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Trade: ZIL/USDT/360/VWAP/DCL/1349

Strategy
ZIL/USDT/360/VWAP/DCL/1349
Pair
ZIL_USDT
Interval
6h
Score
363471
Daily Profit
0.348544
Profit Factor
2.391370
Profitability
38.011696
Streak
0.000000
Best Strategy
Training Data Length
2409.250000
Evaluation Time
2025-09-25 17:37
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 839730.7178 697372.1351 142358.5827 -150870.8324 2550998.4319 -2701869.2642
Total P&L (%) 839.7307 697.3721 142.3586 -150.8708 2550.9984 -2701.8693
Avg Daily Profit (%) 0.3485 0.2895 0.0591 0 0.1361 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -109027 -60840 -100658 -4157250 -645236 -3895246
Profit Factor 2.3914 3.9438 1.3883 0.9765 3.1164 0.4825
Total Trades 171 86 85 171 86 85
Winning Trades 65 28 37 100 51 49
Losing Trades 106 58 48 71 35 36
Profitability (%) 38.0117 32.5581 43.5294 58.4795 59.3023 57.6471
Ratio Avg Win / Avg Loss 3.8998 8.1693 1.801 0.6933 2.1387 0.3545
Largest Winning Trade 380519 380519 65980 1354678 1354678 1233296
Largest Losing Trade -100658 -17478 -100658 -3836453 -251892 -3836453
Avg Bars in Trades 55 44 66 55 44 66
Avg Bars in Winners 108 90 122 50 42 57
Avg Bars in Losers 22 22 23 62 46 78
Bars Traded 9463 3807 5656 9463 3807 5656
Profit Streak 0 0 6.6097 5.8597 68.3597 0
Trades During Streak 0 0 1 1 6 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 363471 313764 -114442 -578083 -2505 -580113

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": 1553947200000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758811077771,
    "expiration_time": 1764959976000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 157
        }
    },
    "second_band": {
        "type": "dcl",
        "factors": {
            "length": 3,
            "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": [
        [
            839730.7178120406,
            697372.13514508,
            142358.5826669607,
            -150870.832369311,
            2550998.4318505824,
            -2701869.264219897
        ],
        [
            839.730718,
            697.372135,
            142.358583,
            -150.870832,
            2550.998432,
            -2701.869264
        ],
        [
            0.348544,
            0.289456,
            0.059088,
            0,
            0.136132,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -109027,
            -60840,
            -100658,
            -4157250,
            -645236,
            -3895246
        ],
        [
            2.39137,
            3.943804,
            1.388286,
            0.976524,
            3.116398,
            0.482524
        ],
        [
            171,
            86,
            85,
            171,
            86,
            85
        ],
        [
            65,
            28,
            37,
            100,
            51,
            49
        ],
        [
            106,
            58,
            48,
            71,
            35,
            36
        ],
        [
            38.011696,
            32.55814,
            43.529412,
            58.479532,
            59.302326,
            57.647059
        ],
        [
            3.899772,
            8.169308,
            1.80102,
            0.693332,
            2.138704,
            0.354507
        ],
        [
            380519,
            380519,
            65980,
            1354678,
            1354678,
            1233296
        ],
        [
            -100658,
            -17478,
            -100658,
            -3836453,
            -251892,
            -3836453
        ],
        [
            55,
            44,
            66,
            55,
            44,
            66
        ],
        [
            108,
            90,
            122,
            50,
            42,
            57
        ],
        [
            22,
            22,
            23,
            62,
            46,
            78
        ],
        [
            9463,
            3807,
            5656,
            9463,
            3807,
            5656
        ],
        [
            0,
            0,
            6.609696,
            5.859696,
            68.359696,
            0
        ],
        [
            0,
            0,
            1,
            1,
            6,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            363471,
            313764,
            -114442,
            -578083,
            -2505,
            -580113
        ]
    ]
}
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": 1553947200000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758811077771,
    "expiration_time": 1764959976000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 157
        }
    },
    "second_band": {
        "type": "dcl",
        "factors": {
            "length": 3,
            "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)