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Trade: ZIL/USDT/360/VWMA/HILO/5348

Strategy
ZIL/USDT/360/VWMA/HILO/5348
Pair
ZIL_USDT
Interval
6h
Score
308989
Daily Profit
0.328273
Profit Factor
2.070573
Profitability
37.735849
Streak
0.000000
Best Strategy
Training Data Length
2427.000000
Evaluation Time
2025-10-12 12:07
Expiration Time
2025-12-24 03:26

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 796717.6352 787993.0317 8724.6035 -50881.8756 792303.6615 -843185.5372
Total P&L (%) 796.7176 787.993 8.7246 -50.8819 792.3037 -843.1855
Avg Daily Profit (%) 0.3283 0.3247 0.0036 -0.0293 0.0902 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -122563 -74226 -162049 -694124 -194538 -951345
Profit Factor 2.0706 3.3644 1.0212 0.9726 2.6237 0.3844
Total Trades 106 53 53 106 53 53
Winning Trades 40 18 22 40 18 22
Losing Trades 66 35 31 66 35 31
Profitability (%) 37.7358 33.9623 41.5094 37.7358 33.9623 41.5094
Ratio Avg Win / Avg Loss 3.4164 6.5418 1.439 1.6048 5.1016 0.5417
Largest Winning Trade 613312 613312 70370 635258 635258 162811
Largest Losing Trade -88863 -33699 -88863 -538143 -55631 -538143
Avg Bars in Trades 88 61 115 88 61 115
Avg Bars in Winners 161 112 201 161 112 201
Avg Bars in Losers 44 35 53 44 35 53
Bars Traded 9372 3270 6102 9372 3270 6102
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 308989 -171033 -734320 -582487 -253663 -764135
Evaluation Data
{
    "trading_pair": "ZIL_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 9708,
    "evaluation_days": 2427,
    "actual_first_datapoint_time": 1550556000000,
    "first_datapoint_time": 1555740000000,
    "last_datapoint_time": 1760248800000,
    "evaluation_time": 1760260040476,
    "expiration_time": 1766539584000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 241,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hilo",
        "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": [
        [
            796717.6352412623,
            787993.0317036848,
            8724.6035375775,
            -50881.875646597,
            792303.6615105765,
            -843185.5371571734
        ],
        [
            796.717635,
            787.993032,
            8.724604,
            -50.881876,
            792.303662,
            -843.185537
        ],
        [
            0.328273,
            0.324678,
            0.003595,
            -0.029289,
            0.090219,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -122563,
            -74226,
            -162049,
            -694124,
            -194538,
            -951345
        ],
        [
            2.070573,
            3.364379,
            1.021232,
            0.972611,
            2.623667,
            0.384425
        ],
        [
            106,
            53,
            53,
            106,
            53,
            53
        ],
        [
            40,
            18,
            22,
            40,
            18,
            22
        ],
        [
            66,
            35,
            31,
            66,
            35,
            31
        ],
        [
            37.735849,
            33.962264,
            41.509434,
            37.735849,
            33.962264,
            41.509434
        ],
        [
            3.416446,
            6.541847,
            1.439009,
            1.604808,
            5.101575,
            0.54169
        ],
        [
            613312,
            613312,
            70370,
            635258,
            635258,
            162811
        ],
        [
            -88863,
            -33699,
            -88863,
            -538143,
            -55631,
            -538143
        ],
        [
            88,
            61,
            115,
            88,
            61,
            115
        ],
        [
            161,
            112,
            201,
            161,
            112,
            201
        ],
        [
            44,
            35,
            53,
            44,
            35,
            53
        ],
        [
            9372,
            3270,
            6102,
            9372,
            3270,
            6102
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            308989,
            -171033,
            -734320,
            -582487,
            -253663,
            -764135
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ZIL_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 9708,
    "evaluation_days": 2427,
    "actual_first_datapoint_time": 1550556000000,
    "first_datapoint_time": 1555740000000,
    "last_datapoint_time": 1760248800000,
    "evaluation_time": 1760260040476,
    "expiration_time": 1766539584000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 241,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hilo",
        "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)