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Trade: ZIL/USDT/720/BBL/VWAP/8231

Strategy
ZIL/USDT/720/BBL/VWAP/8231
Pair
ZIL_USDT
Interval
12h
Score
310466
Daily Profit
0.268614
Profit Factor
1.493475
Profitability
35.789474
Streak
68.400221
Best Strategy
Training Data Length
2423.500000
Evaluation Time
2025-10-08 12:36
Expiration Time
2025-12-19 18:55

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 650985.4228 672477.4125 -21491.9898 -55283.9821 197301.9284 -252585.9106
Total P&L (%) 650.9854 672.4774 -21.492 -55.284 197.3019 -252.5859
Avg Daily Profit (%) 0.2686 0.2775 -0.0089 -0.0332 0.045 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -213779 -157517 -96573 -1011687 -788599 -276980
Profit Factor 1.4935 1.6697 0.9318 0.9745 1.1195 0.5146
Total Trades 285 142 143 285 142 143
Winning Trades 102 44 58 102 44 58
Losing Trades 183 98 85 183 98 85
Profitability (%) 35.7895 30.9859 40.5594 35.7895 30.9859 40.5594
Ratio Avg Win / Avg Loss 2.6795 3.7188 1.3655 1.7484 2.4934 0.7542
Largest Winning Trade 402614 402614 26692 296414 296414 36849
Largest Losing Trade -38876 -38876 -23366 -307722 -307722 -74565
Avg Bars in Trades 16 31 2 16 31 2
Avg Bars in Winners 28 62 2 28 62 2
Avg Bars in Losers 10 17 1 10 17 1
Bars Traded 4791 4480 311 4791 4480 311
Profit Streak 68.4002 68.4002 69.4002 68.4002 68.4002 69.4002
Trades During Streak 3 1 2 3 1 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 310466 174554 -581711 -580377 -227838 -583378
Evaluation Data
{
    "trading_pair": "ZIL_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4847,
    "evaluation_days": 2423.5,
    "actual_first_datapoint_time": 1550534400000,
    "first_datapoint_time": 1551139200000,
    "last_datapoint_time": 1759881600000,
    "evaluation_time": 1759916179142,
    "expiration_time": 1766163312000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "bbl",
        "factors": {
            "length": 15,
            "offset": 0,
            "std": 1.6956
        }
    },
    "second_band": {
        "type": "vwap",
        "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": [
        [
            650985.4227677246,
            672477.4125297084,
            -21491.9897619842,
            -55283.9821451779,
            197301.928409314,
            -252585.9105544913
        ],
        [
            650.985423,
            672.477413,
            -21.49199,
            -55.283982,
            197.301928,
            -252.585911
        ],
        [
            0.268614,
            0.277482,
            -0.008868,
            -0.033204,
            0.044969,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -213779,
            -157517,
            -96573,
            -1011687,
            -788599,
            -276980
        ],
        [
            1.493475,
            1.669655,
            0.931765,
            0.974542,
            1.11949,
            0.514629
        ],
        [
            285,
            142,
            143,
            285,
            142,
            143
        ],
        [
            102,
            44,
            58,
            102,
            44,
            58
        ],
        [
            183,
            98,
            85,
            183,
            98,
            85
        ],
        [
            35.789474,
            30.985915,
            40.559441,
            35.789474,
            30.985915,
            40.559441
        ],
        [
            2.67947,
            3.718777,
            1.365518,
            1.748444,
            2.493409,
            0.754198
        ],
        [
            402614,
            402614,
            26692,
            296414,
            296414,
            36849
        ],
        [
            -38876,
            -38876,
            -23366,
            -307722,
            -307722,
            -74565
        ],
        [
            16,
            31,
            2,
            16,
            31,
            2
        ],
        [
            28,
            62,
            2,
            28,
            62,
            2
        ],
        [
            10,
            17,
            1,
            10,
            17,
            1
        ],
        [
            4791,
            4480,
            311,
            4791,
            4480,
            311
        ],
        [
            68.400221,
            68.400221,
            69.400221,
            68.400222,
            68.400222,
            69.400222
        ],
        [
            3,
            1,
            2,
            3,
            1,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            310466,
            174554,
            -581711,
            -580377,
            -227838,
            -583378
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ZIL_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4847,
    "evaluation_days": 2423.5,
    "actual_first_datapoint_time": 1550534400000,
    "first_datapoint_time": 1551139200000,
    "last_datapoint_time": 1759881600000,
    "evaluation_time": 1759916179142,
    "expiration_time": 1766163312000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "bbl",
        "factors": {
            "length": 15,
            "offset": 0,
            "std": 1.6956
        }
    },
    "second_band": {
        "type": "vwap",
        "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)