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Trade: ZIL/USDT/120/SINWMA/SMA/5033

Strategy
ZIL/USDT/120/SINWMA/SMA/5033
Pair
ZIL_USDT
Interval
2h
Score
417601
Daily Profit
0.277366
Profit Factor
1.434744
Profitability
45.267490
Streak
32.674749
Best Strategy
Training Data Length
2083.250000
Evaluation Time
2025-10-02 23:11
Expiration Time
2025-12-16 21:55

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 577822.7063 563173.8724 14648.8339 98224.7489 234926.2516 -136701.5027
Total P&L (%) 577.8227 563.1739 14.6488 98.2247 234.9263 -136.7015
Avg Daily Profit (%) 0.2774 0.2703 0.007 0.0329 0.058 0
Buy And Hold Return (%) 65.8394 65.8394 65.8394 65.8394 65.8394 65.8394
Max Trade Drawdown -135449 -74132 -158826 -676917 -340049 -612850
Profit Factor 1.4347 1.8622 1.0217 1.0238 1.1126 0.9327
Total Trades 243 121 122 243 121 122
Winning Trades 110 52 58 110 52 58
Losing Trades 133 69 64 133 69 64
Profitability (%) 45.2675 42.9752 47.541 45.2675 42.9752 47.541
Ratio Avg Win / Avg Loss 1.7347 2.471 1.1274 1.2379 1.4763 1.0292
Largest Winning Trade 255257 255257 56086 319724 319724 141397
Largest Losing Trade -49977 -42251 -49977 -218500 -218500 -207346
Avg Bars in Trades 101 105 98 101 105 98
Avg Bars in Winners 133 143 124 133 143 124
Avg Bars in Losers 75 76 74 75 76 74
Bars Traded 24706 12708 11998 24706 12708 11998
Profit Streak 32.6747 32.6748 40.0081 32.6748 32.6748 40.0081
Trades During Streak 3 1 2 3 1 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 417601 350975 -546094 -355164 -217142 -579310
Evaluation Data
{
    "trading_pair": "ZIL_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 24999,
    "evaluation_days": 2083.25,
    "actual_first_datapoint_time": 1579377600000,
    "first_datapoint_time": 1580868000000,
    "last_datapoint_time": 1759435200000,
    "evaluation_time": 1759435898366,
    "expiration_time": 1765914940800,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 202,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sma",
        "factors": {
            "length": 208,
            "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": [
        [
            577822.7062891443,
            563173.8723834561,
            14648.8339056879,
            98224.7488951126,
            234926.251627636,
            -136701.5027325236
        ],
        [
            577.822706,
            563.173872,
            14.648834,
            98.224749,
            234.926252,
            -136.701503
        ],
        [
            0.277366,
            0.270334,
            0.007032,
            0.03285,
            0.058039,
            0
        ],
        [
            65.839416,
            65.839416,
            65.839416,
            65.839416,
            65.839416,
            65.839416
        ],
        [
            -135449,
            -74132,
            -158826,
            -676917,
            -340049,
            -612850
        ],
        [
            1.434744,
            1.862203,
            1.021672,
            1.023849,
            1.112578,
            0.932722
        ],
        [
            243,
            121,
            122,
            243,
            121,
            122
        ],
        [
            110,
            52,
            58,
            110,
            52,
            58
        ],
        [
            133,
            69,
            64,
            133,
            69,
            64
        ],
        [
            45.26749,
            42.975207,
            47.540984,
            45.26749,
            42.975207,
            47.540984
        ],
        [
            1.734735,
            2.471,
            1.127362,
            1.237926,
            1.476306,
            1.02921
        ],
        [
            255257,
            255257,
            56086,
            319724,
            319724,
            141397
        ],
        [
            -49977,
            -42251,
            -49977,
            -218500,
            -218500,
            -207346
        ],
        [
            101,
            105,
            98,
            101,
            105,
            98
        ],
        [
            133,
            143,
            124,
            133,
            143,
            124
        ],
        [
            75,
            76,
            74,
            75,
            76,
            74
        ],
        [
            24706,
            12708,
            11998,
            24706,
            12708,
            11998
        ],
        [
            32.674749,
            32.67475,
            40.008083,
            32.67475,
            32.67475,
            40.008083
        ],
        [
            3,
            1,
            2,
            3,
            1,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            417601,
            350975,
            -546094,
            -355164,
            -217142,
            -579310
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ZIL_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 24999,
    "evaluation_days": 2083.25,
    "actual_first_datapoint_time": 1579377600000,
    "first_datapoint_time": 1580868000000,
    "last_datapoint_time": 1759435200000,
    "evaluation_time": 1759435898366,
    "expiration_time": 1765914940800,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 202,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sma",
        "factors": {
            "length": 208,
            "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)