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Trade: ZIL/USDT/720/HILO/VWAP/9653

Strategy
ZIL/USDT/720/HILO/VWAP/9653
Pair
ZIL_USDT
Interval
12h
Score
329629
Daily Profit
0.400361
Profit Factor
1.793608
Profitability
35.231317
Streak
0.000000
Best Strategy
Training Data Length
2410.000000
Evaluation Time
2025-09-26 14:44
Expiration Time
2025-12-05 21:12

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 964868.8259 777705.6142 187163.2117 3072001.9171 1887662.0532 1184339.8638
Total P&L (%) 964.8688 777.7056 187.1632 3072.0019 1887.6621 1184.3399
Avg Daily Profit (%) 0.4004 0.3227 0.0777 0.1435 0.1241 0.106
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -98282 -99753 -129591 -4311912 -3937298 -2604639
Profit Factor 1.7936 2.1582 1.3438 1.0912 1.0986 1.0815
Total Trades 281 141 140 281 141 140
Winning Trades 99 41 58 99 41 58
Losing Trades 182 100 82 182 100 82
Profitability (%) 35.2313 29.078 41.4286 35.2313 29.078 41.4286
Ratio Avg Win / Avg Loss 3.2973 5.2639 1.8999 2.006 2.6794 1.529
Largest Winning Trade 406589 406589 38925 3153414 3153414 1355801
Largest Losing Trade -24948 -24948 -22573 -1089197 -1089197 -631186
Avg Bars in Trades 17 17 16 17 17 16
Avg Bars in Winners 31 39 26 31 39 26
Avg Bars in Losers 9 8 9 9 8 9
Bars Traded 4779 2492 2287 4779 2492 2287
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 329629 52121 -91034 -124109 -149641 -184119

Evaluation Data

{
    "trading_pair": "ZIL_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4820,
    "evaluation_days": 2410,
    "actual_first_datapoint_time": 1550534400000,
    "first_datapoint_time": 1551441600000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758887057549,
    "expiration_time": 1764961920000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "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": [
        [
            964868.825863563,
            777705.6142000007,
            187163.2116635619,
            3072001.9170514485,
            1887662.0532439188,
            1184339.863807528
        ],
        [
            964.868826,
            777.705614,
            187.163212,
            3072.001917,
            1887.662053,
            1184.339864
        ],
        [
            0.400361,
            0.322699,
            0.077661,
            0.143545,
            0.124124,
            0.105983
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -98282,
            -99753,
            -129591,
            -4311912,
            -3937298,
            -2604639
        ],
        [
            1.793608,
            2.158198,
            1.343847,
            1.091181,
            1.098554,
            1.081468
        ],
        [
            281,
            141,
            140,
            281,
            141,
            140
        ],
        [
            99,
            41,
            58,
            99,
            41,
            58
        ],
        [
            182,
            100,
            82,
            182,
            100,
            82
        ],
        [
            35.231317,
            29.078014,
            41.428571,
            35.231317,
            29.078014,
            41.428571
        ],
        [
            3.29734,
            5.263897,
            1.899922,
            2.00601,
            2.6794,
            1.528971
        ],
        [
            406589,
            406589,
            38925,
            3153414,
            3153414,
            1355801
        ],
        [
            -24948,
            -24948,
            -22573,
            -1089197,
            -1089197,
            -631186
        ],
        [
            17,
            17,
            16,
            17,
            17,
            16
        ],
        [
            31,
            39,
            26,
            31,
            39,
            26
        ],
        [
            9,
            8,
            9,
            9,
            8,
            9
        ],
        [
            4779,
            2492,
            2287,
            4779,
            2492,
            2287
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            329629,
            52121,
            -91034,
            -124109,
            -149641,
            -184119
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ZIL_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4820,
    "evaluation_days": 2410,
    "actual_first_datapoint_time": 1550534400000,
    "first_datapoint_time": 1551441600000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758887057549,
    "expiration_time": 1764961920000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "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)