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Trade: ZIL/USDT/480/SSF/VWAP/9707

Strategy
ZIL/USDT/480/SSF/VWAP/9707
Pair
ZIL_USDT
Interval
8h
Score
306986
Daily Profit
0.371920
Profit Factor
1.510494
Profitability
32.432432
Streak
0.000000
Best Strategy
Training Data Length
2410.000000
Evaluation Time
2025-09-25 11:42
Expiration Time
2025-12-06 09:12

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 896326.357 707650.8861 188675.4709 4326315.9209 980605.7518 3345710.1691
Total P&L (%) 896.3264 707.6509 188.6755 4326.3159 980.6058 3345.7102
Avg Daily Profit (%) 0.3719 0.2936 0.0783 0.1574 0.0988 0.147
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -98975 -101290 -179408 -4975941 -4604704 -1965984
Profit Factor 1.5105 1.8228 1.2106 1.1185 1.0499 1.1985
Total Trades 592 296 296 592 296 296
Winning Trades 192 93 99 192 93 99
Losing Trades 400 203 197 400 203 197
Profitability (%) 32.4324 31.4189 33.4459 32.4324 31.4189 33.4459
Ratio Avg Win / Avg Loss 3.1469 3.9788 2.409 2.3303 2.2918 2.3848
Largest Winning Trade 316153 316153 48032 2636800 2636800 2488045
Largest Losing Trade -21321 -20786 -21321 -878853 -878853 -571783
Avg Bars in Trades 12 12 12 12 12 12
Avg Bars in Winners 23 23 23 23 23 23
Avg Bars in Losers 6 6 6 6 6 6
Bars Traded 7202 3573 3629 7202 3573 3629
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 306986 228263 -92939 -84801 -231084 -2688

Evaluation Data

{
    "trading_pair": "ZIL_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 7230,
    "evaluation_days": 2410,
    "actual_first_datapoint_time": 1550563200000,
    "first_datapoint_time": 1550563200000,
    "last_datapoint_time": 1758758400000,
    "evaluation_time": 1758789760778,
    "expiration_time": 1765005120000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 38,
            "offset": 0,
            "poles": 2
        }
    },
    "second_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "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": [
        [
            896326.356953084,
            707650.8860889446,
            188675.4708641394,
            4326315.9209052,
            980605.7517739304,
            3345710.169131265
        ],
        [
            896.326357,
            707.650886,
            188.675471,
            4326.315921,
            980.605752,
            3345.710169
        ],
        [
            0.37192,
            0.293631,
            0.078289,
            0.157391,
            0.098808,
            0.146984
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -98975,
            -101290,
            -179408,
            -4975941,
            -4604704,
            -1965984
        ],
        [
            1.510494,
            1.822818,
            1.210629,
            1.118547,
            1.049939,
            1.19846
        ],
        [
            592,
            296,
            296,
            592,
            296,
            296
        ],
        [
            192,
            93,
            99,
            192,
            93,
            99
        ],
        [
            400,
            203,
            197,
            400,
            203,
            197
        ],
        [
            32.432432,
            31.418919,
            33.445946,
            32.432432,
            31.418919,
            33.445946
        ],
        [
            3.146862,
            3.978838,
            2.40903,
            2.330307,
            2.291802,
            2.384815
        ],
        [
            316153,
            316153,
            48032,
            2636800,
            2636800,
            2488045
        ],
        [
            -21321,
            -20786,
            -21321,
            -878853,
            -878853,
            -571783
        ],
        [
            12,
            12,
            12,
            12,
            12,
            12
        ],
        [
            23,
            23,
            23,
            23,
            23,
            23
        ],
        [
            6,
            6,
            6,
            6,
            6,
            6
        ],
        [
            7202,
            3573,
            3629,
            7202,
            3573,
            3629
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            306986,
            228263,
            -92939,
            -84801,
            -231084,
            -2688
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ZIL_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 7230,
    "evaluation_days": 2410,
    "actual_first_datapoint_time": 1550563200000,
    "first_datapoint_time": 1550563200000,
    "last_datapoint_time": 1758758400000,
    "evaluation_time": 1758789760778,
    "expiration_time": 1765005120000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 38,
            "offset": 0,
            "poles": 2
        }
    },
    "second_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "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)