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Trade: ZIL/USDT/360/MIDPRICE/WMA/5719

Strategy
ZIL/USDT/360/MIDPRICE/WMA/5719
Pair
ZIL_USDT
Interval
6h
Score
537461
Daily Profit
0.159676
Profit Factor
2.680640
Profitability
62.162162
Streak
32.249747
Best Strategy
Training Data Length
2424.500000
Evaluation Time
2025-10-10 02:59
Expiration Time
2025-12-21 13:38

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L -1342296.5462 -113551.9932 -1228744.553 424986.3896 -4260932.5588 4685918.9483
Total P&L (%) -1342.2965 -113.552 -1228.7446 424.9864 -4260.9326 4685.9189
Avg Daily Profit (%) -0.5536 -0.0468 -0.5068 0.0684 0 0.1597
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -1440796 -149707 -1360122 -4875473 -4557627 -1485501
Profit Factor 0.2971 0.701 0.1967 1.0451 0.3581 2.6806
Total Trades 74 37 37 74 37 37
Winning Trades 46 21 25 42 19 23
Losing Trades 28 16 12 32 18 14
Profitability (%) 62.1622 56.7568 67.5676 56.7568 51.3514 62.1622
Ratio Avg Win / Avg Loss 0.1808 0.5341 0.0944 0.7963 0.3393 1.6317
Largest Winning Trade 41604 35247 41604 3713739 888098 3713739
Largest Losing Trade -1067858 -61165 -1067858 -1783428 -1783428 -1469341
Avg Bars in Trades 126 139 113 126 139 113
Avg Bars in Winners 66 62 69 84 57 106
Avg Bars in Losers 225 240 205 182 225 126
Bars Traded 9370 5153 4217 9370 5153 4217
Profit Streak 32.2497 35.4997 32.2497 32.2497 35.4997 32.2497
Trades During Streak 2 1 1 2 1 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -646704 -579353 -577954 -340811 -580054 537461
Evaluation Data
{
    "trading_pair": "ZIL_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 9698,
    "evaluation_days": 2424.5,
    "actual_first_datapoint_time": 1550556000000,
    "first_datapoint_time": 1555934400000,
    "last_datapoint_time": 1760032800000,
    "evaluation_time": 1760054378178,
    "expiration_time": 1766317104000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 55,
            "offset": 0
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 250,
            "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": [
        [
            -1342296.54621418,
            -113551.9932361718,
            -1228744.552978008,
            424986.3895721928,
            -4260932.558768777,
            4685918.948340971
        ],
        [
            -1342.296546,
            -113.551993,
            -1228.744553,
            424.98639,
            -4260.932559,
            4685.918948
        ],
        [
            -0.553639,
            -0.046835,
            -0.506803,
            0.068417,
            0,
            0.159676
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -1440796,
            -149707,
            -1360122,
            -4875473,
            -4557627,
            -1485501
        ],
        [
            0.29705,
            0.701047,
            0.196735,
            1.045084,
            0.35814,
            2.68064
        ],
        [
            74,
            37,
            37,
            74,
            37,
            37
        ],
        [
            46,
            21,
            25,
            42,
            19,
            23
        ],
        [
            28,
            16,
            12,
            32,
            18,
            14
        ],
        [
            62.162162,
            56.756757,
            67.567568,
            56.756757,
            51.351351,
            62.162162
        ],
        [
            0.180813,
            0.534131,
            0.094433,
            0.796254,
            0.339291,
            1.631694
        ],
        [
            41604,
            35247,
            41604,
            3713739,
            888098,
            3713739
        ],
        [
            -1067858,
            -61165,
            -1067858,
            -1783428,
            -1783428,
            -1469341
        ],
        [
            126,
            139,
            113,
            126,
            139,
            113
        ],
        [
            66,
            62,
            69,
            84,
            57,
            106
        ],
        [
            225,
            240,
            205,
            182,
            225,
            126
        ],
        [
            9370,
            5153,
            4217,
            9370,
            5153,
            4217
        ],
        [
            32.249747,
            35.499747,
            32.249747,
            32.249747,
            35.499747,
            32.249747
        ],
        [
            2,
            1,
            1,
            2,
            1,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -646704,
            -579353,
            -577954,
            -340811,
            -580054,
            537461
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ZIL_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 9698,
    "evaluation_days": 2424.5,
    "actual_first_datapoint_time": 1550556000000,
    "first_datapoint_time": 1555934400000,
    "last_datapoint_time": 1760032800000,
    "evaluation_time": 1760054378178,
    "expiration_time": 1766317104000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 55,
            "offset": 0
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 250,
            "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)