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Trade: ZIL/USDT/360/SINWMA/SSF/2862

Strategy
ZIL/USDT/360/SINWMA/SSF/2862
Pair
ZIL_USDT
Interval
6h
Score
360388
Daily Profit
0.346068
Profit Factor
1.918286
Profitability
41.496599
Streak
0.000000
Best Strategy
Training Data Length
2409.250000
Evaluation Time
2025-09-26 10:11
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 833765.0072 717855.9624 115909.0448 848753.4162 -215273.1073 1064026.5236
Total P&L (%) 833.765 717.856 115.909 848.7534 -215.2731 1064.0265
Avg Daily Profit (%) 0.3461 0.298 0.0481 0.0934 0 0.1019
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -154518 -89657 -145146 -2490734 -1942609 -1032980
Profit Factor 1.9183 2.5246 1.2652 1.0927 0.9573 1.2584
Total Trades 147 74 73 147 74 73
Winning Trades 61 28 33 61 28 33
Losing Trades 86 46 40 86 46 40
Profitability (%) 41.4966 37.8378 45.2055 41.4966 37.8378 45.2055
Ratio Avg Win / Avg Loss 2.7045 4.1476 1.5335 1.5405 1.5727 1.5254
Largest Winning Trade 333247 333247 61351 1349029 1349029 1195143
Largest Losing Trade -40457 -35423 -40457 -549323 -481692 -549323
Avg Bars in Trades 64 58 71 64 58 71
Avg Bars in Winners 104 98 108 104 98 108
Avg Bars in Losers 37 34 40 37 34 40
Bars Traded 9549 4322 5227 9549 4322 5227
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 360388 -55500 -201500 -188183 -647188 -129366

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": 1552024800000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758870694710,
    "expiration_time": 1764959976000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 69,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 77,
            "offset": 0,
            "poles": 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": [
        [
            833765.0072286761,
            717855.9623953747,
            115909.0448333023,
            848753.416228032,
            -215273.1073252245,
            1064026.5235532564
        ],
        [
            833.765007,
            717.855962,
            115.909045,
            848.753416,
            -215.273107,
            1064.026524
        ],
        [
            0.346068,
            0.297958,
            0.04811,
            0.093433,
            0,
            0.101929
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -154518,
            -89657,
            -145146,
            -2490734,
            -1942609,
            -1032980
        ],
        [
            1.918286,
            2.524605,
            1.265171,
            1.092694,
            0.957279,
            1.258417
        ],
        [
            147,
            74,
            73,
            147,
            74,
            73
        ],
        [
            61,
            28,
            33,
            61,
            28,
            33
        ],
        [
            86,
            46,
            40,
            86,
            46,
            40
        ],
        [
            41.496599,
            37.837838,
            45.205479,
            41.496599,
            37.837838,
            45.205479
        ],
        [
            2.704469,
            4.147565,
            1.53354,
            1.540519,
            1.572673,
            1.525354
        ],
        [
            333247,
            333247,
            61351,
            1349029,
            1349029,
            1195143
        ],
        [
            -40457,
            -35423,
            -40457,
            -549323,
            -481692,
            -549323
        ],
        [
            64,
            58,
            71,
            64,
            58,
            71
        ],
        [
            104,
            98,
            108,
            104,
            98,
            108
        ],
        [
            37,
            34,
            40,
            37,
            34,
            40
        ],
        [
            9549,
            4322,
            5227,
            9549,
            4322,
            5227
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            360388,
            -55500,
            -201500,
            -188183,
            -647188,
            -129366
        ]
    ]
}
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": 1552024800000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758870694710,
    "expiration_time": 1764959976000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 69,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 77,
            "offset": 0,
            "poles": 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)