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Trade: ZIL/USDT/720/MIDPRICE/SSF/6543

Strategy
ZIL/USDT/720/MIDPRICE/SSF/6543
Pair
ZIL_USDT
Interval
12h
Score
628297
Daily Profit
0.206671
Profit Factor
4.324609
Profitability
62.068966
Streak
22.087743
Best Strategy
Training Data Length
2419.000000
Evaluation Time
2025-10-03 17:06
Expiration Time
2025-12-15 03:40

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L -1325234.1486 -62061.1432 -1263173.0053 377477.219 -14278178.7936 14655656.0126
Total P&L (%) -1325.2341 -62.0611 -1263.173 377.4772 -14278.1788 14655.656
Avg Daily Profit (%) -0.5478 -0.0257 -0.5222 0.0646 0 0.2067
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -1549674 -214357 -1404245 -15174562 -14448241 -1304408
Profit Factor 0.3001 0.8257 0.1783 1.0188 0.0918 4.3246
Total Trades 58 29 29 58 29 29
Winning Trades 32 14 18 30 12 18
Losing Trades 26 15 11 28 17 11
Profitability (%) 55.1724 48.2759 62.069 51.7241 41.3793 62.069
Ratio Avg Win / Avg Loss 0.2438 0.8847 0.109 0.9508 0.1301 2.6428
Largest Winning Trade 61413 61413 44604 16979541 467967 16979541
Largest Losing Trade -1147290 -61602 -1147290 -8779606 -8779606 -959741
Avg Bars in Trades 80 80 80 80 80 80
Avg Bars in Winners 54 45 61 64 40 80
Avg Bars in Losers 112 113 110 97 108 80
Bars Traded 4663 2340 2323 4663 2340 2323
Profit Streak 22.0877 33.0877 22.0877 22.0877 33.0877 22.0877
Trades During Streak 2 1 1 2 1 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -758562 -580962 -578719 -486405 -583644 628297
Evaluation Data
{
    "trading_pair": "ZIL_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4838,
    "evaluation_days": 2419,
    "actual_first_datapoint_time": 1550534400000,
    "first_datapoint_time": 1552953600000,
    "last_datapoint_time": 1759492800000,
    "evaluation_time": 1759500381033,
    "expiration_time": 1765762848000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 57,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 243,
            "offset": 0,
            "poles": 2
        }
    }
}
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": [
        [
            -1325234.148551692,
            -62061.1432168311,
            -1263173.0053348606,
            377477.2190349444,
            -14278178.79360018,
            14655656.012635125
        ],
        [
            -1325.234149,
            -62.061143,
            -1263.173005,
            377.477219,
            -14278.178794,
            14655.656013
        ],
        [
            -0.547844,
            -0.025656,
            -0.522188,
            0.064649,
            0,
            0.206671
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -1549674,
            -214357,
            -1404245,
            -15174562,
            -14448241,
            -1304408
        ],
        [
            0.300077,
            0.825722,
            0.178314,
            1.018752,
            0.091811,
            4.324609
        ],
        [
            58,
            29,
            29,
            58,
            29,
            29
        ],
        [
            32,
            14,
            18,
            30,
            12,
            18
        ],
        [
            26,
            15,
            11,
            28,
            17,
            11
        ],
        [
            55.172414,
            48.275862,
            62.068966,
            51.724138,
            41.37931,
            62.068966
        ],
        [
            0.243813,
            0.884703,
            0.10897,
            0.950835,
            0.130065,
            2.642817
        ],
        [
            61413,
            61413,
            44604,
            16979541,
            467967,
            16979541
        ],
        [
            -1147290,
            -61602,
            -1147290,
            -8779606,
            -8779606,
            -959741
        ],
        [
            80,
            80,
            80,
            80,
            80,
            80
        ],
        [
            54,
            45,
            61,
            64,
            40,
            80
        ],
        [
            112,
            113,
            110,
            97,
            108,
            80
        ],
        [
            4663,
            2340,
            2323,
            4663,
            2340,
            2323
        ],
        [
            22.087743,
            33.087743,
            22.087743,
            22.087743,
            33.087743,
            22.087743
        ],
        [
            2,
            1,
            1,
            2,
            1,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -758562,
            -580962,
            -578719,
            -486405,
            -583644,
            628297
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ZIL_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4838,
    "evaluation_days": 2419,
    "actual_first_datapoint_time": 1550534400000,
    "first_datapoint_time": 1552953600000,
    "last_datapoint_time": 1759492800000,
    "evaluation_time": 1759500381033,
    "expiration_time": 1765762848000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 57,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 243,
            "offset": 0,
            "poles": 2
        }
    }
}

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)