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Trade: ZIL/USDT/120/MIDPRICE/SWMA/4726

Strategy
ZIL/USDT/120/MIDPRICE/SWMA/4726
Pair
ZIL_USDT
Interval
2h
Score
416869
Daily Profit
0.255580
Profit Factor
1.352987
Profitability
54.545455
Streak
0.000000
Best Strategy
Training Data Length
2083.330000
Evaluation Time
2025-10-04 17:04
Expiration Time
2025-12-18 14:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 532456.6635 468774.6493 63682.0142 227961.2961 1209901.7368 -981940.4407
Total P&L (%) 532.4567 468.7746 63.682 227.9613 1209.9017 -981.9404
Avg Daily Profit (%) 0.2556 0.225 0.0306 0.057 0.1236 0
Buy And Hold Return (%) 75.1204 75.1204 75.1204 75.1204 75.1204 75.1204
Max Trade Drawdown -195160 -122580 -142739 -4175936 -2644164 -2395369
Profit Factor 1.353 1.6733 1.0784 1.0167 1.1984 0.8705
Total Trades 396 198 198 396 198 198
Winning Trades 216 103 113 216 103 113
Losing Trades 180 95 85 180 95 85
Profitability (%) 54.5455 52.0202 57.0707 54.5455 52.0202 57.0707
Ratio Avg Win / Avg Loss 1.1275 1.5434 0.8112 0.8472 1.1053 0.6548
Largest Winning Trade 90741 90741 60696 1597167 1597167 709475
Largest Losing Trade -80251 -34937 -80251 -1617394 -852430 -1617394
Avg Bars in Trades 61 55 68 61 55 68
Avg Bars in Winners 56 48 62 56 48 62
Avg Bars in Losers 68 62 76 68 62 76
Bars Traded 24522 10929 13593 24522 10929 13593
Profit Streak 0 0 23.42 0 0 23.42
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 416869 404683 -451836 -321057 -29224 -578834
Evaluation Data
{
    "trading_pair": "ZIL_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 2083.33,
    "actual_first_datapoint_time": 1579514400000,
    "first_datapoint_time": 1580716800000,
    "last_datapoint_time": 1759579200000,
    "evaluation_time": 1759586684909,
    "expiration_time": 1766059200000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 168,
            "offset": 0
        }
    },
    "second_band": {
        "type": "swma",
        "factors": {
            "length": 66,
            "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": [
        [
            532456.6635316131,
            468774.6492950737,
            63682.0142365395,
            227961.2961124815,
            1209901.7368092332,
            -981940.4406967537
        ],
        [
            532.456664,
            468.774649,
            63.682014,
            227.961296,
            1209.901737,
            -981.940441
        ],
        [
            0.25558,
            0.225012,
            0.030567,
            0.057027,
            0.123558,
            0
        ],
        [
            75.120385,
            75.120385,
            75.120385,
            75.120385,
            75.120385,
            75.120385
        ],
        [
            -195160,
            -122580,
            -142739,
            -4175936,
            -2644164,
            -2395369
        ],
        [
            1.352987,
            1.673347,
            1.078402,
            1.016662,
            1.198369,
            0.870493
        ],
        [
            396,
            198,
            198,
            396,
            198,
            198
        ],
        [
            216,
            103,
            113,
            216,
            103,
            113
        ],
        [
            180,
            95,
            85,
            180,
            95,
            85
        ],
        [
            54.545455,
            52.020202,
            57.070707,
            54.545455,
            52.020202,
            57.070707
        ],
        [
            1.127489,
            1.543378,
            0.811188,
            0.847218,
            1.105292,
            0.654796
        ],
        [
            90741,
            90741,
            60696,
            1597167,
            1597167,
            709475
        ],
        [
            -80251,
            -34937,
            -80251,
            -1617394,
            -852430,
            -1617394
        ],
        [
            61,
            55,
            68,
            61,
            55,
            68
        ],
        [
            56,
            48,
            62,
            56,
            48,
            62
        ],
        [
            68,
            62,
            76,
            68,
            62,
            76
        ],
        [
            24522,
            10929,
            13593,
            24522,
            10929,
            13593
        ],
        [
            0,
            0,
            23.419964,
            0,
            0,
            23.419964
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            416869,
            404683,
            -451836,
            -321057,
            -29224,
            -578834
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ZIL_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 2083.33,
    "actual_first_datapoint_time": 1579514400000,
    "first_datapoint_time": 1580716800000,
    "last_datapoint_time": 1759579200000,
    "evaluation_time": 1759586684909,
    "expiration_time": 1766059200000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 168,
            "offset": 0
        }
    },
    "second_band": {
        "type": "swma",
        "factors": {
            "length": 66,
            "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)