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Trade: ZIL/USDT/720/WMA/DCM/2550

Strategy
ZIL/USDT/720/WMA/DCM/2550
Pair
ZIL_USDT
Interval
12h
Score
538138
Daily Profit
0.491198
Profit Factor
5.023578
Profitability
40.000000
Streak
38.441055
Best Strategy
Training Data Length
2410.000000
Evaluation Time
2025-09-26 13:35
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 1269726.2315 1183787.9221 85938.3094 266272.4373 -58749.1143 325021.5516
Total P&L (%) 1269.7262 1183.7879 85.9383 266.2724 -58.7491 325.0216
Avg Daily Profit (%) 0.5269 0.4912 0.0357 0.0539 -0.0367 0.0601
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -117080 -89810 -149744 -217033 -285314 -95212
Profit Factor 3.4603 5.0236 1.3873 1.3065 0.8945 2.0426
Total Trades 59 30 29 59 30 29
Winning Trades 25 12 13 25 12 13
Losing Trades 34 18 16 34 18 16
Profitability (%) 42.3729 40 44.8276 42.3729 40 44.8276
Ratio Avg Win / Avg Loss 4.7061 7.5354 1.7075 1.7769 1.3418 2.514
Largest Winning Trade 1131938 1131938 52851 191397 191397 133919
Largest Losing Trade -56816 -41403 -56816 -92334 -82463 -92334
Avg Bars in Trades 78 73 82 78 73 82
Avg Bars in Winners 116 96 134 116 96 134
Avg Bars in Losers 49 58 40 49 58 40
Bars Traded 4606 2209 2397 4606 2209 2397
Profit Streak 27.9411 38.4411 0 27.9411 38.4411 0
Trades During Streak 1 1 0 1 1 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -164475 538138 -145598 -301654 -582501 -110913

Evaluation Data

{
    "trading_pair": "ZIL_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4820,
    "evaluation_days": 2410,
    "actual_first_datapoint_time": 1550534400000,
    "first_datapoint_time": 1557748800000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758882907149,
    "expiration_time": 1764961920000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 168,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 53,
            "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": [
        [
            1269726.2315187391,
            1183787.9221317102,
            85938.309387029,
            266272.4373253896,
            -58749.1143063946,
            325021.5516317841
        ],
        [
            1269.726232,
            1183.787922,
            85.938309,
            266.272437,
            -58.749114,
            325.021552
        ],
        [
            0.526857,
            0.491198,
            0.035659,
            0.053882,
            -0.036736,
            0.060058
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -117080,
            -89810,
            -149744,
            -217033,
            -285314,
            -95212
        ],
        [
            3.460333,
            5.023578,
            1.387343,
            1.306515,
            0.894522,
            2.042638
        ],
        [
            59,
            30,
            29,
            59,
            30,
            29
        ],
        [
            25,
            12,
            13,
            25,
            12,
            13
        ],
        [
            34,
            18,
            16,
            34,
            18,
            16
        ],
        [
            42.372881,
            40,
            44.827586,
            42.372881,
            40,
            44.827586
        ],
        [
            4.706053,
            7.535367,
            1.707499,
            1.776861,
            1.341783,
            2.514016
        ],
        [
            1131938,
            1131938,
            52851,
            191397,
            191397,
            133919
        ],
        [
            -56816,
            -41403,
            -56816,
            -92334,
            -82463,
            -92334
        ],
        [
            78,
            73,
            82,
            78,
            73,
            82
        ],
        [
            116,
            96,
            134,
            116,
            96,
            134
        ],
        [
            49,
            58,
            40,
            49,
            58,
            40
        ],
        [
            4606,
            2209,
            2397,
            4606,
            2209,
            2397
        ],
        [
            27.941055,
            38.441055,
            0,
            27.941055,
            38.441055,
            0
        ],
        [
            1,
            1,
            0,
            1,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -164475,
            538138,
            -145598,
            -301654,
            -582501,
            -110913
        ]
    ]
}
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": 1557748800000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758882907149,
    "expiration_time": 1764961920000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 168,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 53,
            "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)