1.398938
        ],
        [
            94325,
            94325,
            72103,
            6028707,
            4058511,
            6028707
        ],
        [
            -526415,
            -63663,
            -526415,
            -4649913,
            -4649913,
            -4498787
        ],
        [
            87,
            100,
            73,
            87,
            100,
            73
        ],
        [
            64,
            69,
            59,
            68,
            65,
            70
        ],
        [
            117,
            138,
            93,
            110,
            137,
            77
        ],
        [
            9316,
            5425,
            3891,
            9316,
            5425,
            3891
        ],
        [
            0,
            0,
            140.577631,
            0,
            0,
            140.577631
        ],
        [
            0,
            0,
            3,
            0,
            0,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -579584,
            -256085,
            -758381,
            326535,
            -760593,
            -166883
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ZIL_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 9637,
    "evaluation_days": 2409.25,
    "actual_first_datapoint_time": 1550556000000,
    "first_datapoint_time": 1554681600000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758894707347,
    "expiration_time": 1764959976000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 43,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 191
        }
    }
}

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)