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Trade: ZIL/USDT/720/DCM/HWMA/1339

Strategy
ZIL/USDT/720/DCM/HWMA/1339
Pair
ZIL_USDT
Interval
12h
Score
359198
Daily Profit
0.399449
Profit Factor
2.616145
Profitability
37.037037
Streak
0.000000
Best Strategy
Training Data Length
2410.000000
Evaluation Time
2025-09-27 03:03
Expiration Time
2025-12-05 21:12

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 962671.809 749958.4791 212713.3299 9115952.2347 1485849.3665 7630102.8681
Total P&L (%) 962.6718 749.9585 212.7133 9115.9522 1485.8494 7630.1029
Avg Daily Profit (%) 0.3994 0.3112 0.0883 0.1879 0.1147 0.1806
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -122704 -88292 -89624 -10710013 -7967804 -3492537
Profit Factor 2.6161 3.4381 1.7384 1.3079 1.0855 1.6238
Total Trades 108 54 54 108 54 54
Winning Trades 40 17 23 40 17 23
Losing Trades 68 37 31 68 37 31
Profitability (%) 37.037 31.4815 42.5926 37.037 31.4815 42.5926
Ratio Avg Win / Avg Loss 4.4474 7.4829 2.3431 2.2235 2.3626 2.1886
Largest Winning Trade 311434 311434 68220 5250259 4036565 5250259
Largest Losing Trade -38424 -38424 -23043 -2801967 -2801967 -1493760
Avg Bars in Trades 43 34 52 43 34 52
Avg Bars in Winners 82 66 93 82 66 93
Avg Bars in Losers 20 20 21 20 20 21
Bars Traded 4710 1882 2828 4710 1882 2828
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 359198 -171971 -254762 159244 -352280 -171990
Evaluation Data
{
    "trading_pair": "ZIL_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4820,
    "evaluation_days": 2410,
    "actual_first_datapoint_time": 1550534400000,
    "first_datapoint_time": 1553558400000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758931386992,
    "expiration_time": 1764961920000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 71,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.2,
            "nb": 0.1,
            "nc": 0.1
        }
    }
}
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": [
        [
            962671.8089807637,
            749958.4791005674,
            212713.3298801961,
            9115952.23467893,
            1485849.3665402052,
            7630102.868138727
        ],
        [
            962.671809,
            749.958479,
            212.71333,
            9115.952235,
            1485.849367,
            7630.102868
        ],
        [
            0.399449,
            0.311186,
            0.088263,
            0.187874,
            0.114742,
            0.180566
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -122704,
            -88292,
            -89624,
            -10710013,
            -7967804,
            -3492537
        ],
        [
            2.616145,
            3.438072,
            1.738444,
            1.307912,
            1.085519,
            1.623822
        ],
        [
            108,
            54,
            54,
            108,
            54,
            54
        ],
        [
            40,
            17,
            23,
            40,
            17,
            23
        ],
        [
            68,
            37,
            31,
            68,
            37,
            31
        ],
        [
            37.037037,
            31.481481,
            42.592593,
            37.037037,
            31.481481,
            42.592593
        ],
        [
            4.447447,
            7.482862,
            2.34312,
            2.22345,
            2.3626,
            2.188629
        ],
        [
            311434,
            311434,
            68220,
            5250259,
            4036565,
            5250259
        ],
        [
            -38424,
            -38424,
            -23043,
            -2801967,
            -2801967,
            -1493760
        ],
        [
            43,
            34,
            52,
            43,
            34,
            52
        ],
        [
            82,
            66,
            93,
            82,
            66,
            93
        ],
        [
            20,
            20,
            21,
            20,
            20,
            21
        ],
        [
            4710,
            1882,
            2828,
            4710,
            1882,
            2828
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            359198,
            -171971,
            -254762,
            159244,
            -352280,
            -171990
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ZIL_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4820,
    "evaluation_days": 2410,
    "actual_first_datapoint_time": 1550534400000,
    "first_datapoint_time": 1553558400000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758931386992,
    "expiration_time": 1764961920000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 71,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.2,
            "nb": 0.1,
            "nc": 0.1
        }
    }
}

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)