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Trade: ZIL/USDT/120/SINWMA/VWMA/2369

Strategy
ZIL/USDT/120/SINWMA/VWMA/2369
Pair
ZIL_USDT
Interval
2h
Score
305958
Daily Profit
0.389089
Profit Factor
2.060887
Profitability
36.029412
Streak
0.000000
Best Strategy
Training Data Length
2082.920000
Evaluation Time
2025-10-01 17:50
Expiration Time
2025-12-15 15:38

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 810440.4334 703492.2318 106948.2016 1398158.7134 -49667.0144 1447825.7278
Total P&L (%) 810.4404 703.4922 106.9482 1398.1587 -49.667 1447.8257
Avg Daily Profit (%) 0.3891 0.3377 0.0513 0.13 -0.033 0.1316
Buy And Hold Return (%) 48.3651 48.3651 48.3651 48.3651 48.3651 48.3651
Max Trade Drawdown -134108 -114375 -92798 -2266236 -1946674 -1155447
Profit Factor 2.0609 2.6378 1.3198 1.1284 0.992 1.3073
Total Trades 136 68 68 136 68 68
Winning Trades 49 18 31 49 18 31
Losing Trades 87 50 37 87 50 37
Profitability (%) 36.0294 26.4706 45.5882 36.0294 26.4706 45.5882
Ratio Avg Win / Avg Loss 3.6591 7.3272 1.5753 2.0035 2.7555 1.5603
Largest Winning Trade 304476 304476 48255 1358634 1358634 963642
Largest Losing Trade -38640 -38640 -24078 -864600 -543422 -864600
Avg Bars in Trades 179 169 190 179 169 190
Avg Bars in Winners 317 341 303 317 341 303
Avg Bars in Losers 102 107 96 102 107 96
Bars Traded 24470 11516 12954 24470 11516 12954
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 305958 -118545 -239684 -102271 -710791 -126849
Evaluation Data
{
    "trading_pair": "ZIL_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 24995,
    "evaluation_days": 2082.92,
    "actual_first_datapoint_time": 1579298400000,
    "first_datapoint_time": 1581040800000,
    "last_datapoint_time": 1759327200000,
    "evaluation_time": 1759330216171,
    "expiration_time": 1765805904000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 243,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 75,
            "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": [
        [
            810440.4333981958,
            703492.2318320213,
            106948.2015661747,
            1398158.7133912952,
            -49667.0144131021,
            1447825.727804398
        ],
        [
            810.440433,
            703.492232,
            106.948202,
            1398.158713,
            -49.667014,
            1447.825728
        ],
        [
            0.389089,
            0.337743,
            0.051345,
            0.130038,
            -0.032954,
            0.131606
        ],
        [
            48.365123,
            48.365123,
            48.365123,
            48.365123,
            48.365123,
            48.365123
        ],
        [
            -134108,
            -114375,
            -92798,
            -2266236,
            -1946674,
            -1155447
        ],
        [
            2.060887,
            2.637783,
            1.319833,
            1.128385,
            0.991962,
            1.307299
        ],
        [
            136,
            68,
            68,
            136,
            68,
            68
        ],
        [
            49,
            18,
            31,
            49,
            18,
            31
        ],
        [
            87,
            50,
            37,
            87,
            50,
            37
        ],
        [
            36.029412,
            26.470588,
            45.588235,
            36.029412,
            26.470588,
            45.588235
        ],
        [
            3.659125,
            7.327174,
            1.575284,
            2.003459,
            2.75545,
            1.560325
        ],
        [
            304476,
            304476,
            48255,
            1358634,
            1358634,
            963642
        ],
        [
            -38640,
            -38640,
            -24078,
            -864600,
            -543422,
            -864600
        ],
        [
            179,
            169,
            190,
            179,
            169,
            190
        ],
        [
            317,
            341,
            303,
            317,
            341,
            303
        ],
        [
            102,
            107,
            96,
            102,
            107,
            96
        ],
        [
            24470,
            11516,
            12954,
            24470,
            11516,
            12954
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            305958,
            -118545,
            -239684,
            -102271,
            -710791,
            -126849
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ZIL_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 24995,
    "evaluation_days": 2082.92,
    "actual_first_datapoint_time": 1579298400000,
    "first_datapoint_time": 1581040800000,
    "last_datapoint_time": 1759327200000,
    "evaluation_time": 1759330216171,
    "expiration_time": 1765805904000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 243,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 75,
            "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)