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Trade: ZIL/USDT/720/VWAP/PWMA/9290

Strategy
ZIL/USDT/720/VWAP/PWMA/9290
Pair
ZIL_USDT
Interval
12h
Score
611056
Daily Profit
0.150785
Profit Factor
3.205596
Profitability
86.842105
Streak
264.693150
Best Strategy
Training Data Length
2420.000000
Evaluation Time
2025-10-04 19:38
Expiration Time
2025-12-16 04:24

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L -565261.7666 31309.5182 -596571.2848 1958686.6088 -1774341.4214 3733028.0302
Total P&L (%) -565.2618 31.3095 -596.5713 1958.6866 -1774.3414 3733.028
Avg Daily Profit (%) -0.2336 0.0129 -0.2465 0.1251 0 0.1508
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -802314 -88242 -812950 -2044646 -2558167 -718041
Profit Factor 0.5221 1.1108 0.3374 1.2981 0.6363 3.2056
Total Trades 76 38 38 76 38 38
Winning Trades 61 28 33 61 28 33
Losing Trades 15 10 5 15 10 5
Profitability (%) 80.2632 73.6842 86.8421 80.2632 73.6842 86.8421
Ratio Avg Win / Avg Loss 0.1284 0.3967 0.0511 0.3192 0.2273 0.4857
Largest Winning Trade 39481 39481 28616 1886055 430935 1886055
Largest Losing Trade -637510 -58977 -637510 -1453706 -1453706 -718041
Avg Bars in Trades 59 69 50 59 69 50
Avg Bars in Winners 24 21 27 32 24 38
Avg Bars in Losers 201 204 196 172 195 125
Bars Traded 4545 2642 1903 4545 2642 1903
Profit Streak 161.1932 161.1932 264.6932 161.1932 161.1932 264.6932
Trades During Streak 13 6 7 13 6 7
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -628735 -274300 -574770 -75189 -576254 611056
Evaluation Data
{
    "trading_pair": "ZIL_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4840,
    "evaluation_days": 2420,
    "actual_first_datapoint_time": 1550534400000,
    "first_datapoint_time": 1559779200000,
    "last_datapoint_time": 1759579200000,
    "evaluation_time": 1759595888144,
    "expiration_time": 1765851840000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "pwma",
        "factors": {
            "length": 215,
            "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": [
        [
            -565261.7665865326,
            31309.5182453727,
            -596571.284831905,
            1958686.6088407857,
            -1774341.4214082751,
            3733028.030249062
        ],
        [
            -565.261767,
            31.309518,
            -596.571285,
            1958.686609,
            -1774.341421,
            3733.02803
        ],
        [
            -0.233579,
            0.012938,
            -0.246517,
            0.125064,
            0,
            0.150785
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -802314,
            -88242,
            -812950,
            -2044646,
            -2558167,
            -718041
        ],
        [
            0.52213,
            1.110836,
            0.337432,
            1.298063,
            0.63632,
            3.205596
        ],
        [
            76,
            38,
            38,
            76,
            38,
            38
        ],
        [
            61,
            28,
            33,
            61,
            28,
            33
        ],
        [
            15,
            10,
            5,
            15,
            10,
            5
        ],
        [
            80.263158,
            73.684211,
            86.842105,
            80.263158,
            73.684211,
            86.842105
        ],
        [
            0.128393,
            0.396727,
            0.051126,
            0.319196,
            0.227257,
            0.485696
        ],
        [
            39481,
            39481,
            28616,
            1886055,
            430935,
            1886055
        ],
        [
            -637510,
            -58977,
            -637510,
            -1453706,
            -1453706,
            -718041
        ],
        [
            59,
            69,
            50,
            59,
            69,
            50
        ],
        [
            24,
            21,
            27,
            32,
            24,
            38
        ],
        [
            201,
            204,
            196,
            172,
            195,
            125
        ],
        [
            4545,
            2642,
            1903,
            4545,
            2642,
            1903
        ],
        [
            161.19315,
            161.19315,
            264.69315,
            161.19315,
            161.19315,
            264.69315
        ],
        [
            13,
            6,
            7,
            13,
            6,
            7
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -628735,
            -274300,
            -574770,
            -75189,
            -576254,
            611056
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ZIL_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4840,
    "evaluation_days": 2420,
    "actual_first_datapoint_time": 1550534400000,
    "first_datapoint_time": 1559779200000,
    "last_datapoint_time": 1759579200000,
    "evaluation_time": 1759595888144,
    "expiration_time": 1765851840000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "pwma",
        "factors": {
            "length": 215,
            "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)