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Trade: ZIL/USDT/720/DCM/SWMA/4293

Strategy
ZIL/USDT/720/DCM/SWMA/4293
Pair
ZIL_USDT
Interval
12h
Score
670513
Daily Profit
0.152606
Profit Factor
4.294108
Profitability
76.666667
Streak
268.400171
Best Strategy
Training Data Length
2423.500000
Evaluation Time
2025-10-08 12:36
Expiration Time
2025-12-19 18:55

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L -467323.69 43277.442 -510601.132 2487068.1241 -1439878.6146 3926946.7387
Total P&L (%) -467.3237 43.2774 -510.6011 2487.0681 -1439.8786 3926.9467
Avg Daily Profit (%) -0.1928 0.0179 -0.2107 0.1343 0 0.1526
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -707974 -81471 -736131 -1843578 -2368541 -496739
Profit Factor 0.5637 1.1693 0.3737 1.4417 0.6756 4.2941
Total Trades 60 30 30 60 30 30
Winning Trades 46 21 25 40 17 23
Losing Trades 14 9 5 20 13 7
Profitability (%) 76.6667 70 83.3333 66.6667 56.6667 76.6667
Ratio Avg Win / Avg Loss 0.1715 0.5011 0.0747 0.7209 0.5166 1.3069
Largest Winning Trade 38493 38493 27602 1394803 472030 1394803
Largest Losing Trade -559944 -62075 -559944 -1006147 -1006147 -496739
Avg Bars in Trades 75 91 60 75 91 60
Avg Bars in Winners 35 38 33 45 40 50
Avg Bars in Losers 208 215 195 136 159 93
Bars Traded 4558 2750 1808 4558 2750 1808
Profit Streak 58.4002 58.4002 268.4002 58.4002 58.4002 268.4002
Trades During Streak 5 2 6 5 2 6
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -749305 -203398 -575195 -183833 -578982 670513
Evaluation Data
{
    "trading_pair": "ZIL_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4847,
    "evaluation_days": 2423.5,
    "actual_first_datapoint_time": 1550534400000,
    "first_datapoint_time": 1559692800000,
    "last_datapoint_time": 1759881600000,
    "evaluation_time": 1759916174803,
    "expiration_time": 1766163312000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 8,
            "offset": 0
        }
    },
    "second_band": {
        "type": "swma",
        "factors": {
            "length": 213,
            "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": [
        [
            -467323.690006023,
            43277.4419503469,
            -510601.13195637,
            2487068.124107975,
            -1439878.6146120199,
            3926946.7387199956
        ],
        [
            -467.32369,
            43.277442,
            -510.601132,
            2487.068124,
            -1439.878615,
            3926.946739
        ],
        [
            -0.19283,
            0.017857,
            -0.210687,
            0.134322,
            0,
            0.152606
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -707974,
            -81471,
            -736131,
            -1843578,
            -2368541,
            -496739
        ],
        [
            0.563654,
            1.169272,
            0.373745,
            1.441745,
            0.675556,
            4.294108
        ],
        [
            60,
            30,
            30,
            60,
            30,
            30
        ],
        [
            46,
            21,
            25,
            40,
            17,
            23
        ],
        [
            14,
            9,
            5,
            20,
            13,
            7
        ],
        [
            76.666667,
            70,
            83.333333,
            66.666667,
            56.666667,
            76.666667
        ],
        [
            0.171547,
            0.501116,
            0.074749,
            0.720872,
            0.516602,
            1.306902
        ],
        [
            38493,
            38493,
            27602,
            1394803,
            472030,
            1394803
        ],
        [
            -559944,
            -62075,
            -559944,
            -1006147,
            -1006147,
            -496739
        ],
        [
            75,
            91,
            60,
            75,
            91,
            60
        ],
        [
            35,
            38,
            33,
            45,
            40,
            50
        ],
        [
            208,
            215,
            195,
            136,
            159,
            93
        ],
        [
            4558,
            2750,
            1808,
            4558,
            2750,
            1808
        ],
        [
            58.400171,
            58.400171,
            268.400171,
            58.400171,
            58.400171,
            268.400171
        ],
        [
            5,
            2,
            6,
            5,
            2,
            6
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -749305,
            -203398,
            -575195,
            -183833,
            -578982,
            670513
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ZIL_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4847,
    "evaluation_days": 2423.5,
    "actual_first_datapoint_time": 1550534400000,
    "first_datapoint_time": 1559692800000,
    "last_datapoint_time": 1759881600000,
    "evaluation_time": 1759916174803,
    "expiration_time": 1766163312000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 8,
            "offset": 0
        }
    },
    "second_band": {
        "type": "swma",
        "factors": {
            "length": 213,
            "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)