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Trade: ZIL/USDT/720/SSF/JMA/7617

Strategy
ZIL/USDT/720/SSF/JMA/7617
Pair
ZIL_USDT
Interval
12h
Score
449253
Daily Profit
0.200646
Profit Factor
2.060425
Profitability
53.846154
Streak
0.000000
Best Strategy
Training Data Length
2410.000000
Evaluation Time
2025-09-27 03:03
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 955678.3438 727110.0924 228568.2514 9896920.8647 -2533200.6644 12430121.529
Total P&L (%) 955.6783 727.1101 228.5683 9896.9209 -2533.2007 12430.1215
Avg Daily Profit (%) 0.3965 0.3017 0.0948 0.1913 0 0.2006
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -76090 -63640 -57540 -11128289 -10324035 -4580577
Profit Factor 2.9414 3.705 2.0229 1.2845 0.8901 2.0604
Total Trades 78 39 39 78 39 39
Winning Trades 36 15 21 36 15 21
Losing Trades 42 24 18 42 24 18
Profitability (%) 46.1538 38.4615 53.8462 46.1538 38.4615 53.8462
Ratio Avg Win / Avg Loss 3.4316 5.928 1.7339 1.4986 1.4242 1.7661
Largest Winning Trade 268425 268425 64113 5141955 5141955 4935888
Largest Losing Trade -26792 -23296 -26792 -2869435 -2869435 -1990362
Avg Bars in Trades 60 51 69 60 51 69
Avg Bars in Winners 98 93 101 98 93 101
Avg Bars in Losers 28 25 31 28 25 31
Bars Traded 4712 2010 2702 4712 2010 2702
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 -24938 406286 -61986 -32320 -583577 449253
Evaluation Data
{
    "trading_pair": "ZIL_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4820,
    "evaluation_days": 2410,
    "actual_first_datapoint_time": 1550534400000,
    "first_datapoint_time": 1551139200000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758931380251,
    "expiration_time": 1764961920000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 126,
            "offset": 0,
            "poles": 3
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 15,
            "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": [
        [
            955678.3437756598,
            727110.0924006555,
            228568.2513750042,
            9896920.86467576,
            -2533200.664370965,
            12430121.529046716
        ],
        [
            955.678344,
            727.110092,
            228.568251,
            9896.920865,
            -2533.200664,
            12430.121529
        ],
        [
            0.396547,
            0.301705,
            0.094842,
            0.191256,
            0,
            0.200646
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -76090,
            -63640,
            -57540,
            -11128289,
            -10324035,
            -4580577
        ],
        [
            2.941405,
            3.705012,
            2.022859,
            1.284548,
            0.890145,
            2.060425
        ],
        [
            78,
            39,
            39,
            78,
            39,
            39
        ],
        [
            36,
            15,
            21,
            36,
            15,
            21
        ],
        [
            42,
            24,
            18,
            42,
            24,
            18
        ],
        [
            46.153846,
            38.461538,
            53.846154,
            46.153846,
            38.461538,
            53.846154
        ],
        [
            3.431639,
            5.92802,
            1.733879,
            1.498639,
            1.424231,
            1.766079
        ],
        [
            268425,
            268425,
            64113,
            5141955,
            5141955,
            4935888
        ],
        [
            -26792,
            -23296,
            -26792,
            -2869435,
            -2869435,
            -1990362
        ],
        [
            60,
            51,
            69,
            60,
            51,
            69
        ],
        [
            98,
            93,
            101,
            98,
            93,
            101
        ],
        [
            28,
            25,
            31,
            28,
            25,
            31
        ],
        [
            4712,
            2010,
            2702,
            4712,
            2010,
            2702
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -24938,
            406286,
            -61986,
            -32320,
            -583577,
            449253
        ]
    ]
}
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": 1551139200000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758931380251,
    "expiration_time": 1764961920000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 126,
            "offset": 0,
            "poles": 3
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 15,
            "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)