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Trade: ZIL/USDT/360/VWMA/KCB/6160

Strategy
ZIL/USDT/360/VWMA/KCB/6160
Pair
ZIL_USDT
Interval
6h
Score
315351
Daily Profit
0.172099
Profit Factor
1.351842
Profitability
66.666667
Streak
0.000000
Best Strategy
Training Data Length
2422.250000
Evaluation Time
2025-10-07 20:51
Expiration Time
2025-12-19 06:01

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L -223822.3669 149038.6686 -372861.0354 2566994.6353 -3772764.7983 6339759.4336
Total P&L (%) -223.8224 149.0387 -372.861 2566.9946 -3772.7648 6339.7594
Avg Daily Profit (%) -0.0924 0.0615 -0.1539 0.1356 0 0.1721
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -670893 -66708 -663970 -10503688 -6895387 -8830413
Profit Factor 0.8023 1.556 0.5684 1.0763 0.7585 1.3518
Total Trades 91 46 45 91 46 45
Winning Trades 49 22 27 53 23 30
Losing Trades 42 24 18 38 23 15
Profitability (%) 53.8462 47.8261 60 58.2418 50 66.6667
Ratio Avg Win / Avg Loss 0.6877 1.6974 0.3789 0.7717 0.7585 0.6759
Largest Winning Trade 57064 57064 56699 6529711 3143226 6529711
Largest Losing Trade -380111 -36748 -380111 -8755933 -3277999 -8755933
Avg Bars in Trades 102 76 127 102 76 127
Avg Bars in Winners 110 74 139 112 74 142
Avg Bars in Losers 92 78 109 86 79 98
Bars Traded 9282 3534 5747 9282 3534 5747
Profit Streak 0 0 0 0 0 0
Trades During Streak 0 0 0 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -580036 -108780 -579415 -148469 -580704 315351
Evaluation Data
{
    "trading_pair": "ZIL_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 9689,
    "evaluation_days": 2422.25,
    "actual_first_datapoint_time": 1550556000000,
    "first_datapoint_time": 1553364000000,
    "last_datapoint_time": 1759838400000,
    "evaluation_time": 1759859491683,
    "expiration_time": 1766116872000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 125,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcb",
        "factors": {
            "length": 131,
            "offset": 0,
            "scalar": 2
        }
    }
}
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": [
        [
            -223822.3668739627,
            149038.6685607251,
            -372861.0354346878,
            2566994.635285221,
            -3772764.798285231,
            6339759.433570449
        ],
        [
            -223.822367,
            149.038669,
            -372.861035,
            2566.994635,
            -3772.764798,
            6339.759434
        ],
        [
            -0.092403,
            0.061529,
            -0.153932,
            0.135649,
            0,
            0.172099
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -670893,
            -66708,
            -663970,
            -10503688,
            -6895387,
            -8830413
        ],
        [
            0.802274,
            1.555963,
            0.568403,
            1.076307,
            0.758491,
            1.351842
        ],
        [
            91,
            46,
            45,
            91,
            46,
            45
        ],
        [
            49,
            22,
            27,
            53,
            23,
            30
        ],
        [
            42,
            24,
            18,
            38,
            23,
            15
        ],
        [
            53.846154,
            47.826087,
            60,
            58.241758,
            50,
            66.666667
        ],
        [
            0.687664,
            1.697415,
            0.378936,
            0.771692,
            0.758491,
            0.675921
        ],
        [
            57064,
            57064,
            56699,
            6529711,
            3143226,
            6529711
        ],
        [
            -380111,
            -36748,
            -380111,
            -8755933,
            -3277999,
            -8755933
        ],
        [
            102,
            76,
            127,
            102,
            76,
            127
        ],
        [
            110,
            74,
            139,
            112,
            74,
            142
        ],
        [
            92,
            78,
            109,
            86,
            79,
            98
        ],
        [
            9282,
            3534,
            5747,
            9282,
            3534,
            5747
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -580036,
            -108780,
            -579415,
            -148469,
            -580704,
            315351
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ZIL_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 9689,
    "evaluation_days": 2422.25,
    "actual_first_datapoint_time": 1550556000000,
    "first_datapoint_time": 1553364000000,
    "last_datapoint_time": 1759838400000,
    "evaluation_time": 1759859491683,
    "expiration_time": 1766116872000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 125,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcb",
        "factors": {
            "length": 131,
            "offset": 0,
            "scalar": 2
        }
    }
}

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)