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Trade: ZIL/USDT/360/VWMA/DCM/2117

Strategy
ZIL/USDT/360/VWMA/DCM/2117
Pair
ZIL_USDT
Interval
6h
Score
307455
Daily Profit
0.180996
Profit Factor
1.424436
Profitability
45.128205
Streak
0.000000
Best Strategy
Training Data Length
2419.250000
Evaluation Time
2025-10-04 18:38
Expiration Time
2025-12-16 03:51

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 437873.7837 409685.5446 28188.239 -17039.8816 255147.8132 -272187.6949
Total P&L (%) 437.8738 409.6855 28.1882 -17.0399 255.1478 -272.1877
Avg Daily Profit (%) 0.181 0.1693 0.0117 -0.0077 0.0524 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -158042 -99590 -231577 -302142 -106717 -441796
Profit Factor 1.4244 1.875 1.05 0.9837 1.6235 0.5707
Total Trades 195 98 97 195 98 97
Winning Trades 88 42 46 88 42 46
Losing Trades 107 56 51 107 56 51
Profitability (%) 45.1282 42.8571 47.4227 45.1282 42.8571 47.4227
Ratio Avg Win / Avg Loss 1.732 2.5 1.1642 1.196 2.1647 0.6327
Largest Winning Trade 201296 201296 60352 216735 216735 48812
Largest Losing Trade -69907 -32471 -69907 -97081 -66777 -97081
Avg Bars in Trades 48 45 52 48 45 52
Avg Bars in Winners 66 59 73 66 59 73
Avg Bars in Losers 34 34 33 34 34 33
Bars Traded 9528 4444 5084 9528 4444 5084
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 307455 282510 -347337 -579984 -122936 -582075
Evaluation Data
{
    "trading_pair": "ZIL_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 9677,
    "evaluation_days": 2419.25,
    "actual_first_datapoint_time": 1550556000000,
    "first_datapoint_time": 1552240800000,
    "last_datapoint_time": 1759579200000,
    "evaluation_time": 1759592305328,
    "expiration_time": 1765849896000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 79,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 46,
            "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": [
        [
            437873.783690043,
            409685.5446428615,
            28188.2390471811,
            -17039.8816368379,
            255147.8132294865,
            -272187.6948663247
        ],
        [
            437.873784,
            409.685545,
            28.188239,
            -17.039882,
            255.147813,
            -272.187695
        ],
        [
            0.180996,
            0.169344,
            0.011652,
            -0.007722,
            0.0524,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -158042,
            -99590,
            -231577,
            -302142,
            -106717,
            -441796
        ],
        [
            1.424436,
            1.875024,
            1.050027,
            0.983665,
            1.623504,
            0.57066
        ],
        [
            195,
            98,
            97,
            195,
            98,
            97
        ],
        [
            88,
            42,
            46,
            88,
            42,
            46
        ],
        [
            107,
            56,
            51,
            107,
            56,
            51
        ],
        [
            45.128205,
            42.857143,
            47.42268,
            45.128205,
            42.857143,
            47.42268
        ],
        [
            1.731984,
            2.500032,
            1.16416,
            1.196048,
            2.164672,
            0.632688
        ],
        [
            201296,
            201296,
            60352,
            216735,
            216735,
            48812
        ],
        [
            -69907,
            -32471,
            -69907,
            -97081,
            -66777,
            -97081
        ],
        [
            48,
            45,
            52,
            48,
            45,
            52
        ],
        [
            66,
            59,
            73,
            66,
            59,
            73
        ],
        [
            34,
            34,
            33,
            34,
            34,
            33
        ],
        [
            9528,
            4444,
            5084,
            9528,
            4444,
            5084
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            307455,
            282510,
            -347337,
            -579984,
            -122936,
            -582075
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ZIL_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 9677,
    "evaluation_days": 2419.25,
    "actual_first_datapoint_time": 1550556000000,
    "first_datapoint_time": 1552240800000,
    "last_datapoint_time": 1759579200000,
    "evaluation_time": 1759592305328,
    "expiration_time": 1765849896000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 79,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 46,
            "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)