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Trade: ZIL/USDT/720/FWMA/VWAP/1330

Strategy
ZIL/USDT/720/FWMA/VWAP/1330
Pair
ZIL_USDT
Interval
12h
Score
316065
Daily Profit
0.171687
Profit Factor
1.348119
Profitability
39.920949
Streak
24.289958
Best Strategy
Training Data Length
2410.000000
Evaluation Time
2025-09-28 09:57
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 380891.4287 413765.7185 -32874.2898 -50965.1514 1014372.47 -1065337.6214
Total P&L (%) 380.8914 413.7657 -32.8743 -50.9652 1014.3725 -1065.3376
Avg Daily Profit (%) 0.158 0.1717 -0.0136 -0.0296 0.1001 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -176856 -135177 -241610 -958695 -408411 -1296683
Profit Factor 1.1482 1.3481 0.9762 0.9934 1.3029 0.7571
Total Trades 1012 506 506 1012 506 506
Winning Trades 404 202 202 404 202 202
Losing Trades 608 304 304 608 304 304
Profitability (%) 39.9209 39.9209 39.9209 39.9209 39.9209 39.9209
Ratio Avg Win / Avg Loss 1.728 2.0289 1.4692 1.495 1.9608 1.1394
Largest Winning Trade 264141 264141 46167 361415 361415 141261
Largest Losing Trade -32194 -22952 -32194 -173187 -173187 -153747
Avg Bars in Trades 4 4 4 4 4 4
Avg Bars in Winners 7 6 7 7 6 7
Avg Bars in Losers 2 3 2 2 3 2
Bars Traded 4666 2251 2415 4666 2251 2415
Profit Streak 22.79 24.29 22.79 22.79 24.29 22.79
Trades During Streak 5 3 2 5 3 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -45574 316065 -579625 -575527 -57817 -579625
Evaluation Data
{
    "trading_pair": "ZIL_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4820,
    "evaluation_days": 2410,
    "actual_first_datapoint_time": 1550534400000,
    "first_datapoint_time": 1556798400000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1759042652434,
    "expiration_time": 1764961920000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "fwma",
        "factors": {
            "length": 146,
            "offset": 0
        }
    },
    "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": [
        [
            380891.428653541,
            413765.7184569993,
            -32874.2898034577,
            -50965.1513951552,
            1014372.4700165107,
            -1065337.6214116672
        ],
        [
            380.891429,
            413.765718,
            -32.87429,
            -50.965151,
            1014.37247,
            -1065.337621
        ],
        [
            0.158046,
            0.171687,
            -0.013641,
            -0.029566,
            0.100086,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -176856,
            -135177,
            -241610,
            -958695,
            -408411,
            -1296683
        ],
        [
            1.148178,
            1.348119,
            0.976211,
            0.993411,
            1.302891,
            0.757084
        ],
        [
            1012,
            506,
            506,
            1012,
            506,
            506
        ],
        [
            404,
            202,
            202,
            404,
            202,
            202
        ],
        [
            608,
            304,
            304,
            608,
            304,
            304
        ],
        [
            39.920949,
            39.920949,
            39.920949,
            39.920949,
            39.920949,
            39.920949
        ],
        [
            1.727951,
            2.028852,
            1.46915,
            1.495034,
            1.960786,
            1.139374
        ],
        [
            264141,
            264141,
            46167,
            361415,
            361415,
            141261
        ],
        [
            -32194,
            -22952,
            -32194,
            -173187,
            -173187,
            -153747
        ],
        [
            4,
            4,
            4,
            4,
            4,
            4
        ],
        [
            7,
            6,
            7,
            7,
            6,
            7
        ],
        [
            2,
            3,
            2,
            2,
            3,
            2
        ],
        [
            4666,
            2251,
            2415,
            4666,
            2251,
            2415
        ],
        [
            22.789958,
            24.289958,
            22.789958,
            22.789959,
            24.289959,
            22.789959
        ],
        [
            5,
            3,
            2,
            5,
            3,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -45574,
            316065,
            -579625,
            -575527,
            -57817,
            -579625
        ]
    ]
}
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": 1556798400000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1759042652434,
    "expiration_time": 1764961920000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "fwma",
        "factors": {
            "length": 146,
            "offset": 0
        }
    },
    "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)