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Trade: ZIL/USDT/720/WMA/PSAR/8677

Strategy
ZIL/USDT/720/WMA/PSAR/8677
Pair
ZIL_USDT
Interval
12h
Score
451725
Daily Profit
0.266706
Profit Factor
1.738111
Profitability
52.238806
Streak
0.000000
Best Strategy
Training Data Length
2419.000000
Evaluation Time
2025-10-04 01:43
Expiration Time
2025-12-15 03:40

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 645160.6538 641728.4367 3432.217 -30031.9848 153123.736 -183155.7209
Total P&L (%) 645.1607 641.7284 3.4322 -30.032 153.1237 -183.1557
Avg Daily Profit (%) 0.2667 0.2653 0.0014 -0.0148 0.0384 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -222079 -185902 -125414 -875470 -651328 -294909
Profit Factor 1.7381 2.5247 1.0076 0.9842 1.1544 0.7972
Total Trades 134 67 67 134 67 67
Winning Trades 70 32 38 70 32 38
Losing Trades 64 35 29 64 35 29
Profitability (%) 52.2388 47.7612 56.7164 52.2388 47.7612 56.7164
Ratio Avg Win / Avg Loss 1.5891 2.7614 0.7689 0.8998 1.2626 0.6084
Largest Winning Trade 513051 513051 65259 438350 438350 166607
Largest Losing Trade -53456 -37581 -53456 -289619 -289619 -243491
Avg Bars in Trades 34 27 40 34 27 40
Avg Bars in Winners 40 33 46 40 33 46
Avg Bars in Losers 26 22 32 26 22 32
Bars Traded 4569 1872 2697 4569 1872 2697
Profit Streak 0 0 19.9466 0 0 19.9466
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 451725 -104142 -685808 -580132 -309846 -696031
Evaluation Data
{
    "trading_pair": "ZIL_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4838,
    "evaluation_days": 2419,
    "actual_first_datapoint_time": 1550534400000,
    "first_datapoint_time": 1559952000000,
    "last_datapoint_time": 1759492800000,
    "evaluation_time": 1759531383591,
    "expiration_time": 1765762848000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 219,
            "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": [
        [
            645160.6537589447,
            641728.436733076,
            3432.2170258687,
            -30031.9848287482,
            153123.7360345711,
            -183155.7208633192
        ],
        [
            645.160654,
            641.728437,
            3.432217,
            -30.031985,
            153.123736,
            -183.155721
        ],
        [
            0.266706,
            0.265287,
            0.001419,
            -0.014763,
            0.0384,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -222079,
            -185902,
            -125414,
            -875470,
            -651328,
            -294909
        ],
        [
            1.738111,
            2.524722,
            1.007574,
            0.984151,
            1.154398,
            0.797196
        ],
        [
            134,
            67,
            67,
            134,
            67,
            67
        ],
        [
            70,
            32,
            38,
            70,
            32,
            38
        ],
        [
            64,
            35,
            29,
            64,
            35,
            29
        ],
        [
            52.238806,
            47.761194,
            56.716418,
            52.238806,
            47.761194,
            56.716418
        ],
        [
            1.589131,
            2.761415,
            0.768938,
            0.899795,
            1.262622,
            0.608386
        ],
        [
            513051,
            513051,
            65259,
            438350,
            438350,
            166607
        ],
        [
            -53456,
            -37581,
            -53456,
            -289619,
            -289619,
            -243491
        ],
        [
            34,
            27,
            40,
            34,
            27,
            40
        ],
        [
            40,
            33,
            46,
            40,
            33,
            46
        ],
        [
            26,
            22,
            32,
            26,
            22,
            32
        ],
        [
            4569,
            1872,
            2697,
            4569,
            1872,
            2697
        ],
        [
            0,
            0,
            19.946569,
            0,
            0,
            19.946569
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            451725,
            -104142,
            -685808,
            -580132,
            -309846,
            -696031
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ZIL_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4838,
    "evaluation_days": 2419,
    "actual_first_datapoint_time": 1550534400000,
    "first_datapoint_time": 1559952000000,
    "last_datapoint_time": 1759492800000,
    "evaluation_time": 1759531383591,
    "expiration_time": 1765762848000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 219,
            "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)