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Trade: ZIL/USDT/360/MIDPRICE/WMA/7812

Strategy
ZIL/USDT/360/MIDPRICE/WMA/7812
Pair
ZIL_USDT
Interval
6h
Score
309262
Daily Profit
0.246111
Profit Factor
2.929321
Profitability
34.210526
Streak
6.333240
Best Strategy
Training Data Length
2409.250000
Evaluation Time
2025-09-28 10:59
Expiration Time
2025-12-05 20:39

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 626088.6831 592941.731 33146.9521 67264.9198 143607.1597 -76342.2399
Total P&L (%) 626.0887 592.9417 33.147 67.2649 143.6072 -76.3422
Avg Daily Profit (%) 0.2599 0.2461 0.0138 0.0214 0.037 -0.0598
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -138351 -76031 -144981 -195281 -131437 -238453
Profit Factor 1.887 2.9293 1.0832 1.0624 1.3409 0.8838
Total Trades 76 38 38 76 38 38
Winning Trades 31 13 18 31 13 18
Losing Trades 45 25 20 45 25 20
Profitability (%) 40.7895 34.2105 47.3684 40.7895 34.2105 47.3684
Ratio Avg Win / Avg Loss 2.7392 5.6333 1.2035 1.5422 2.5786 0.982
Largest Winning Trade 405945 405945 67968 202621 202621 106514
Largest Losing Trade -58324 -33699 -58324 -129531 -51262 -129531
Avg Bars in Trades 123 87 159 123 87 159
Avg Bars in Winners 203 142 247 203 142 247
Avg Bars in Losers 68 58 80 68 58 80
Bars Traded 9380 3317 6063 9380 3317 6063
Profit Streak 6.3332 6.3332 6.8332 6.3332 6.3332 6.8332
Trades During Streak 2 1 1 2 1 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -44061 309262 -306657 -371506 -147511 -581102
Evaluation Data
{
    "trading_pair": "ZIL_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 9637,
    "evaluation_days": 2409.25,
    "actual_first_datapoint_time": 1550556000000,
    "first_datapoint_time": 1555848000000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1759046391973,
    "expiration_time": 1764959976000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 246,
            "offset": 0
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 29,
            "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": [
        [
            626088.683149922,
            592941.731049745,
            33146.9521001771,
            67264.9197637189,
            143607.1597110929,
            -76342.2399473739
        ],
        [
            626.088683,
            592.941731,
            33.146952,
            67.26492,
            143.60716,
            -76.34224
        ],
        [
            0.259869,
            0.246111,
            0.013758,
            0.021354,
            0.036964,
            -0.059813
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -138351,
            -76031,
            -144981,
            -195281,
            -131437,
            -238453
        ],
        [
            1.886972,
            2.929321,
            1.083171,
            1.062382,
            1.340892,
            0.883803
        ],
        [
            76,
            38,
            38,
            76,
            38,
            38
        ],
        [
            31,
            13,
            18,
            31,
            13,
            18
        ],
        [
            45,
            25,
            20,
            45,
            25,
            20
        ],
        [
            40.789474,
            34.210526,
            47.368421,
            40.789474,
            34.210526,
            47.368421
        ],
        [
            2.739153,
            5.633309,
            1.203523,
            1.542167,
            2.578638,
            0.982004
        ],
        [
            405945,
            405945,
            67968,
            202621,
            202621,
            106514
        ],
        [
            -58324,
            -33699,
            -58324,
            -129531,
            -51262,
            -129531
        ],
        [
            123,
            87,
            159,
            123,
            87,
            159
        ],
        [
            203,
            142,
            247,
            203,
            142,
            247
        ],
        [
            68,
            58,
            80,
            68,
            58,
            80
        ],
        [
            9380,
            3317,
            6063,
            9380,
            3317,
            6063
        ],
        [
            6.33324,
            6.33324,
            6.83324,
            6.33324,
            6.33324,
            6.83324
        ],
        [
            2,
            1,
            1,
            2,
            1,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -44061,
            309262,
            -306657,
            -371506,
            -147511,
            -581102
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ZIL_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 9637,
    "evaluation_days": 2409.25,
    "actual_first_datapoint_time": 1550556000000,
    "first_datapoint_time": 1555848000000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1759046391973,
    "expiration_time": 1764959976000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 246,
            "offset": 0
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 29,
            "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)