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Trade: ZIL/USDT/720/WMA/PWMA/9961

Strategy
ZIL/USDT/720/WMA/PWMA/9961
Pair
ZIL_USDT
Interval
12h
Score
685791
Daily Profit
0.201733
Profit Factor
4.323294
Profitability
76.470588
Streak
265.970306
Best Strategy
Training Data Length
2420.000000
Evaluation Time
2025-10-05 02:17
Expiration Time
2025-12-16 04:24

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L -146665.4469 369350.9684 -516016.4152 13134504.2704 110738.9405 13023765.3298
Total P&L (%) -146.6654 369.351 -516.0164 13134.5043 110.7389 13023.7653
Avg Daily Profit (%) -0.0606 0.1526 -0.2132 0.2021 0.0308 0.2017
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -768216 -72405 -794396 -5324167 -4928309 -1362833
Profit Factor 0.8888 2.0574 0.4675 1.7184 1.0077 4.3233
Total Trades 67 33 34 67 33 34
Winning Trades 45 19 26 43 17 26
Losing Trades 22 14 8 24 16 8
Profitability (%) 67.1642 57.5758 76.4706 64.1791 51.5152 76.4706
Ratio Avg Win / Avg Loss 0.4345 1.516 0.1439 0.9591 0.9484 1.3302
Largest Winning Trade 275616 275616 69385 3024709 3024709 2860189
Largest Losing Trade -612283 -59819 -612283 -3506582 -3506582 -1362833
Avg Bars in Trades 68 70 66 68 70 66
Avg Bars in Winners 51 44 56 54 43 62
Avg Bars in Losers 103 106 98 93 99 80
Bars Traded 4599 2337 2262 4599 2337 2262
Profit Streak 190.9703 190.9703 265.9703 190.9703 190.9703 265.9703
Trades During Streak 9 4 5 9 4 5
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -698035 484912 -575968 -109109 -363886 685791
Evaluation Data
{
    "trading_pair": "ZIL_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4840,
    "evaluation_days": 2420,
    "actual_first_datapoint_time": 1550534400000,
    "first_datapoint_time": 1559692800000,
    "last_datapoint_time": 1759579200000,
    "evaluation_time": 1759619834453,
    "expiration_time": 1765851840000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 213,
            "offset": 0
        }
    },
    "second_band": {
        "type": "pwma",
        "factors": {
            "length": 203,
            "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": [
        [
            -146665.4468555363,
            369350.968378811,
            -516016.4152343472,
            13134504.27039127,
            110738.9405485869,
            13023765.32984268
        ],
        [
            -146.665447,
            369.350968,
            -516.016415,
            13134.50427,
            110.738941,
            13023.76533
        ],
        [
            -0.060606,
            0.152624,
            -0.21323,
            0.20208,
            0.030808,
            0.201733
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -768216,
            -72405,
            -794396,
            -5324167,
            -4928309,
            -1362833
        ],
        [
            0.888752,
            2.057417,
            0.467512,
            1.718355,
            1.007709,
            4.323294
        ],
        [
            67,
            33,
            34,
            67,
            33,
            34
        ],
        [
            45,
            19,
            26,
            43,
            17,
            26
        ],
        [
            22,
            14,
            8,
            24,
            16,
            8
        ],
        [
            67.164179,
            57.575758,
            76.470588,
            64.179104,
            51.515152,
            76.470588
        ],
        [
            0.434501,
            1.515992,
            0.14385,
            0.959082,
            0.948432,
            1.330244
        ],
        [
            275616,
            275616,
            69385,
            3024709,
            3024709,
            2860189
        ],
        [
            -612283,
            -59819,
            -612283,
            -3506582,
            -3506582,
            -1362833
        ],
        [
            68,
            70,
            66,
            68,
            70,
            66
        ],
        [
            51,
            44,
            56,
            54,
            43,
            62
        ],
        [
            103,
            106,
            98,
            93,
            99,
            80
        ],
        [
            4599,
            2337,
            2262,
            4599,
            2337,
            2262
        ],
        [
            190.970306,
            190.970306,
            265.970306,
            190.970306,
            190.970306,
            265.970306
        ],
        [
            9,
            4,
            5,
            9,
            4,
            5
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -698035,
            484912,
            -575968,
            -109109,
            -363886,
            685791
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ZIL_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4840,
    "evaluation_days": 2420,
    "actual_first_datapoint_time": 1550534400000,
    "first_datapoint_time": 1559692800000,
    "last_datapoint_time": 1759579200000,
    "evaluation_time": 1759619834453,
    "expiration_time": 1765851840000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 213,
            "offset": 0
        }
    },
    "second_band": {
        "type": "pwma",
        "factors": {
            "length": 203,
            "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)