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Trade: ZIL/USDT/480/LINREG/VWAP/4793

Strategy
ZIL/USDT/480/LINREG/VWAP/4793
Pair
ZIL_USDT
Interval
8h
Score
319724
Daily Profit
0.308663
Profit Factor
1.413337
Profitability
34.057971
Streak
19.984239
Best Strategy
Training Data Length
2425.670000
Evaluation Time
2025-10-11 02:37
Expiration Time
2025-12-22 12:28

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 748713.6326 611165.1299 137548.5027 1289597.6748 681464.0962 608133.5786
Total P&L (%) 748.7136 611.1651 137.5485 1289.5977 681.4641 608.1336
Avg Daily Profit (%) 0.3087 0.252 0.0567 0.1085 0.0848 0.0807
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -155301 -122980 -177127 -2231362 -1659398 -1986278
Profit Factor 1.4133 1.698 1.147 1.0713 1.0772 1.0656
Total Trades 552 276 276 552 276 276
Winning Trades 188 87 101 188 87 101
Losing Trades 364 189 175 364 189 175
Profitability (%) 34.058 31.5217 36.5942 34.058 31.5217 36.5942
Ratio Avg Win / Avg Loss 2.7365 3.6888 1.9873 2.0741 2.3401 1.8463
Largest Winning Trade 295278 295278 52651 897267 897267 606565
Largest Losing Trade -29389 -20777 -29389 -799226 -398124 -799226
Avg Bars in Trades 13 13 12 13 13 12
Avg Bars in Winners 22 23 21 22 23 21
Avg Bars in Losers 8 9 7 8 9 7
Bars Traded 7204 3781 3422 7204 3781 3422
Profit Streak 19.9842 19.9842 20.6509 19.9842 19.9842 20.6509
Trades During Streak 2 1 1 2 1 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 319724 224454 -178430 -190669 -219282 -235514
Evaluation Data
{
    "trading_pair": "ZIL_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 7277,
    "evaluation_days": 2425.67,
    "actual_first_datapoint_time": 1550563200000,
    "first_datapoint_time": 1551888000000,
    "last_datapoint_time": 1760112000000,
    "evaluation_time": 1760139438254,
    "expiration_time": 1766399328000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "linreg",
        "factors": {
            "length": 47,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "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": [
        [
            748713.6325700948,
            611165.1298834153,
            137548.5026866796,
            1289597.6747757392,
            681464.0962227541,
            608133.5785529844
        ],
        [
            748.713633,
            611.16513,
            137.548503,
            1289.597675,
            681.464096,
            608.133579
        ],
        [
            0.308663,
            0.251957,
            0.056705,
            0.108548,
            0.084796,
            0.08073
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -155301,
            -122980,
            -177127,
            -2231362,
            -1659398,
            -1986278
        ],
        [
            1.413337,
            1.698023,
            1.146981,
            1.071253,
            1.077206,
            1.065587
        ],
        [
            552,
            276,
            276,
            552,
            276,
            276
        ],
        [
            188,
            87,
            101,
            188,
            87,
            101
        ],
        [
            364,
            189,
            175,
            364,
            189,
            175
        ],
        [
            34.057971,
            31.521739,
            36.594203,
            34.057971,
            31.521739,
            36.594203
        ],
        [
            2.736461,
            3.688809,
            1.987344,
            2.074129,
            2.340137,
            1.846314
        ],
        [
            295278,
            295278,
            52651,
            897267,
            897267,
            606565
        ],
        [
            -29389,
            -20777,
            -29389,
            -799226,
            -398124,
            -799226
        ],
        [
            13,
            13,
            12,
            13,
            13,
            12
        ],
        [
            22,
            23,
            21,
            22,
            23,
            21
        ],
        [
            8,
            9,
            7,
            8,
            9,
            7
        ],
        [
            7204,
            3781,
            3422,
            7204,
            3781,
            3422
        ],
        [
            19.984239,
            19.984239,
            20.650906,
            19.984239,
            19.984239,
            20.650906
        ],
        [
            2,
            1,
            1,
            2,
            1,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            319724,
            224454,
            -178430,
            -190669,
            -219282,
            -235514
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ZIL_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 7277,
    "evaluation_days": 2425.67,
    "actual_first_datapoint_time": 1550563200000,
    "first_datapoint_time": 1551888000000,
    "last_datapoint_time": 1760112000000,
    "evaluation_time": 1760139438254,
    "expiration_time": 1766399328000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "linreg",
        "factors": {
            "length": 47,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "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)