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Trade: ZIL/USDT/480/DCM/WMA/1318

Strategy
ZIL/USDT/480/DCM/WMA/1318
Pair
ZIL_USDT
Interval
8h
Score
538961
Daily Profit
0.152282
Profit Factor
2.827198
Profitability
57.575758
Streak
40.708587
Best Strategy
Training Data Length
2417.330000
Evaluation Time
2025-10-02 20:00
Expiration Time
2025-12-13 22:28

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L -993308.7702 -100651.197 -892657.5731 105508.998 -3752653.603 3858162.6011
Total P&L (%) -993.3088 -100.6512 -892.6576 105.509 -3752.6536 3858.1626
Avg Daily Profit (%) -0.4109 -0.0416 -0.3693 0.0298 0 0.1523
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -1115929 -205391 -994100 -5270424 -4343862 -929196
Profit Factor 0.3651 0.7356 0.246 1.0145 0.2746 2.8272
Total Trades 65 32 33 65 32 33
Winning Trades 40 19 21 34 15 19
Losing Trades 25 13 12 31 17 14
Profitability (%) 61.5385 59.375 63.6364 52.3077 46.875 57.5758
Ratio Avg Win / Avg Loss 0.2282 0.5033 0.1406 0.925 0.3112 2.0832
Largest Winning Trade 33800 33800 27958 4125066 835105 4125066
Largest Losing Trade -748868 -64810 -748868 -2715866 -2715866 -783361
Avg Bars in Trades 106 121 93 106 121 93
Avg Bars in Winners 53 49 56 66 51 78
Avg Bars in Losers 192 226 156 150 182 112
Bars Traded 6946 3875 3071 6946 3875 3071
Profit Streak 34.3753 34.3753 40.7086 34.3753 34.3753 40.7086
Trades During Streak 3 1 2 3 1 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -713837 -579053 -578047 -493586 -581483 538961
Evaluation Data
{
    "trading_pair": "ZIL_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 7252,
    "evaluation_days": 2417.33,
    "actual_first_datapoint_time": 1550563200000,
    "first_datapoint_time": 1556438400000,
    "last_datapoint_time": 1759392000000,
    "evaluation_time": 1759424421905,
    "expiration_time": 1765657728000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 27,
            "offset": 0
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 205,
            "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": [
        [
            -993308.7701813164,
            -100651.1970476991,
            -892657.573133617,
            105508.9980455356,
            -3752653.603005337,
            3858162.6010508733
        ],
        [
            -993.30877,
            -100.651197,
            -892.657573,
            105.508998,
            -3752.653603,
            3858.162601
        ],
        [
            -0.410912,
            -0.041637,
            -0.369274,
            0.029803,
            0,
            0.152282
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -1115929,
            -205391,
            -994100,
            -5270424,
            -4343862,
            -929196
        ],
        [
            0.365126,
            0.735603,
            0.245998,
            1.014484,
            0.274599,
            2.827198
        ],
        [
            65,
            32,
            33,
            65,
            32,
            33
        ],
        [
            40,
            19,
            21,
            34,
            15,
            19
        ],
        [
            25,
            13,
            12,
            31,
            17,
            14
        ],
        [
            61.538462,
            59.375,
            63.636364,
            52.307692,
            46.875,
            57.575758
        ],
        [
            0.228203,
            0.503307,
            0.140571,
            0.92497,
            0.311212,
            2.083199
        ],
        [
            33800,
            33800,
            27958,
            4125066,
            835105,
            4125066
        ],
        [
            -748868,
            -64810,
            -748868,
            -2715866,
            -2715866,
            -783361
        ],
        [
            106,
            121,
            93,
            106,
            121,
            93
        ],
        [
            53,
            49,
            56,
            66,
            51,
            78
        ],
        [
            192,
            226,
            156,
            150,
            182,
            112
        ],
        [
            6946,
            3875,
            3071,
            6946,
            3875,
            3071
        ],
        [
            34.375253,
            34.375253,
            40.708587,
            34.375253,
            34.375254,
            40.708587
        ],
        [
            3,
            1,
            2,
            3,
            1,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -713837,
            -579053,
            -578047,
            -493586,
            -581483,
            538961
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ZIL_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 7252,
    "evaluation_days": 2417.33,
    "actual_first_datapoint_time": 1550563200000,
    "first_datapoint_time": 1556438400000,
    "last_datapoint_time": 1759392000000,
    "evaluation_time": 1759424421905,
    "expiration_time": 1765657728000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 27,
            "offset": 0
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 205,
            "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)