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Trade: ZIL/USDT/720/PWMA/SINWMA/6229

Strategy
ZIL/USDT/720/PWMA/SINWMA/6229
Pair
ZIL_USDT
Interval
12h
Score
532436
Daily Profit
0.213854
Profit Factor
2.777798
Profitability
53.125000
Streak
132.856706
Best Strategy
Training Data Length
2421.000000
Evaluation Time
2025-10-05 23:33
Expiration Time
2025-12-17 05:07

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 657292.2138 517739.7158 139552.4981 656336.6445 471805.9411 184530.7034
Total P&L (%) 657.2922 517.7397 139.5525 656.3366 471.8059 184.5307
Avg Daily Profit (%) 0.2715 0.2139 0.0576 0.0836 0.072 0.0432
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -123054 -63465 -162415 -975308 -385275 -729632
Profit Factor 2.1814 2.7778 1.5264 1.2154 1.2894 1.1303
Total Trades 64 32 32 64 32 32
Winning Trades 39 17 22 39 17 22
Losing Trades 25 15 10 25 15 10
Profitability (%) 60.9375 53.125 68.75 60.9375 53.125 68.75
Ratio Avg Win / Avg Loss 1.3984 2.451 0.6938 0.7791 1.1377 0.5138
Largest Winning Trade 298968 298968 49751 390975 390975 334395
Largest Losing Trade -62296 -45607 -62296 -729632 -267460 -729632
Avg Bars in Trades 72 85 58 72 85 58
Avg Bars in Winners 66 70 64 66 70 64
Avg Bars in Losers 80 103 44 80 103 44
Bars Traded 4608 2744 1864 4608 2744 1864
Profit Streak 132.8567 132.8567 312.8567 132.8567 132.8567 312.8567
Trades During Streak 5 2 4 5 2 4
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -128977 532436 -112383 -223675 -95392 -210282
Evaluation Data
{
    "trading_pair": "ZIL_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4842,
    "evaluation_days": 2421,
    "actual_first_datapoint_time": 1550534400000,
    "first_datapoint_time": 1558353600000,
    "last_datapoint_time": 1759665600000,
    "evaluation_time": 1759696419405,
    "expiration_time": 1765940832000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 138,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 182,
            "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": [
        [
            657292.2138185133,
            517739.7157530399,
            139552.4980654736,
            656336.6444715576,
            471805.9410917332,
            184530.7033798242
        ],
        [
            657.292214,
            517.739716,
            139.552498,
            656.336644,
            471.805941,
            184.530703
        ],
        [
            0.271496,
            0.213854,
            0.057643,
            0.083609,
            0.072047,
            0.043201
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -123054,
            -63465,
            -162415,
            -975308,
            -385275,
            -729632
        ],
        [
            2.181446,
            2.777798,
            1.526374,
            1.215439,
            1.289359,
            1.130319
        ],
        [
            64,
            32,
            32,
            64,
            32,
            32
        ],
        [
            39,
            17,
            22,
            39,
            17,
            22
        ],
        [
            25,
            15,
            10,
            25,
            15,
            10
        ],
        [
            60.9375,
            53.125,
            68.75,
            60.9375,
            53.125,
            68.75
        ],
        [
            1.398363,
            2.450998,
            0.693806,
            0.779128,
            1.13767,
            0.513782
        ],
        [
            298968,
            298968,
            49751,
            390975,
            390975,
            334395
        ],
        [
            -62296,
            -45607,
            -62296,
            -729632,
            -267460,
            -729632
        ],
        [
            72,
            85,
            58,
            72,
            85,
            58
        ],
        [
            66,
            70,
            64,
            66,
            70,
            64
        ],
        [
            80,
            103,
            44,
            80,
            103,
            44
        ],
        [
            4608,
            2744,
            1864,
            4608,
            2744,
            1864
        ],
        [
            132.856706,
            132.856706,
            312.856706,
            132.856706,
            132.856706,
            312.856706
        ],
        [
            5,
            2,
            4,
            5,
            2,
            4
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -128977,
            532436,
            -112383,
            -223675,
            -95392,
            -210282
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ZIL_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4842,
    "evaluation_days": 2421,
    "actual_first_datapoint_time": 1550534400000,
    "first_datapoint_time": 1558353600000,
    "last_datapoint_time": 1759665600000,
    "evaluation_time": 1759696419405,
    "expiration_time": 1765940832000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 138,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 182,
            "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)