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Trade: ZIL/USDT/720/LINREG/FWMA/6995

Strategy
ZIL/USDT/720/LINREG/FWMA/6995
Pair
ZIL_USDT
Interval
12h
Score
304690
Daily Profit
0.264043
Profit Factor
1.367794
Profitability
39.686684
Streak
0.000000
Best Strategy
Training Data Length
2424.500000
Evaluation Time
2025-10-09 13:32
Expiration Time
2025-12-20 19:38

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 640171.5665 565192.9318 74978.6348 182351.8343 196960.3161 -14608.4819
Total P&L (%) 640.1716 565.1929 74.9786 182.3518 196.9603 -14.6085
Avg Daily Profit (%) 0.264 0.2331 0.0309 0.0428 0.0449 -0.0065
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -128890 -97484 -238720 -694500 -385468 -509049
Profit Factor 1.3678 1.663 1.0844 1.0428 1.0947 0.9933
Total Trades 383 192 191 383 192 191
Winning Trades 152 71 81 152 71 81
Losing Trades 231 121 110 231 121 110
Profitability (%) 39.6867 36.9792 42.4084 39.6867 36.9792 42.4084
Ratio Avg Win / Avg Loss 2.0787 2.8342 1.4727 1.5848 1.8656 1.3489
Largest Winning Trade 317651 317651 51410 198855 198855 112865
Largest Losing Trade -32235 -23975 -32235 -185016 -136036 -185016
Avg Bars in Trades 12 12 11 12 12 11
Avg Bars in Winners 18 19 16 18 19 16
Avg Bars in Losers 8 8 7 8 8 7
Bars Traded 4648 2430 2218 4648 2430 2218
Profit Streak 0 0 34.4394 0 0 34.4394
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 304690 256844 -280921 -309796 -252501 -580799
Evaluation Data
{
    "trading_pair": "ZIL_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4849,
    "evaluation_days": 2424.5,
    "actual_first_datapoint_time": 1550534400000,
    "first_datapoint_time": 1558742400000,
    "last_datapoint_time": 1759968000000,
    "evaluation_time": 1760005960682,
    "expiration_time": 1766252304000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "linreg",
        "factors": {
            "length": 31,
            "offset": 0
        }
    },
    "second_band": {
        "type": "fwma",
        "factors": {
            "length": 191,
            "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": [
        [
            640171.5665482664,
            565192.9317839985,
            74978.6347642684,
            182351.8342508506,
            196960.316147839,
            -14608.4818969881
        ],
        [
            640.171567,
            565.192932,
            74.978635,
            182.351834,
            196.960316,
            -14.608482
        ],
        [
            0.264043,
            0.233117,
            0.030925,
            0.042821,
            0.044903,
            -0.006513
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -128890,
            -97484,
            -238720,
            -694500,
            -385468,
            -509049
        ],
        [
            1.367794,
            1.663018,
            1.084424,
            1.042784,
            1.094715,
            0.993307
        ],
        [
            383,
            192,
            191,
            383,
            192,
            191
        ],
        [
            152,
            71,
            81,
            152,
            71,
            81
        ],
        [
            231,
            121,
            110,
            231,
            121,
            110
        ],
        [
            39.686684,
            36.979167,
            42.408377,
            39.686684,
            36.979167,
            42.408377
        ],
        [
            2.078686,
            2.834158,
            1.472675,
            1.584757,
            1.865641,
            1.348936
        ],
        [
            317651,
            317651,
            51410,
            198855,
            198855,
            112865
        ],
        [
            -32235,
            -23975,
            -32235,
            -185016,
            -136036,
            -185016
        ],
        [
            12,
            12,
            11,
            12,
            12,
            11
        ],
        [
            18,
            19,
            16,
            18,
            19,
            16
        ],
        [
            8,
            8,
            7,
            8,
            8,
            7
        ],
        [
            4648,
            2430,
            2218,
            4648,
            2430,
            2218
        ],
        [
            0,
            0,
            34.43936,
            0,
            0,
            34.43936
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            304690,
            256844,
            -280921,
            -309796,
            -252501,
            -580799
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ZIL_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4849,
    "evaluation_days": 2424.5,
    "actual_first_datapoint_time": 1550534400000,
    "first_datapoint_time": 1558742400000,
    "last_datapoint_time": 1759968000000,
    "evaluation_time": 1760005960682,
    "expiration_time": 1766252304000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "linreg",
        "factors": {
            "length": 31,
            "offset": 0
        }
    },
    "second_band": {
        "type": "fwma",
        "factors": {
            "length": 191,
            "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)