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Trade: ZIL/USDT/360/PWMA/VWMA/2867

Strategy
ZIL/USDT/360/PWMA/VWMA/2867
Pair
ZIL_USDT
Interval
6h
Score
307085
Daily Profit
0.357838
Profit Factor
2.227177
Profitability
36.065574
Streak
0.000000
Best Strategy
Training Data Length
2427.000000
Evaluation Time
2025-10-12 11:02
Expiration Time
2025-12-24 03:26

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 868473.2465 719899.5984 148573.6482 1802956.1251 204855.9831 1598100.1419
Total P&L (%) 868.4732 719.8996 148.5736 1802.9561 204.856 1598.1001
Avg Daily Profit (%) 0.3578 0.2966 0.0612 0.1215 0.0459 0.1168
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -130098 -73002 -128428 -4007953 -2962909 -1568654
Profit Factor 2.2272 2.9334 1.443 1.1656 1.0333 1.3374
Total Trades 122 61 61 122 61 61
Winning Trades 44 20 24 44 20 24
Losing Trades 78 41 37 78 41 37
Profitability (%) 36.0656 32.7869 39.3443 36.0656 32.7869 39.3443
Ratio Avg Win / Avg Loss 3.9482 6.0135 2.2247 2.0662 2.1182 2.0619
Largest Winning Trade 354393 354393 65621 1605640 1605640 1247616
Largest Losing Trade -38582 -29264 -38582 -746164 -746164 -575697
Avg Bars in Trades 76 70 83 76 70 83
Avg Bars in Winners 151 144 158 151 144 158
Avg Bars in Losers 34 34 34 34 34 34
Bars Traded 9382 4292 5090 9382 4292 5090
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 307085 -154187 -275216 -72836 -483003 -201389
Evaluation Data
{
    "trading_pair": "ZIL_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 9708,
    "evaluation_days": 2427,
    "actual_first_datapoint_time": 1550556000000,
    "first_datapoint_time": 1554120000000,
    "last_datapoint_time": 1760248800000,
    "evaluation_time": 1760256167931,
    "expiration_time": 1766539584000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 166,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 10,
            "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": [
        [
            868473.2465158416,
            719899.5983638848,
            148573.6481519568,
            1802956.1250598156,
            204855.9831227149,
            1598100.1419371013
        ],
        [
            868.473247,
            719.899598,
            148.573648,
            1802.956125,
            204.855983,
            1598.100142
        ],
        [
            0.357838,
            0.296621,
            0.061217,
            0.121458,
            0.045938,
            0.116759
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -130098,
            -73002,
            -128428,
            -4007953,
            -2962909,
            -1568654
        ],
        [
            2.227177,
            2.93343,
            1.443032,
            1.165564,
            1.033291,
            1.33742
        ],
        [
            122,
            61,
            61,
            122,
            61,
            61
        ],
        [
            44,
            20,
            24,
            44,
            20,
            24
        ],
        [
            78,
            41,
            37,
            78,
            41,
            37
        ],
        [
            36.065574,
            32.786885,
            39.344262,
            36.065574,
            32.786885,
            39.344262
        ],
        [
            3.948178,
            6.013531,
            2.224674,
            2.066228,
            2.118246,
            2.061856
        ],
        [
            354393,
            354393,
            65621,
            1605640,
            1605640,
            1247616
        ],
        [
            -38582,
            -29264,
            -38582,
            -746164,
            -746164,
            -575697
        ],
        [
            76,
            70,
            83,
            76,
            70,
            83
        ],
        [
            151,
            144,
            158,
            151,
            144,
            158
        ],
        [
            34,
            34,
            34,
            34,
            34,
            34
        ],
        [
            9382,
            4292,
            5090,
            9382,
            4292,
            5090
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            307085,
            -154187,
            -275216,
            -72836,
            -483003,
            -201389
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ZIL_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 9708,
    "evaluation_days": 2427,
    "actual_first_datapoint_time": 1550556000000,
    "first_datapoint_time": 1554120000000,
    "last_datapoint_time": 1760248800000,
    "evaluation_time": 1760256167931,
    "expiration_time": 1766539584000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 166,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 10,
            "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)