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Trade: ZIL/USDT/240/VWAP/HL2/3395

Strategy
ZIL/USDT/240/VWAP/HL2/3395
Pair
ZIL_USDT
Interval
4h
Score
328197
Daily Profit
0.381471
Profit Factor
1.653235
Profitability
31.477927
Streak
13.729693
Best Strategy
Training Data Length
2413.330000
Evaluation Time
2025-09-29 12:30
Expiration Time
2025-12-10 19:36

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 920616.3803 816143.8226 104472.5577 603053.6391 667999.0767 -64945.4376
Total P&L (%) 920.6164 816.1438 104.4726 603.0536 667.9991 -64.9454
Avg Daily Profit (%) 0.3815 0.3382 0.0433 0.0808 0.0845 -0.0434
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -133403 -94474 -146684 -2383638 -1882983 -1050502
Profit Factor 1.6532 2.1096 1.1551 1.0385 1.0799 0.9911
Total Trades 521 261 260 521 261 260
Winning Trades 164 77 87 164 77 87
Losing Trades 357 184 173 357 184 173
Profitability (%) 31.4779 29.5019 33.4615 31.4779 29.5019 33.4615
Ratio Avg Win / Avg Loss 3.5988 5.0412 2.2968 2.2607 2.5805 1.9708
Largest Winning Trade 386696 386696 46996 1378988 1378988 978518
Largest Losing Trade -21926 -19421 -21926 -485813 -313208 -485813
Avg Bars in Trades 27 25 29 27 25 29
Avg Bars in Winners 57 56 57 57 56 57
Avg Bars in Losers 13 13 14 13 13 14
Bars Traded 14329 6749 7580 14329 6749 7580
Profit Streak 13.7297 13.8964 0 13.7297 13.8964 0
Trades During Streak 1 1 0 1 1 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 328197 177943 -189296 -265234 -219548 -583349
Evaluation Data
{
    "trading_pair": "ZIL_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 14480,
    "evaluation_days": 2413.33,
    "actual_first_datapoint_time": 1550563200000,
    "first_datapoint_time": 1551556800000,
    "last_datapoint_time": 1759132800000,
    "evaluation_time": 1759138245481,
    "expiration_time": 1765388160000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 69
        }
    },
    "second_band": {
        "type": "hl2",
        "factors": {
            "length": 0,
            "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": [
        [
            920616.380256164,
            816143.8226057369,
            104472.5576504273,
            603053.6390708748,
            667999.07665379,
            -64945.4375829157
        ],
        [
            920.61638,
            816.143823,
            104.472558,
            603.053639,
            667.999077,
            -64.945438
        ],
        [
            0.381471,
            0.338182,
            0.04329,
            0.080845,
            0.084509,
            -0.043427
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -133403,
            -94474,
            -146684,
            -2383638,
            -1882983,
            -1050502
        ],
        [
            1.653235,
            2.109618,
            1.15505,
            1.038528,
            1.079878,
            0.991091
        ],
        [
            521,
            261,
            260,
            521,
            261,
            260
        ],
        [
            164,
            77,
            87,
            164,
            77,
            87
        ],
        [
            357,
            184,
            173,
            357,
            184,
            173
        ],
        [
            31.477927,
            29.501916,
            33.461538,
            31.477927,
            29.501916,
            33.461538
        ],
        [
            3.59881,
            5.041165,
            2.296823,
            2.260698,
            2.580487,
            1.97079
        ],
        [
            386696,
            386696,
            46996,
            1378988,
            1378988,
            978518
        ],
        [
            -21926,
            -19421,
            -21926,
            -485813,
            -313208,
            -485813
        ],
        [
            27,
            25,
            29,
            27,
            25,
            29
        ],
        [
            57,
            56,
            57,
            57,
            56,
            57
        ],
        [
            13,
            13,
            14,
            13,
            13,
            14
        ],
        [
            14329,
            6749,
            7580,
            14329,
            6749,
            7580
        ],
        [
            13.729693,
            13.89636,
            0,
            13.729693,
            13.89636,
            0
        ],
        [
            1,
            1,
            0,
            1,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            328197,
            177943,
            -189296,
            -265234,
            -219548,
            -583349
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ZIL_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 14480,
    "evaluation_days": 2413.33,
    "actual_first_datapoint_time": 1550563200000,
    "first_datapoint_time": 1551556800000,
    "last_datapoint_time": 1759132800000,
    "evaluation_time": 1759138245481,
    "expiration_time": 1765388160000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 69
        }
    },
    "second_band": {
        "type": "hl2",
        "factors": {
            "length": 0,
            "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)