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Trade: ZIL/USDT/720/VWMA/PSAR/2833

Strategy
ZIL/USDT/720/VWMA/PSAR/2833
Pair
ZIL_USDT
Interval
12h
Score
540999
Daily Profit
0.450008
Profit Factor
2.161428
Profitability
52.739726
Streak
0.000000
Best Strategy
Training Data Length
2426.500000
Evaluation Time
2025-10-11 06:50
Expiration Time
2025-12-22 21:04

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1091945.4503 1024187.3971 67758.0533 98121.5158 -44638.3773 142759.8931
Total P&L (%) 1091.9455 1024.1874 67.7581 98.1215 -44.6384 142.7599
Avg Daily Profit (%) 0.45 0.4221 0.0279 0.0282 -0.0244 0.0366
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -196742 -95514 -156272 -362332 -238963 -180424
Profit Factor 2.1614 3.1227 1.148 1.0575 0.9536 1.1914
Total Trades 146 73 73 146 73 73
Winning Trades 77 35 42 77 35 42
Losing Trades 69 38 31 69 38 31
Profitability (%) 52.7397 47.9452 57.5342 52.7397 47.9452 57.5342
Ratio Avg Win / Avg Loss 1.9369 3.3903 0.8474 0.9476 1.0353 0.8794
Largest Winning Trade 891040 891040 64520 198874 198874 108073
Largest Losing Trade -72695 -40329 -72695 -116772 -116772 -98576
Avg Bars in Trades 31 23 40 31 23 40
Avg Bars in Winners 39 27 48 39 27 48
Avg Bars in Losers 23 19 28 23 19 28
Bars Traded 4642 1708 2934 4642 1708 2934
Profit Streak 0 0 27.1599 0 0 27.1599
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 540999 -56576 -285227 -313449 -651590 -225850
Evaluation Data
{
    "trading_pair": "ZIL_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4853,
    "evaluation_days": 2426.5,
    "actual_first_datapoint_time": 1550534400000,
    "first_datapoint_time": 1558310400000,
    "last_datapoint_time": 1760140800000,
    "evaluation_time": 1760154611793,
    "expiration_time": 1766430288000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 181,
            "offset": 0
        }
    },
    "second_band": {
        "type": "psar",
        "factors": {
            "length": 0,
            "offset": 0,
            "af": 0,
            "af0": 0,
            "max_af": 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": [
        [
            1091945.4503370132,
            1024187.3970728253,
            67758.0532641876,
            98121.5158181785,
            -44638.3772975535,
            142759.893115732
        ],
        [
            1091.94545,
            1024.187397,
            67.758053,
            98.121516,
            -44.638377,
            142.759893
        ],
        [
            0.450008,
            0.422084,
            0.027924,
            0.028181,
            -0.024365,
            0.036557
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -196742,
            -95514,
            -156272,
            -362332,
            -238963,
            -180424
        ],
        [
            2.161428,
            3.122671,
            1.148048,
            1.057486,
            0.953556,
            1.191427
        ],
        [
            146,
            73,
            73,
            146,
            73,
            73
        ],
        [
            77,
            35,
            42,
            77,
            35,
            42
        ],
        [
            69,
            38,
            31,
            69,
            38,
            31
        ],
        [
            52.739726,
            47.945205,
            57.534247,
            52.739726,
            47.945205,
            57.534247
        ],
        [
            1.936864,
            3.390328,
            0.847369,
            0.947617,
            1.035289,
            0.879387
        ],
        [
            891040,
            891040,
            64520,
            198874,
            198874,
            108073
        ],
        [
            -72695,
            -40329,
            -72695,
            -116772,
            -116772,
            -98576
        ],
        [
            31,
            23,
            40,
            31,
            23,
            40
        ],
        [
            39,
            27,
            48,
            39,
            27,
            48
        ],
        [
            23,
            19,
            28,
            23,
            19,
            28
        ],
        [
            4642,
            1708,
            2934,
            4642,
            1708,
            2934
        ],
        [
            0,
            0,
            27.159859,
            0,
            0,
            27.159859
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            540999,
            -56576,
            -285227,
            -313449,
            -651590,
            -225850
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ZIL_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4853,
    "evaluation_days": 2426.5,
    "actual_first_datapoint_time": 1550534400000,
    "first_datapoint_time": 1558310400000,
    "last_datapoint_time": 1760140800000,
    "evaluation_time": 1760154611793,
    "expiration_time": 1766430288000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 181,
            "offset": 0
        }
    },
    "second_band": {
        "type": "psar",
        "factors": {
            "length": 0,
            "offset": 0,
            "af": 0,
            "af0": 0,
            "max_af": 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)