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Trade: ZIL/USDT/120/VWMA/WMA/3034

Strategy
ZIL/USDT/120/VWMA/WMA/3034
Pair
ZIL_USDT
Interval
2h
Score
308288
Daily Profit
0.175093
Profit Factor
1.621462
Profitability
47.770701
Streak
0.000000
Best Strategy
Training Data Length
2083.170000
Evaluation Time
2025-10-06 00:38
Expiration Time
2025-12-19 21:51

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 235980.8162 364748.3828 -128767.5665 -265498.8149 1530314.1232 -1795812.9381
Total P&L (%) 235.9808 364.7484 -128.7676 -265.4988 1530.3141 -1795.8129
Avg Daily Profit (%) 0.1133 0.1751 -0.0618 0 0.1341 0
Buy And Hold Return (%) 72.5397 72.5397 72.5397 72.5397 72.5397 72.5397
Max Trade Drawdown -266752 -106673 -227842 -2963313 -734186 -3085605
Profit Factor 1.1528 1.6215 0.8655 0.9695 1.5493 0.6961
Total Trades 314 157 157 314 157 157
Winning Trades 152 75 77 168 91 77
Losing Trades 162 82 80 146 66 80
Profitability (%) 48.4076 47.7707 49.0446 53.5032 57.9618 49.0446
Ratio Avg Win / Avg Loss 1.2287 1.7728 0.8992 0.8425 1.1237 0.7233
Largest Winning Trade 93782 93782 55664 548870 281929 548870
Largest Losing Trade -181939 -28381 -181939 -2045569 -271625 -2045569
Avg Bars in Trades 78 59 98 78 59 98
Avg Bars in Winners 91 63 118 70 58 85
Avg Bars in Losers 67 55 78 88 60 111
Bars Traded 24786 9314 15472 24786 9314 15472
Profit Streak 0 0 0 13.652 26.402 13.652
Trades During Streak 0 0 0 2 3 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -96069 308288 -580882 -577604 -9238 -580281
Evaluation Data
{
    "trading_pair": "ZIL_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 24998,
    "evaluation_days": 2083.17,
    "actual_first_datapoint_time": 1579644000000,
    "first_datapoint_time": 1580695200000,
    "last_datapoint_time": 1759694400000,
    "evaluation_time": 1759700335037,
    "expiration_time": 1766173881600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 136,
            "offset": 0
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 147,
            "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": [
        [
            235980.8162328596,
            364748.3827517823,
            -128767.566518923,
            -265498.8149272331,
            1530314.1232109251,
            -1795812.9381381576
        ],
        [
            235.980816,
            364.748383,
            -128.767567,
            -265.498815,
            1530.314123,
            -1795.812938
        ],
        [
            0.11328,
            0.175093,
            -0.061813,
            0,
            0.134085,
            0
        ],
        [
            72.539683,
            72.539683,
            72.539683,
            72.539683,
            72.539683,
            72.539683
        ],
        [
            -266752,
            -106673,
            -227842,
            -2963313,
            -734186,
            -3085605
        ],
        [
            1.152807,
            1.621462,
            0.865501,
            0.969469,
            1.549303,
            0.696147
        ],
        [
            314,
            157,
            157,
            314,
            157,
            157
        ],
        [
            152,
            75,
            77,
            168,
            91,
            77
        ],
        [
            162,
            82,
            80,
            146,
            66,
            80
        ],
        [
            48.407643,
            47.770701,
            49.044586,
            53.503185,
            57.961783,
            49.044586
        ],
        [
            1.22865,
            1.772799,
            0.899221,
            0.842515,
            1.123671,
            0.72327
        ],
        [
            93782,
            93782,
            55664,
            548870,
            281929,
            548870
        ],
        [
            -181939,
            -28381,
            -181939,
            -2045569,
            -271625,
            -2045569
        ],
        [
            78,
            59,
            98,
            78,
            59,
            98
        ],
        [
            91,
            63,
            118,
            70,
            58,
            85
        ],
        [
            67,
            55,
            78,
            88,
            60,
            111
        ],
        [
            24786,
            9314,
            15472,
            24786,
            9314,
            15472
        ],
        [
            0,
            0,
            0,
            13.652026,
            26.402026,
            13.652026
        ],
        [
            0,
            0,
            0,
            2,
            3,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -96069,
            308288,
            -580882,
            -577604,
            -9238,
            -580281
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ZIL_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 24998,
    "evaluation_days": 2083.17,
    "actual_first_datapoint_time": 1579644000000,
    "first_datapoint_time": 1580695200000,
    "last_datapoint_time": 1759694400000,
    "evaluation_time": 1759700335037,
    "expiration_time": 1766173881600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 136,
            "offset": 0
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 147,
            "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)