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Trade: ZIL/USDT/720/HILO/VWMA/7412

Strategy
ZIL/USDT/720/HILO/VWMA/7412
Pair
ZIL_USDT
Interval
12h
Score
367507
Daily Profit
0.145476
Profit Factor
3.480616
Profitability
65.000000
Streak
0.000000
Best Strategy
Training Data Length
2410.000000
Evaluation Time
2025-09-27 03:02
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 -646360.2929 67179.8532 -713540.1461 1473805.4268 -1749080.9538 3222886.3806
Total P&L (%) -646.3603 67.1799 -713.5401 1473.8054 -1749.081 3222.8864
Avg Daily Profit (%) -0.2682 0.0279 -0.2961 0.1144 0 0.1455
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -846295 -71625 -888867 -1550973 -2220920 -358421
Profit Factor 0.5174 1.1946 0.2823 1.2121 0.6904 3.4806
Total Trades 81 41 40 81 41 40
Winning Trades 55 27 28 49 23 26
Losing Trades 26 14 12 32 18 14
Profitability (%) 67.9012 65.8537 70 60.4938 56.0976 65
Ratio Avg Win / Avg Loss 0.2446 0.6194 0.121 0.7916 0.5403 1.8742
Largest Winning Trade 44091 44091 35546 1574089 548238 1574089
Largest Losing Trade -716731 -71625 -716731 -1505134 -1505134 -285178
Avg Bars in Trades 57 75 39 57 75 39
Avg Bars in Winners 37 48 26 44 50 38
Avg Bars in Losers 101 128 70 78 107 41
Bars Traded 4678 3089 1589 4678 3089 1589
Profit Streak 9.5021 153.0021 0 9.5021 153.0021 0
Trades During Streak 1 5 0 1 5 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -593791 -160474 -578157 -55915 -578539 367507
Evaluation Data
{
    "trading_pair": "ZIL_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4820,
    "evaluation_days": 2410,
    "actual_first_datapoint_time": 1550534400000,
    "first_datapoint_time": 1555761600000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758931379086,
    "expiration_time": 1764961920000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 122,
            "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": [
        [
            -646360.2929040564,
            67179.8532369681,
            -713540.1461410247,
            1473805.4267512672,
            -1749080.9538476125,
            3222886.3805988794
        ],
        [
            -646.360293,
            67.179853,
            -713.540146,
            1473.805427,
            -1749.080954,
            3222.886381
        ],
        [
            -0.268199,
            0.027875,
            -0.296075,
            0.114426,
            0,
            0.145476
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -846295,
            -71625,
            -888867,
            -1550973,
            -2220920,
            -358421
        ],
        [
            0.51743,
            1.194585,
            0.282273,
            1.212073,
            0.690444,
            3.480616
        ],
        [
            81,
            41,
            40,
            81,
            41,
            40
        ],
        [
            55,
            27,
            28,
            49,
            23,
            26
        ],
        [
            26,
            14,
            12,
            32,
            18,
            14
        ],
        [
            67.901235,
            65.853659,
            70,
            60.493827,
            56.097561,
            65
        ],
        [
            0.244603,
            0.619415,
            0.120974,
            0.791558,
            0.540347,
            1.874178
        ],
        [
            44091,
            44091,
            35546,
            1574089,
            548238,
            1574089
        ],
        [
            -716731,
            -71625,
            -716731,
            -1505134,
            -1505134,
            -285178
        ],
        [
            57,
            75,
            39,
            57,
            75,
            39
        ],
        [
            37,
            48,
            26,
            44,
            50,
            38
        ],
        [
            101,
            128,
            70,
            78,
            107,
            41
        ],
        [
            4678,
            3089,
            1589,
            4678,
            3089,
            1589
        ],
        [
            9.502073,
            153.002073,
            0,
            9.502073,
            153.002073,
            0
        ],
        [
            1,
            5,
            0,
            1,
            5,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -593791,
            -160474,
            -578157,
            -55915,
            -578539,
            367507
        ]
    ]
}
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": 1555761600000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758931379086,
    "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": "vwma",
        "factors": {
            "length": 122,
            "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)