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Trade: ZIL/USDT/720/SSF/HMA/6661

Strategy
ZIL/USDT/720/SSF/HMA/6661
Pair
ZIL_USDT
Interval
12h
Score
387805
Daily Profit
0.359297
Profit Factor
2.013205
Profitability
42.753623
Streak
0.000000
Best Strategy
Training Data Length
2410.000000
Evaluation Time
2025-09-26 21:01
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 865906.7155 733232.5299 132674.1855 1231113.473 -106874.8243 1337988.2973
Total P&L (%) 865.9067 733.2325 132.6742 1231.1135 -106.8748 1337.9883
Avg Daily Profit (%) 0.3593 0.3042 0.0551 0.1075 0 0.1107
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -128137 -95158 -121210 -1853298 -1731118 -783141
Profit Factor 2.0132 2.6004 1.3346 1.1236 0.9812 1.3125
Total Trades 138 69 69 138 69 69
Winning Trades 59 28 31 59 28 31
Losing Trades 79 41 38 79 41 38
Profitability (%) 42.7536 40.5797 44.9275 42.7536 40.5797 44.9275
Ratio Avg Win / Avg Loss 2.6956 3.8077 1.636 1.5044 1.4367 1.6088
Largest Winning Trade 299409 299409 61157 1163086 1163086 914706
Largest Losing Trade -42320 -33778 -42320 -682846 -485098 -682846
Avg Bars in Trades 34 31 37 34 31 37
Avg Bars in Winners 53 50 56 53 50 56
Avg Bars in Losers 20 19 20 20 19 20
Bars Traded 4761 2205 2556 4761 2205 2556
Profit Streak 0 0 0 0 0 0
Trades During Streak 0 0 0 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 387805 -91733 -221927 -135045 -684732 -147479

Evaluation Data

{
    "trading_pair": "ZIL_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4820,
    "evaluation_days": 2410,
    "actual_first_datapoint_time": 1550534400000,
    "first_datapoint_time": 1552305600000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758909686207,
    "expiration_time": 1764961920000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 65,
            "offset": 0,
            "poles": 3
        }
    },
    "second_band": {
        "type": "hma",
        "factors": {
            "length": 37,
            "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": [
        [
            865906.7154793516,
            733232.5299421372,
            132674.1855372144,
            1231113.473010521,
            -106874.8242640452,
            1337988.2972745658
        ],
        [
            865.906715,
            733.23253,
            132.674186,
            1231.113473,
            -106.874824,
            1337.988297
        ],
        [
            0.359297,
            0.304246,
            0.055052,
            0.107469,
            0,
            0.110677
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -128137,
            -95158,
            -121210,
            -1853298,
            -1731118,
            -783141
        ],
        [
            2.013205,
            2.600407,
            1.334641,
            1.123564,
            0.981188,
            1.312455
        ],
        [
            138,
            69,
            69,
            138,
            69,
            69
        ],
        [
            59,
            28,
            31,
            59,
            28,
            31
        ],
        [
            79,
            41,
            38,
            79,
            41,
            38
        ],
        [
            42.753623,
            40.57971,
            44.927536,
            42.753623,
            40.57971,
            44.927536
        ],
        [
            2.695647,
            3.807739,
            1.636011,
            1.504433,
            1.436739,
            1.608815
        ],
        [
            299409,
            299409,
            61157,
            1163086,
            1163086,
            914706
        ],
        [
            -42320,
            -33778,
            -42320,
            -682846,
            -485098,
            -682846
        ],
        [
            34,
            31,
            37,
            34,
            31,
            37
        ],
        [
            53,
            50,
            56,
            53,
            50,
            56
        ],
        [
            20,
            19,
            20,
            20,
            19,
            20
        ],
        [
            4761,
            2205,
            2556,
            4761,
            2205,
            2556
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            387805,
            -91733,
            -221927,
            -135045,
            -684732,
            -147479
        ]
    ]
}
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": 1552305600000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758909686207,
    "expiration_time": 1764961920000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 65,
            "offset": 0,
            "poles": 3
        }
    },
    "second_band": {
        "type": "hma",
        "factors": {
            "length": 37,
            "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)