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Trade: ZIL/USDT/720/VWMA/MIDPOINT/5184

Strategy
ZIL/USDT/720/VWMA/MIDPOINT/5184
Pair
ZIL_USDT
Interval
12h
Score
605774
Daily Profit
0.333944
Profit Factor
3.993959
Profitability
54.838710
Streak
0.000000
Best Strategy
Training Data Length
2410.000000
Evaluation Time
2025-09-26 04:18
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 940976.5264 804804.4462 136172.0802 4331915.6934 1475043.5372 2856872.1562
Total P&L (%) 940.9765 804.8044 136.1721 4331.9157 1475.0435 2856.8722
Avg Daily Profit (%) 0.3904 0.3339 0.0565 0.1574 0.1145 0.1406
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -95953 -104237 -50212 -8650567 -7049672 -5527181
Profit Factor 3.1247 3.994 1.7823 1.166 1.0905 1.292
Total Trades 62 31 31 62 31 31
Winning Trades 33 17 16 33 17 16
Losing Trades 29 14 15 29 14 15
Profitability (%) 53.2258 54.8387 51.6129 53.2258 54.8387 51.6129
Ratio Avg Win / Avg Loss 2.7459 3.2891 1.6709 1.0247 0.898 1.2112
Largest Winning Trade 408067 408067 54103 5923474 5923474 3093262
Largest Losing Trade -58571 -58571 -50212 -5527181 -5160456 -5527181
Avg Bars in Trades 66 87 46 66 87 46
Avg Bars in Winners 72 100 41 72 100 41
Avg Bars in Losers 61 71 51 61 71 51
Bars Traded 4151 2708 1443 4151 2708 1443
Profit Streak 122.0545 0 190.5545 122.0545 0 190.5545
Trades During Streak 1 0 1 1 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -141880 605774 -113330 -187720 -161869 -4095

Evaluation Data

{
    "trading_pair": "ZIL_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4820,
    "evaluation_days": 2410,
    "actual_first_datapoint_time": 1550534400000,
    "first_datapoint_time": 1560340800000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758849510892,
    "expiration_time": 1764961920000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 226,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 228,
            "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": [
        [
            940976.526396782,
            804804.4461943188,
            136172.0802024629,
            4331915.693353058,
            1475043.5371635535,
            2856872.156189507
        ],
        [
            940.976526,
            804.804446,
            136.17208,
            4331.915693,
            1475.043537,
            2856.872156
        ],
        [
            0.390447,
            0.333944,
            0.056503,
            0.157444,
            0.114458,
            0.140626
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -95953,
            -104237,
            -50212,
            -8650567,
            -7049672,
            -5527181
        ],
        [
            3.124656,
            3.993959,
            1.782262,
            1.166045,
            1.090469,
            1.291985
        ],
        [
            62,
            31,
            31,
            62,
            31,
            31
        ],
        [
            33,
            17,
            16,
            33,
            17,
            16
        ],
        [
            29,
            14,
            15,
            29,
            14,
            15
        ],
        [
            53.225806,
            54.83871,
            51.612903,
            53.225806,
            54.83871,
            51.612903
        ],
        [
            2.74591,
            3.289142,
            1.670871,
            1.024707,
            0.898033,
            1.211236
        ],
        [
            408067,
            408067,
            54103,
            5923474,
            5923474,
            3093262
        ],
        [
            -58571,
            -58571,
            -50212,
            -5527181,
            -5160456,
            -5527181
        ],
        [
            66,
            87,
            46,
            66,
            87,
            46
        ],
        [
            72,
            100,
            41,
            72,
            100,
            41
        ],
        [
            61,
            71,
            51,
            61,
            71,
            51
        ],
        [
            4151,
            2708,
            1443,
            4151,
            2708,
            1443
        ],
        [
            122.054524,
            0,
            190.554524,
            122.054524,
            0,
            190.554524
        ],
        [
            1,
            0,
            1,
            1,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -141880,
            605774,
            -113330,
            -187720,
            -161869,
            -4095
        ]
    ]
}
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": 1560340800000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758849510892,
    "expiration_time": 1764961920000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 226,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 228,
            "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)