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Trade: ZIL/USDT/720/BBM/VWAP/8435

Strategy
ZIL/USDT/720/BBM/VWAP/8435
Pair
ZIL_USDT
Interval
12h
Score
311742
Daily Profit
0.322054
Profit Factor
1.431630
Profitability
35.000000
Streak
0.000000
Best Strategy
Training Data Length
2427.000000
Evaluation Time
2025-10-12 00:30
Expiration Time
2025-12-23 09:26

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 781624.294 635568.5114 146055.7827 1454844.2637 374416.9423 1080427.3214
Total P&L (%) 781.6243 635.5685 146.0558 1454.8443 374.4169 1080.4273
Avg Daily Profit (%) 0.3221 0.2619 0.0602 0.1131 0.0642 0.1018
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -107556 -102309 -191169 -1886278 -2010087 -878620
Profit Factor 1.4316 1.7064 1.1603 1.0923 1.0439 1.1492
Total Trades 600 300 300 600 300 300
Winning Trades 210 102 108 210 102 108
Losing Trades 390 198 192 390 198 192
Profitability (%) 35 34 36 35 34 36
Ratio Avg Win / Avg Loss 2.6587 3.3124 2.0628 2.0285 2.0264 2.0431
Largest Winning Trade 317337 317337 38925 1033794 1033794 467793
Largest Losing Trade -22952 -22952 -20529 -274813 -274813 -237220
Avg Bars in Trades 8 7 8 8 7 8
Avg Bars in Winners 14 13 14 14 13 14
Avg Bars in Losers 4 4 4 4 4 4
Bars Traded 4834 2375 2459 4834 2375 2459
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 311742 247289 -159799 -161915 -283312 -116111
Evaluation Data
{
    "trading_pair": "ZIL_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4854,
    "evaluation_days": 2427,
    "actual_first_datapoint_time": 1550534400000,
    "first_datapoint_time": 1550923200000,
    "last_datapoint_time": 1760184000000,
    "evaluation_time": 1760218249252,
    "expiration_time": 1766474784000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "bbm",
        "factors": {
            "length": 10,
            "offset": 0,
            "std": 1.37171
        }
    },
    "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": [
        [
            781624.2940435442,
            635568.5113716508,
            146055.782671893,
            1454844.2636955627,
            374416.9422638663,
            1080427.3214316948
        ],
        [
            781.624294,
            635.568511,
            146.055783,
            1454.844264,
            374.416942,
            1080.427321
        ],
        [
            0.322054,
            0.261874,
            0.06018,
            0.113124,
            0.06417,
            0.10176
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -107556,
            -102309,
            -191169,
            -1886278,
            -2010087,
            -878620
        ],
        [
            1.43163,
            1.706373,
            1.160306,
            1.092254,
            1.043892,
            1.149243
        ],
        [
            600,
            300,
            300,
            600,
            300,
            300
        ],
        [
            210,
            102,
            108,
            210,
            102,
            108
        ],
        [
            390,
            198,
            192,
            390,
            198,
            192
        ],
        [
            35,
            34,
            36,
            35,
            34,
            36
        ],
        [
            2.658741,
            3.312372,
            2.062767,
            2.028473,
            2.026378,
            2.043098
        ],
        [
            317337,
            317337,
            38925,
            1033794,
            1033794,
            467793
        ],
        [
            -22952,
            -22952,
            -20529,
            -274813,
            -274813,
            -237220
        ],
        [
            8,
            7,
            8,
            8,
            7,
            8
        ],
        [
            14,
            13,
            14,
            14,
            13,
            14
        ],
        [
            4,
            4,
            4,
            4,
            4,
            4
        ],
        [
            4834,
            2375,
            2459,
            4834,
            2375,
            2459
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            311742,
            247289,
            -159799,
            -161915,
            -283312,
            -116111
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ZIL_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4854,
    "evaluation_days": 2427,
    "actual_first_datapoint_time": 1550534400000,
    "first_datapoint_time": 1550923200000,
    "last_datapoint_time": 1760184000000,
    "evaluation_time": 1760218249252,
    "expiration_time": 1766474784000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "bbm",
        "factors": {
            "length": 10,
            "offset": 0,
            "std": 1.37171
        }
    },
    "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)