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Trade: ZIL/USDT/120/MIDPRICE/HMA/3887

Strategy
ZIL/USDT/120/MIDPRICE/HMA/3887
Pair
ZIL_USDT
Interval
2h
Score
318778
Daily Profit
0.250530
Profit Factor
1.266836
Profitability
41.509434
Streak
7.640207
Best Strategy
Training Data Length
2083.080000
Evaluation Time
2025-09-30 06:21
Expiration Time
2025-12-14 03:47

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 521874.7873 486182.3272 35692.4601 407636.9981 995101.4258 -587464.4277
Total P&L (%) 521.8748 486.1823 35.6925 407.637 995.1014 -587.4644
Avg Daily Profit (%) 0.2505 0.2334 0.0171 0.078 0.115 0
Buy And Hold Return (%) 103.5088 103.5088 103.5088 103.5088 103.5088 103.5088
Max Trade Drawdown -119899 -72366 -203491 -892909 -661109 -1401728
Profit Factor 1.2668 1.5196 1.035 1.0367 1.1885 0.8994
Total Trades 636 318 318 636 318 318
Winning Trades 264 135 129 264 135 129
Losing Trades 372 183 189 372 183 189
Profitability (%) 41.5094 42.4528 40.566 41.5094 42.4528 40.566
Ratio Avg Win / Avg Loss 1.7851 2.0599 1.5164 1.4608 1.6111 1.3178
Largest Winning Trade 129066 129066 43574 603192 603192 203889
Largest Losing Trade -38625 -24805 -38625 -364326 -224005 -364326
Avg Bars in Trades 39 39 38 39 39 38
Avg Bars in Winners 53 55 52 53 55 52
Avg Bars in Losers 28 28 29 28 28 29
Bars Traded 24865 12586 12278 24865 12586 12278
Profit Streak 7.6402 0 11.9735 7.6402 0 11.9735
Trades During Streak 1 0 2 1 0 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 318778 252473 -518140 -270557 -52957 -580586
Evaluation Data
{
    "trading_pair": "ZIL_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 24997,
    "evaluation_days": 2083.08,
    "actual_first_datapoint_time": 1579154400000,
    "first_datapoint_time": 1579586400000,
    "last_datapoint_time": 1759197600000,
    "evaluation_time": 1759202513914,
    "expiration_time": 1765676822400,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 61,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hma",
        "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": [
        [
            521874.7872878017,
            486182.3272367974,
            35692.4600510037,
            407636.9981462444,
            995101.4258330599,
            -587464.427686814
        ],
        [
            521.874787,
            486.182327,
            35.69246,
            407.636998,
            995.101426,
            -587.464428
        ],
        [
            0.25053,
            0.233396,
            0.017134,
            0.078021,
            0.114965,
            0
        ],
        [
            103.508772,
            103.508772,
            103.508772,
            103.508772,
            103.508772,
            103.508772
        ],
        [
            -119899,
            -72366,
            -203491,
            -892909,
            -661109,
            -1401728
        ],
        [
            1.266836,
            1.519589,
            1.03499,
            1.036661,
            1.188536,
            0.899422
        ],
        [
            636,
            318,
            318,
            636,
            318,
            318
        ],
        [
            264,
            135,
            129,
            264,
            135,
            129
        ],
        [
            372,
            183,
            189,
            372,
            183,
            189
        ],
        [
            41.509434,
            42.45283,
            40.566038,
            41.509434,
            42.45283,
            40.566038
        ],
        [
            1.785088,
            2.059887,
            1.51638,
            1.46075,
            1.611126,
            1.317758
        ],
        [
            129066,
            129066,
            43574,
            603192,
            603192,
            203889
        ],
        [
            -38625,
            -24805,
            -38625,
            -364326,
            -224005,
            -364326
        ],
        [
            39,
            39,
            38,
            39,
            39,
            38
        ],
        [
            53,
            55,
            52,
            53,
            55,
            52
        ],
        [
            28,
            28,
            29,
            28,
            28,
            29
        ],
        [
            24865,
            12586,
            12278,
            24865,
            12586,
            12278
        ],
        [
            7.640207,
            0,
            11.97354,
            7.640207,
            0,
            11.973541
        ],
        [
            1,
            0,
            2,
            1,
            0,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            318778,
            252473,
            -518140,
            -270557,
            -52957,
            -580586
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ZIL_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 24997,
    "evaluation_days": 2083.08,
    "actual_first_datapoint_time": 1579154400000,
    "first_datapoint_time": 1579586400000,
    "last_datapoint_time": 1759197600000,
    "evaluation_time": 1759202513914,
    "expiration_time": 1765676822400,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 61,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hma",
        "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)