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Trade: ZIL/USDT/720/VWMA/T3/7475

Strategy
ZIL/USDT/720/VWMA/T3/7475
Pair
ZIL_USDT
Interval
12h
Score
643701
Daily Profit
0.167819
Profit Factor
3.477569
Profitability
74.285714
Streak
270.790016
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 -699378.8386 11867.2285 -711246.0671 2058074.2911 -3530450.8999 5588525.191
Total P&L (%) -699.3788 11.8672 -711.2461 2058.0743 -3530.4509 5588.5252
Avg Daily Profit (%) -0.2902 0.0049 -0.2951 0.1275 0 0.1678
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -895881 -119773 -913029 -4548672 -4487690 -875350
Profit Factor 0.4783 1.038 0.3083 1.2072 0.5402 3.4776
Total Trades 70 35 35 70 35 35
Winning Trades 54 26 28 48 22 26
Losing Trades 16 9 7 22 13 9
Profitability (%) 77.1429 74.2857 80 68.5714 62.8571 74.2857
Ratio Avg Win / Avg Loss 0.1417 0.3593 0.0771 0.5533 0.3192 1.2038
Largest Winning Trade 28540 27209 28540 3104889 692774 3104889
Largest Losing Trade -702411 -65554 -702411 -2214365 -2214365 -875350
Avg Bars in Trades 66 78 55 66 78 55
Avg Bars in Winners 30 26 34 37 26 47
Avg Bars in Losers 188 225 140 130 164 80
Bars Traded 4684 2732 1952 4684 2732 1952
Profit Streak 154.79 154.79 270.79 154.79 154.79 270.79
Trades During Streak 11 5 7 11 5 7
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -674173 -469777 -575459 -118990 -577708 643701
Evaluation Data
{
    "trading_pair": "ZIL_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4820,
    "evaluation_days": 2410,
    "actual_first_datapoint_time": 1550534400000,
    "first_datapoint_time": 1554552000000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1759042657411,
    "expiration_time": 1764961920000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 9,
            "offset": 0
        }
    },
    "second_band": {
        "type": "t3",
        "factors": {
            "length": 94,
            "offset": 0,
            "a": 0.40398
        }
    }
}
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": [
        [
            -699378.8386348924,
            11867.2284540687,
            -711246.0670889609,
            2058074.2910956847,
            -3530450.8999317954,
            5588525.191027481
        ],
        [
            -699.378839,
            11.867228,
            -711.246067,
            2058.074291,
            -3530.4509,
            5588.525191
        ],
        [
            -0.290199,
            0.004924,
            -0.295123,
            0.127542,
            0,
            0.167819
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -895881,
            -119773,
            -913029,
            -4548672,
            -4487690,
            -875350
        ],
        [
            0.478302,
            1.037994,
            0.308283,
            1.207164,
            0.54024,
            3.477569
        ],
        [
            70,
            35,
            35,
            70,
            35,
            35
        ],
        [
            54,
            26,
            28,
            48,
            22,
            26
        ],
        [
            16,
            9,
            7,
            22,
            13,
            9
        ],
        [
            77.142857,
            74.285714,
            80,
            68.571429,
            62.857143,
            74.285714
        ],
        [
            0.141719,
            0.359305,
            0.077071,
            0.553283,
            0.319232,
            1.203774
        ],
        [
            28540,
            27209,
            28540,
            3104889,
            692774,
            3104889
        ],
        [
            -702411,
            -65554,
            -702411,
            -2214365,
            -2214365,
            -875350
        ],
        [
            66,
            78,
            55,
            66,
            78,
            55
        ],
        [
            30,
            26,
            34,
            37,
            26,
            47
        ],
        [
            188,
            225,
            140,
            130,
            164,
            80
        ],
        [
            4684,
            2732,
            1952,
            4684,
            2732,
            1952
        ],
        [
            154.790016,
            154.790016,
            270.790016,
            154.790016,
            154.790016,
            270.790016
        ],
        [
            11,
            5,
            7,
            11,
            5,
            7
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -674173,
            -469777,
            -575459,
            -118990,
            -577708,
            643701
        ]
    ]
}
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": 1554552000000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1759042657411,
    "expiration_time": 1764961920000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 9,
            "offset": 0
        }
    },
    "second_band": {
        "type": "t3",
        "factors": {
            "length": 94,
            "offset": 0,
            "a": 0.40398
        }
    }
}

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)