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Trade: ZIL/USDT/720/VWMA/PWMA/6046

Strategy
ZIL/USDT/720/VWMA/PWMA/6046
Pair
ZIL_USDT
Interval
12h
Score
496447
Daily Profit
0.166958
Profit Factor
3.180725
Profitability
53.125000
Streak
0.000000
Best Strategy
Training Data Length
2410.000000
Evaluation Time
2025-09-28 09:57
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 342776.7541 402369.2219 -59592.4678 -142867.359 -83101.1232 -59766.2358
Total P&L (%) 342.7768 402.3692 -59.5925 -142.8674 -83.1011 -59.7662
Avg Daily Profit (%) 0.1422 0.167 -0.0247 0 -0.0737 -0.0378
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -213979 -50185 -262780 -265294 -93176 -186691
Profit Factor 1.5519 3.1807 0.8635 0.6752 0.4925 0.7836
Total Trades 64 32 32 64 32 32
Winning Trades 37 17 20 27 14 13
Losing Trades 27 15 12 37 18 19
Profitability (%) 57.8125 53.125 62.5 42.1875 43.75 40.625
Ratio Avg Win / Avg Loss 1.1325 2.8065 0.5181 0.9253 0.6332 1.1453
Largest Winning Trade 297639 297639 70115 79015 13048 79015
Largest Losing Trade -139183 -35627 -139183 -107967 -43857 -107967
Avg Bars in Trades 71 48 95 71 48 95
Avg Bars in Winners 82 58 102 59 33 86
Avg Bars in Losers 57 36 83 81 59 101
Bars Traded 4604 1551 3053 4604 1551 3053
Profit Streak 0 0 0 25.29 32.29 25.29
Trades During Streak 0 0 0 2 1 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -144028 496447 -579190 -726570 -582700 -582246
Evaluation Data
{
    "trading_pair": "ZIL_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4820,
    "evaluation_days": 2410,
    "actual_first_datapoint_time": 1550534400000,
    "first_datapoint_time": 1558569600000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1759042655095,
    "expiration_time": 1764961920000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 187,
            "offset": 0
        }
    },
    "second_band": {
        "type": "pwma",
        "factors": {
            "length": 48,
            "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": [
        [
            342776.7541165094,
            402369.2218773604,
            -59592.467760851,
            -142867.359000674,
            -83101.1231574157,
            -59766.2358432582
        ],
        [
            342.776754,
            402.369222,
            -59.592468,
            -142.867359,
            -83.101123,
            -59.766236
        ],
        [
            0.142231,
            0.166958,
            -0.024727,
            0,
            -0.073746,
            -0.037771
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -213979,
            -50185,
            -262780,
            -265294,
            -93176,
            -186691
        ],
        [
            1.551918,
            3.180725,
            0.863493,
            0.675246,
            0.492463,
            0.783605
        ],
        [
            64,
            32,
            32,
            64,
            32,
            32
        ],
        [
            37,
            17,
            20,
            27,
            14,
            13
        ],
        [
            27,
            15,
            12,
            37,
            18,
            19
        ],
        [
            57.8125,
            53.125,
            62.5,
            42.1875,
            43.75,
            40.625
        ],
        [
            1.132481,
            2.806522,
            0.518096,
            0.925337,
            0.633167,
            1.145269
        ],
        [
            297639,
            297639,
            70115,
            79015,
            13048,
            79015
        ],
        [
            -139183,
            -35627,
            -139183,
            -107967,
            -43857,
            -107967
        ],
        [
            71,
            48,
            95,
            71,
            48,
            95
        ],
        [
            82,
            58,
            102,
            59,
            33,
            86
        ],
        [
            57,
            36,
            83,
            81,
            59,
            101
        ],
        [
            4604,
            1551,
            3053,
            4604,
            1551,
            3053
        ],
        [
            0,
            0,
            0,
            25.289989,
            32.28999,
            25.289989
        ],
        [
            0,
            0,
            0,
            2,
            1,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -144028,
            496447,
            -579190,
            -726570,
            -582700,
            -582246
        ]
    ]
}
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": 1558569600000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1759042655095,
    "expiration_time": 1764961920000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 187,
            "offset": 0
        }
    },
    "second_band": {
        "type": "pwma",
        "factors": {
            "length": 48,
            "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)