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Trade: ZIL/USDT/120/VWAP/BBL/9025

Strategy
ZIL/USDT/120/VWAP/BBL/9025
Pair
ZIL_USDT
Interval
2h
Score
569371
Daily Profit
0.288671
Profit Factor
2.371245
Profitability
67.741935
Streak
235.760970
Best Strategy
Training Data Length
2082.500000
Evaluation Time
2025-09-26 21:15
Expiration Time
2025-12-08 15:16

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L -1018054.6165 65932.6313 -1083987.2478 46865095.6677 6504456.7379 40360638.9298
Total P&L (%) -1018.0546 65.9326 -1083.9872 46865.0957 6504.4567 40360.6389
Avg Daily Profit (%) -0.4889 0.0317 -0.5205 0.2959 0.2014 0.2887
Buy And Hold Return (%) 124.3902 124.3902 124.3902 124.3902 124.3902 124.3902
Max Trade Drawdown -1356148 -23367 -1353243 -15484285 -4578812 -14997589
Profit Factor 0.3356 2.358 0.2694 2.2066 1.6914 2.3712
Total Trades 63 32 31 63 32 31
Winning Trades 42 21 21 42 21 21
Losing Trades 21 11 10 21 11 10
Profitability (%) 66.6667 65.625 67.7419 66.6667 65.625 67.7419
Ratio Avg Win / Avg Loss 0.1678 1.2352 0.1283 1.1033 0.886 1.1292
Largest Winning Trade 40657 23507 40657 6855577 5552502 6855577
Largest Losing Trade -955484 -15155 -955484 -9913979 -2955674 -9913979
Avg Bars in Trades 384 6 775 384 6 775
Avg Bars in Winners 200 5 396 256 5 507
Avg Bars in Losers 752 7 1571 640 7 1336
Bars Traded 24230 196 24034 24230 196 24034
Profit Streak 0 0 235.761 0 0 235.761
Trades During Streak 0 0 3 0 0 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -729617 -310719 -577163 -136894 386918 569371

Evaluation Data

{
    "trading_pair": "ZIL_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 24990,
    "evaluation_days": 2082.5,
    "actual_first_datapoint_time": 1578729600000,
    "first_datapoint_time": 1579802400000,
    "last_datapoint_time": 1758722400000,
    "evaluation_time": 1758910547798,
    "expiration_time": 1765199808000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "bbl",
        "factors": {
            "length": 150,
            "offset": 0,
            "std": 3.01698
        }
    }
}
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": [
        [
            -1018054.6164596363,
            65932.6313126973,
            -1083987.2477723334,
            46865095.66772367,
            6504456.7378941765,
            40360638.92982949
        ],
        [
            -1018.054616,
            65.932631,
            -1083.987248,
            46865.095668,
            6504.456738,
            40360.63893
        ],
        [
            -0.488862,
            0.03166,
            -0.520522,
            0.29585,
            0.201419,
            0.288671
        ],
        [
            124.390244,
            124.390244,
            124.390244,
            124.390244,
            124.390244,
            124.390244
        ],
        [
            -1356148,
            -23367,
            -1353243,
            -15484285,
            -4578812,
            -14997589
        ],
        [
            0.335566,
            2.358026,
            0.269385,
            2.206598,
            1.691442,
            2.371245
        ],
        [
            63,
            32,
            31,
            63,
            32,
            31
        ],
        [
            42,
            21,
            21,
            42,
            21,
            21
        ],
        [
            21,
            11,
            10,
            21,
            11,
            10
        ],
        [
            66.666667,
            65.625,
            67.741935,
            66.666667,
            65.625,
            67.741935
        ],
        [
            0.167783,
            1.235157,
            0.128278,
            1.103299,
            0.885993,
            1.129164
        ],
        [
            40657,
            23507,
            40657,
            6855577,
            5552502,
            6855577
        ],
        [
            -955484,
            -15155,
            -955484,
            -9913979,
            -2955674,
            -9913979
        ],
        [
            384,
            6,
            775,
            384,
            6,
            775
        ],
        [
            200,
            5,
            396,
            256,
            5,
            507
        ],
        [
            752,
            7,
            1571,
            640,
            7,
            1336
        ],
        [
            24230,
            196,
            24034,
            24230,
            196,
            24034
        ],
        [
            0,
            0,
            235.76097,
            0,
            0,
            235.76097
        ],
        [
            0,
            0,
            3,
            0,
            0,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -729617,
            -310719,
            -577163,
            -136894,
            386918,
            569371
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ZIL_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 24990,
    "evaluation_days": 2082.5,
    "actual_first_datapoint_time": 1578729600000,
    "first_datapoint_time": 1579802400000,
    "last_datapoint_time": 1758722400000,
    "evaluation_time": 1758910547798,
    "expiration_time": 1765199808000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "bbl",
        "factors": {
            "length": 150,
            "offset": 0,
            "std": 3.01698
        }
    }
}

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)