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Trade: ZIL/USDT/120/HWMA/VWAP/3223

Strategy
ZIL/USDT/120/HWMA/VWAP/3223
Pair
ZIL_USDT
Interval
2h
Score
337079
Daily Profit
0.309876
Profit Factor
1.427510
Profitability
35.597826
Streak
13.916551
Best Strategy
Training Data Length
2083.250000
Evaluation Time
2025-09-30 10:59
Expiration Time
2025-12-14 07:55

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 645548.8323 636816.6743 8732.158 162285.9873 857197.198 -694911.2107
Total P&L (%) 645.5488 636.8167 8.7322 162.286 857.1972 -694.9112
Avg Daily Profit (%) 0.3099 0.3057 0.0042 0.0463 0.1085 0
Buy And Hold Return (%) 101.5564 101.5564 101.5564 101.5564 101.5564 101.5564
Max Trade Drawdown -151872 -117501 -120821 -3127047 -2588874 -1212441
Profit Factor 1.4275 1.8605 1.0113 1.0097 1.1024 0.9166
Total Trades 736 368 368 736 368 368
Winning Trades 262 133 129 262 133 129
Losing Trades 474 235 239 474 235 239
Profitability (%) 35.5978 36.1413 35.0543 35.5978 36.1413 35.0543
Ratio Avg Win / Avg Loss 2.5826 3.2873 1.8737 1.8267 1.9479 1.6982
Largest Winning Trade 377354 377354 45460 1831975 1831975 1056586
Largest Losing Trade -20777 -14595 -20777 -499131 -347230 -499131
Avg Bars in Trades 33 31 34 33 31 34
Avg Bars in Winners 57 54 61 57 54 61
Avg Bars in Losers 19 18 20 19 18 20
Bars Traded 24481 11623 12858 24481 11623 12858
Profit Streak 13.9166 14.3332 0 13.9166 14.3332 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 337079 308071 -564379 -350534 -157921 -582444
Evaluation Data
{
    "trading_pair": "ZIL_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 24999,
    "evaluation_days": 2083.25,
    "actual_first_datapoint_time": 1579154400000,
    "first_datapoint_time": 1580220000000,
    "last_datapoint_time": 1759212000000,
    "evaluation_time": 1759219189989,
    "expiration_time": 1765691740800,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 148,
            "na": 0.40511,
            "nb": 0.68288,
            "nc": 0.1
        }
    },
    "second_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "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": [
        [
            645548.8323275502,
            636816.67428685,
            8732.1580407004,
            162285.9873305029,
            857197.1980064966,
            -694911.210675993
        ],
        [
            645.548832,
            636.816674,
            8.732158,
            162.285987,
            857.197198,
            -694.911211
        ],
        [
            0.309876,
            0.305684,
            0.004192,
            0.046297,
            0.108487,
            0
        ],
        [
            101.55642,
            101.55642,
            101.55642,
            101.55642,
            101.55642,
            101.55642
        ],
        [
            -151872,
            -117501,
            -120821,
            -3127047,
            -2588874,
            -1212441
        ],
        [
            1.42751,
            1.860469,
            1.011341,
            1.009715,
            1.102421,
            0.916625
        ],
        [
            736,
            368,
            368,
            736,
            368,
            368
        ],
        [
            262,
            133,
            129,
            262,
            133,
            129
        ],
        [
            474,
            235,
            239,
            474,
            235,
            239
        ],
        [
            35.597826,
            36.141304,
            35.054348,
            35.597826,
            36.141304,
            35.054348
        ],
        [
            2.582594,
            3.287295,
            1.873725,
            1.826737,
            1.947886,
            1.698244
        ],
        [
            377354,
            377354,
            45460,
            1831975,
            1831975,
            1056586
        ],
        [
            -20777,
            -14595,
            -20777,
            -499131,
            -347230,
            -499131
        ],
        [
            33,
            31,
            34,
            33,
            31,
            34
        ],
        [
            57,
            54,
            61,
            57,
            54,
            61
        ],
        [
            19,
            18,
            20,
            19,
            18,
            20
        ],
        [
            24481,
            11623,
            12858,
            24481,
            11623,
            12858
        ],
        [
            13.916551,
            14.333217,
            0,
            13.916551,
            14.333217,
            0
        ],
        [
            1,
            1,
            0,
            1,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            337079,
            308071,
            -564379,
            -350534,
            -157921,
            -582444
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ZIL_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 24999,
    "evaluation_days": 2083.25,
    "actual_first_datapoint_time": 1579154400000,
    "first_datapoint_time": 1580220000000,
    "last_datapoint_time": 1759212000000,
    "evaluation_time": 1759219189989,
    "expiration_time": 1765691740800,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 148,
            "na": 0.40511,
            "nb": 0.68288,
            "nc": 0.1
        }
    },
    "second_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "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)