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Trade: ZIL/USDT/120/VWMA/SUPERTREND/3552

Strategy
ZIL/USDT/120/VWMA/SUPERTREND/3552
Pair
ZIL_USDT
Interval
2h
Score
418504
Daily Profit
0.359110
Profit Factor
1.681487
Profitability
43.072289
Streak
0.000000
Best Strategy
Training Data Length
2083.330000
Evaluation Time
2025-10-04 12:14
Expiration Time
2025-12-18 10:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 748143.5949 602755.5099 145388.0851 3136022.7291 1199329.8446 1936692.8845
Total P&L (%) 748.1436 602.7555 145.3881 3136.0227 1199.3298 1936.6929
Avg Daily Profit (%) 0.3591 0.2893 0.0698 0.167 0.1232 0.1448
Buy And Hold Return (%) 43.433 43.433 43.433 43.433 43.433 43.433
Max Trade Drawdown -97647 -77485 -67981 -11047769 -7010424 -7137348
Profit Factor 1.6815 2.01 1.2902 1.0562 1.0396 1.076
Total Trades 332 166 166 332 166 166
Winning Trades 143 71 72 143 71 72
Losing Trades 189 95 94 189 95 94
Profitability (%) 43.0723 42.7711 43.3735 43.0723 42.7711 43.3735
Ratio Avg Win / Avg Loss 2.2224 2.6894 1.6844 1.3959 1.3909 1.4047
Largest Winning Trade 180393 180393 56125 5184269 5184269 4518266
Largest Losing Trade -33657 -33657 -27485 -2586517 -2227722 -2586517
Avg Bars in Trades 73 65 82 73 65 82
Avg Bars in Winners 114 95 134 114 95 134
Avg Bars in Losers 42 43 41 42 43 41
Bars Traded 24506 10880 13624 24506 10880 13624
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 418504 364448 -103688 -151924 -207682 -138577
Evaluation Data
{
    "trading_pair": "ZIL_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 2083.33,
    "actual_first_datapoint_time": 1579500000000,
    "first_datapoint_time": 1581177600000,
    "last_datapoint_time": 1759564800000,
    "evaluation_time": 1759569269599,
    "expiration_time": 1766044800000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 234,
            "offset": 0
        }
    },
    "second_band": {
        "type": "supertrend",
        "factors": {
            "length": 235,
            "offset": 0,
            "multiplier": 3.06239
        }
    }
}
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": [
        [
            748143.5949470394,
            602755.5098637581,
            145388.0850832812,
            3136022.7291325163,
            1199329.8445954118,
            1936692.8845371017
        ],
        [
            748.143595,
            602.75551,
            145.388085,
            3136.022729,
            1199.329845,
            1936.692885
        ],
        [
            0.35911,
            0.289323,
            0.069786,
            0.167032,
            0.123169,
            0.144773
        ],
        [
            43.43303,
            43.43303,
            43.43303,
            43.43303,
            43.43303,
            43.43303
        ],
        [
            -97647,
            -77485,
            -67981,
            -11047769,
            -7010424,
            -7137348
        ],
        [
            1.681487,
            2.010009,
            1.29018,
            1.056186,
            1.039551,
            1.075974
        ],
        [
            332,
            166,
            166,
            332,
            166,
            166
        ],
        [
            143,
            71,
            72,
            143,
            71,
            72
        ],
        [
            189,
            95,
            94,
            189,
            95,
            94
        ],
        [
            43.072289,
            42.771084,
            43.373494,
            43.072289,
            42.771084,
            43.373494
        ],
        [
            2.222385,
            2.689448,
            1.684401,
            1.395938,
            1.390948,
            1.404744
        ],
        [
            180393,
            180393,
            56125,
            5184269,
            5184269,
            4518266
        ],
        [
            -33657,
            -33657,
            -27485,
            -2586517,
            -2227722,
            -2586517
        ],
        [
            73,
            65,
            82,
            73,
            65,
            82
        ],
        [
            114,
            95,
            134,
            114,
            95,
            134
        ],
        [
            42,
            43,
            41,
            42,
            43,
            41
        ],
        [
            24506,
            10880,
            13624,
            24506,
            10880,
            13624
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            418504,
            364448,
            -103688,
            -151924,
            -207682,
            -138577
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ZIL_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 2083.33,
    "actual_first_datapoint_time": 1579500000000,
    "first_datapoint_time": 1581177600000,
    "last_datapoint_time": 1759564800000,
    "evaluation_time": 1759569269599,
    "expiration_time": 1766044800000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 234,
            "offset": 0
        }
    },
    "second_band": {
        "type": "supertrend",
        "factors": {
            "length": 235,
            "offset": 0,
            "multiplier": 3.06239
        }
    }
}

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)