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Trade: ZIL/USDT/720/HILO/SSF/9777

Strategy
ZIL/USDT/720/HILO/SSF/9777
Pair
ZIL_USDT
Interval
12h
Score
514024
Daily Profit
0.182306
Profit Factor
2.520125
Profitability
62.500000
Streak
0.000000
Best Strategy
Training Data Length
2410.000000
Evaluation Time
2025-09-26 13:35
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 -720930.629 90463.8955 -811394.5246 4337154.901 -3623418.3344 7960573.2353
Total P&L (%) -720.9306 90.4639 -811.3945 4337.1549 -3623.4183 7960.5732
Avg Daily Profit (%) -0.2991 0.0375 -0.3367 0.1575 0 0.1823
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -940257 -63725 -1026427 -4846498 -4429992 -2545018
Profit Factor 0.4972 1.3344 0.3025 1.2424 0.7136 2.5201
Total Trades 65 33 32 65 33 32
Winning Trades 41 20 21 37 17 20
Losing Trades 24 13 11 28 16 12
Profitability (%) 63.0769 60.6061 65.625 56.9231 51.5152 62.5
Ratio Avg Win / Avg Loss 0.291 0.8674 0.1584 0.9402 0.6717 1.5121
Largest Winning Trade 72831 72831 47438 3088531 1692101 3088531
Largest Losing Trade -884382 -60997 -884382 -2922919 -2922919 -2019329
Avg Bars in Trades 71 85 56 71 85 56
Avg Bars in Winners 47 55 40 56 57 54
Avg Bars in Losers 111 131 88 91 114 60
Bars Traded 4641 2822 1819 4641 2822 1819
Profit Streak 8.9411 31.9411 0 8.9411 31.9411 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 -714414 -141781 -578784 -128694 -579608 514024

Evaluation Data

{
    "trading_pair": "ZIL_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4820,
    "evaluation_days": 2410,
    "actual_first_datapoint_time": 1550534400000,
    "first_datapoint_time": 1551441600000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758882911451,
    "expiration_time": 1764961920000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 221,
            "offset": 0,
            "poles": 3
        }
    }
}
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": [
        [
            -720930.629048614,
            90463.8955390532,
            -811394.5245876673,
            4337154.900959513,
            -3623418.334371771,
            7960573.235331285
        ],
        [
            -720.930629,
            90.463896,
            -811.394525,
            4337.154901,
            -3623.418334,
            7960.573235
        ],
        [
            -0.299141,
            0.037537,
            -0.336678,
            0.157493,
            0,
            0.182306
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -940257,
            -63725,
            -1026427,
            -4846498,
            -4429992,
            -2545018
        ],
        [
            0.497158,
            1.334437,
            0.302455,
            1.242427,
            0.713649,
            2.520125
        ],
        [
            65,
            33,
            32,
            65,
            33,
            32
        ],
        [
            41,
            20,
            21,
            37,
            17,
            20
        ],
        [
            24,
            13,
            11,
            28,
            16,
            12
        ],
        [
            63.076923,
            60.606061,
            65.625,
            56.923077,
            51.515152,
            62.5
        ],
        [
            0.291019,
            0.867384,
            0.158429,
            0.940215,
            0.671669,
            1.512075
        ],
        [
            72831,
            72831,
            47438,
            3088531,
            1692101,
            3088531
        ],
        [
            -884382,
            -60997,
            -884382,
            -2922919,
            -2922919,
            -2019329
        ],
        [
            71,
            85,
            56,
            71,
            85,
            56
        ],
        [
            47,
            55,
            40,
            56,
            57,
            54
        ],
        [
            111,
            131,
            88,
            91,
            114,
            60
        ],
        [
            4641,
            2822,
            1819,
            4641,
            2822,
            1819
        ],
        [
            8.941105,
            31.941105,
            0,
            8.941105,
            31.941105,
            0
        ],
        [
            1,
            2,
            0,
            1,
            2,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -714414,
            -141781,
            -578784,
            -128694,
            -579608,
            514024
        ]
    ]
}
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": 1551441600000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758882911451,
    "expiration_time": 1764961920000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 221,
            "offset": 0,
            "poles": 3
        }
    }
}

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)