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Trade: ZIL/USDT/720/SSF/HWMA/1146

Strategy
ZIL/USDT/720/SSF/HWMA/1146
Pair
ZIL_USDT
Interval
12h
Score
308650
Daily Profit
0.175358
Profit Factor
1.425144
Profitability
44.615385
Streak
20.339084
Best Strategy
Training Data Length
2424.500000
Evaluation Time
2025-10-09 11:08
Expiration Time
2025-12-20 19:38

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 362075.4242 425156.5361 -63081.1119 -87583.1134 -85591.2756 -1991.8378
Total P&L (%) 362.0754 425.1565 -63.0811 -87.5831 -85.5913 -1.9918
Avg Daily Profit (%) 0.1493 0.1754 -0.026 -0.086 -0.0799 -0.0008
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -311848 -170721 -272428 -114487 -105287 -57394
Profit Factor 1.1846 1.4251 0.9344 0.8434 0.7331 0.9917
Total Trades 391 195 196 391 195 196
Winning Trades 188 87 101 188 87 101
Losing Trades 203 108 95 203 108 95
Profitability (%) 48.0818 44.6154 51.5306 48.0818 44.6154 51.5306
Ratio Avg Win / Avg Loss 1.2792 1.7691 0.8788 0.9107 0.91 0.9327
Largest Winning Trade 274469 274469 35887 16163 16163 15611
Largest Losing Trade -54179 -50989 -54179 -37269 -29719 -37269
Avg Bars in Trades 12 12 12 12 12 12
Avg Bars in Winners 12 12 12 12 12 12
Avg Bars in Losers 12 11 12 12 11 12
Bars Traded 4717 2345 2372 4717 2345 2372
Profit Streak 0 20.3391 0 0 20.3391 0
Trades During Streak 0 1 0 0 1 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -9529 308650 -579831 -579202 -581574 -579831
Evaluation Data
{
    "trading_pair": "ZIL_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4849,
    "evaluation_days": 2424.5,
    "actual_first_datapoint_time": 1550534400000,
    "first_datapoint_time": 1552737600000,
    "last_datapoint_time": 1759968000000,
    "evaluation_time": 1759997296851,
    "expiration_time": 1766252304000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 202,
            "offset": 51,
            "poles": 2
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.35531,
            "nb": 0.1,
            "nc": 0.74334
        }
    }
}
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": [
        [
            362075.4242047237,
            425156.5360885366,
            -63081.1118838138,
            -87583.1134032996,
            -85591.2755728036,
            -1991.8378304961
        ],
        [
            362.075424,
            425.156536,
            -63.081112,
            -87.583113,
            -85.591276,
            -1.991838
        ],
        [
            0.14934,
            0.175358,
            -0.026018,
            -0.086006,
            -0.079875,
            -0.00083
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -311848,
            -170721,
            -272428,
            -114487,
            -105287,
            -57394
        ],
        [
            1.184644,
            1.425144,
            0.934352,
            0.843448,
            0.733067,
            0.991659
        ],
        [
            391,
            195,
            196,
            391,
            195,
            196
        ],
        [
            188,
            87,
            101,
            188,
            87,
            101
        ],
        [
            203,
            108,
            95,
            203,
            108,
            95
        ],
        [
            48.081841,
            44.615385,
            51.530612,
            48.081841,
            44.615385,
            51.530612
        ],
        [
            1.279164,
            1.769144,
            0.878846,
            0.910745,
            0.910014,
            0.932749
        ],
        [
            274469,
            274469,
            35887,
            16163,
            16163,
            15611
        ],
        [
            -54179,
            -50989,
            -54179,
            -37269,
            -29719,
            -37269
        ],
        [
            12,
            12,
            12,
            12,
            12,
            12
        ],
        [
            12,
            12,
            12,
            12,
            12,
            12
        ],
        [
            12,
            11,
            12,
            12,
            11,
            12
        ],
        [
            4717,
            2345,
            2372,
            4717,
            2345,
            2372
        ],
        [
            0,
            20.339084,
            0,
            0,
            20.339084,
            0
        ],
        [
            0,
            1,
            0,
            0,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -9529,
            308650,
            -579831,
            -579202,
            -581574,
            -579831
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ZIL_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4849,
    "evaluation_days": 2424.5,
    "actual_first_datapoint_time": 1550534400000,
    "first_datapoint_time": 1552737600000,
    "last_datapoint_time": 1759968000000,
    "evaluation_time": 1759997296851,
    "expiration_time": 1766252304000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 202,
            "offset": 51,
            "poles": 2
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.35531,
            "nb": 0.1,
            "nc": 0.74334
        }
    }
}

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)