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Trade: ZIL/USDT/720/MIDPRICE/WMA/4554

Strategy
ZIL/USDT/720/MIDPRICE/WMA/4554
Pair
ZIL_USDT
Interval
12h
Score
528811
Daily Profit
0.184272
Profit Factor
2.348135
Profitability
60.606061
Streak
153.612478
Best Strategy
Training Data Length
2416.500000
Evaluation Time
2025-10-01 05:41
Expiration Time
2025-12-12 13:52

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L -1211507.3721 -64540.4218 -1146966.9504 902439.6623 -7550364.46 8452804.1223
Total P&L (%) -1211.5074 -64.5404 -1146.967 902.4397 -7550.3645 8452.8041
Avg Daily Profit (%) -0.5013 -0.0267 -0.4746 0.0954 0 0.1843
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -1361426 -121302 -1303896 -7154163 -7692059 -4015613
Profit Factor 0.3128 0.7494 0.2381 1.0549 0.2572 2.3481
Total Trades 67 34 33 67 34 33
Winning Trades 40 19 21 36 16 20
Losing Trades 27 15 12 31 18 13
Profitability (%) 59.7015 55.8824 63.6364 53.7313 47.0588 60.6061
Ratio Avg Win / Avg Loss 0.2112 0.5917 0.1361 0.9084 0.2893 1.5263
Largest Winning Trade 37746 26266 37746 8543664 822446 8543664
Largest Losing Trade -985564 -64728 -985564 -4969066 -4969066 -2993464
Avg Bars in Trades 69 39 99 69 39 99
Avg Bars in Winners 52 29 73 65 28 94
Avg Bars in Losers 94 52 145 73 49 106
Bars Traded 4624 1347 3277 4624 1347 3277
Profit Streak 147.6125 147.6125 153.6125 147.6125 147.6125 153.6125
Trades During Streak 4 2 2 4 2 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -699137 -579070 -578071 -346072 -580976 528811
Evaluation Data
{
    "trading_pair": "ZIL_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4833,
    "evaluation_days": 2416.5,
    "actual_first_datapoint_time": 1550534400000,
    "first_datapoint_time": 1558008000000,
    "last_datapoint_time": 1759276800000,
    "evaluation_time": 1759286518095,
    "expiration_time": 1765540368000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 174,
            "offset": 0
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 108,
            "offset": 64
        }
    }
}
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": [
        [
            -1211507.3721070942,
            -64540.4217504708,
            -1146966.9503566232,
            902439.6623266954,
            -7550364.459987066,
            8452804.122313766
        ],
        [
            -1211.507372,
            -64.540422,
            -1146.96695,
            902.439662,
            -7550.36446,
            8452.804122
        ],
        [
            -0.501348,
            -0.026708,
            -0.47464,
            0.095432,
            0,
            0.184272
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -1361426,
            -121302,
            -1303896,
            -7154163,
            -7692059,
            -4015613
        ],
        [
            0.312841,
            0.749449,
            0.238135,
            1.054911,
            0.257185,
            2.348135
        ],
        [
            67,
            34,
            33,
            67,
            34,
            33
        ],
        [
            40,
            19,
            21,
            36,
            16,
            20
        ],
        [
            27,
            15,
            12,
            31,
            18,
            13
        ],
        [
            59.701493,
            55.882353,
            63.636364,
            53.731343,
            47.058824,
            60.606061
        ],
        [
            0.211167,
            0.59167,
            0.136077,
            0.908396,
            0.289334,
            1.526288
        ],
        [
            37746,
            26266,
            37746,
            8543664,
            822446,
            8543664
        ],
        [
            -985564,
            -64728,
            -985564,
            -4969066,
            -4969066,
            -2993464
        ],
        [
            69,
            39,
            99,
            69,
            39,
            99
        ],
        [
            52,
            29,
            73,
            65,
            28,
            94
        ],
        [
            94,
            52,
            145,
            73,
            49,
            106
        ],
        [
            4624,
            1347,
            3277,
            4624,
            1347,
            3277
        ],
        [
            147.612478,
            147.612478,
            153.612478,
            147.612478,
            147.612478,
            153.612478
        ],
        [
            4,
            2,
            2,
            4,
            2,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -699137,
            -579070,
            -578071,
            -346072,
            -580976,
            528811
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ZIL_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4833,
    "evaluation_days": 2416.5,
    "actual_first_datapoint_time": 1550534400000,
    "first_datapoint_time": 1558008000000,
    "last_datapoint_time": 1759276800000,
    "evaluation_time": 1759286518095,
    "expiration_time": 1765540368000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 174,
            "offset": 0
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 108,
            "offset": 64
        }
    }
}

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)