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Trade: ZIL/USDT/480/SSF/VWMA/5284

Strategy
ZIL/USDT/480/SSF/VWMA/5284
Pair
ZIL_USDT
Interval
8h
Score
300560
Daily Profit
0.220264
Profit Factor
1.360439
Profitability
39.937107
Streak
23.198735
Best Strategy
Training Data Length
2416.330000
Evaluation Time
2025-10-01 15:46
Expiration Time
2025-12-12 21:45

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 532229.8441 491383.1345 40846.7096 64915.7772 91918.6597 -27002.8824
Total P&L (%) 532.2298 491.3831 40.8467 64.9158 91.9187 -27.0029
Avg Daily Profit (%) 0.2203 0.2034 0.0169 0.0207 0.027 -0.013
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -163977 -137080 -180816 -501468 -447662 -227012
Profit Factor 1.3604 1.5937 1.0629 1.0266 1.0631 0.9726
Total Trades 318 159 159 318 159 159
Winning Trades 127 54 73 127 54 73
Losing Trades 191 105 86 191 105 86
Profitability (%) 39.9371 33.9623 45.912 39.9371 33.9623 45.912
Ratio Avg Win / Avg Loss 2.046 3.0989 1.2522 1.5439 2.0672 1.1458
Largest Winning Trade 198716 198716 45564 347521 347521 71095
Largest Losing Trade -42867 -39270 -42867 -204023 -204023 -54431
Avg Bars in Trades 22 25 20 22 25 20
Avg Bars in Winners 35 41 30 35 41 30
Avg Bars in Losers 14 16 11 14 16 11
Bars Traded 7193 4008 3185 7193 4008 3185
Profit Streak 23.1987 33.1987 0 23.1987 33.1987 0
Trades During Streak 1 2 0 1 2 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 300560 214310 -324739 -357120 -311467 -580145
Evaluation Data
{
    "trading_pair": "ZIL_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 7249,
    "evaluation_days": 2416.33,
    "actual_first_datapoint_time": 1550563200000,
    "first_datapoint_time": 1551052800000,
    "last_datapoint_time": 1759305600000,
    "evaluation_time": 1759322770741,
    "expiration_time": 1765568736000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 53,
            "offset": 0,
            "poles": 2
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 18,
            "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": [
        [
            532229.8441195759,
            491383.1344840736,
            40846.7096355025,
            64915.7772489102,
            91918.6596873064,
            -27002.8824383965
        ],
        [
            532.229844,
            491.383134,
            40.84671,
            64.915777,
            91.91866,
            -27.002882
        ],
        [
            0.220264,
            0.203359,
            0.016904,
            0.020706,
            0.026983,
            -0.013025
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -163977,
            -137080,
            -180816,
            -501468,
            -447662,
            -227012
        ],
        [
            1.360439,
            1.593696,
            1.062943,
            1.026599,
            1.063149,
            0.972586
        ],
        [
            318,
            159,
            159,
            318,
            159,
            159
        ],
        [
            127,
            54,
            73,
            127,
            54,
            73
        ],
        [
            191,
            105,
            86,
            191,
            105,
            86
        ],
        [
            39.937107,
            33.962264,
            45.91195,
            39.937107,
            33.962264,
            45.91195
        ],
        [
            2.046015,
            3.098853,
            1.252234,
            1.54394,
            2.067234,
            1.145786
        ],
        [
            198716,
            198716,
            45564,
            347521,
            347521,
            71095
        ],
        [
            -42867,
            -39270,
            -42867,
            -204023,
            -204023,
            -54431
        ],
        [
            22,
            25,
            20,
            22,
            25,
            20
        ],
        [
            35,
            41,
            30,
            35,
            41,
            30
        ],
        [
            14,
            16,
            11,
            14,
            16,
            11
        ],
        [
            7193,
            4008,
            3185,
            7193,
            4008,
            3185
        ],
        [
            23.198735,
            33.198735,
            0,
            23.198735,
            33.198735,
            0
        ],
        [
            1,
            2,
            0,
            1,
            2,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            300560,
            214310,
            -324739,
            -357120,
            -311467,
            -580145
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ZIL_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 7249,
    "evaluation_days": 2416.33,
    "actual_first_datapoint_time": 1550563200000,
    "first_datapoint_time": 1551052800000,
    "last_datapoint_time": 1759305600000,
    "evaluation_time": 1759322770741,
    "expiration_time": 1765568736000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 53,
            "offset": 0,
            "poles": 2
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 18,
            "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)