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Trade: ZIL/USDT/720/HILO/VWAP/5929

Strategy
ZIL/USDT/720/HILO/VWAP/5929
Pair
ZIL_USDT
Interval
12h
Score
325143
Daily Profit
0.396814
Profit Factor
1.789497
Profitability
34.982332
Streak
0.000000
Best Strategy
Training Data Length
2424.500000
Evaluation Time
2025-10-09 11:08
Expiration Time
2025-12-20 19:38

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 962075.5069 774927.9491 187147.5579 2983411.5797 1799568.2539 1183843.3258
Total P&L (%) 962.0755 774.9279 187.1476 2983.4116 1799.5683 1183.8433
Avg Daily Profit (%) 0.3968 0.3196 0.0772 0.1415 0.1215 0.1053
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -98282 -99753 -129591 -4400502 -4025391 -2604639
Profit Factor 1.7895 2.1493 1.3438 1.0883 1.0935 1.0814
Total Trades 283 142 141 283 142 141
Winning Trades 99 41 58 99 41 58
Losing Trades 184 101 83 184 101 83
Profitability (%) 34.9823 28.8732 41.1348 34.9823 28.8732 41.1348
Ratio Avg Win / Avg Loss 3.3259 5.2946 1.923 2.0227 2.6938 1.5476
Largest Winning Trade 406589 406589 38925 3153414 3153414 1355801
Largest Losing Trade -24948 -24948 -22573 -1089197 -1089197 -631186
Avg Bars in Trades 16 17 16 16 17 16
Avg Bars in Winners 31 39 26 31 39 26
Avg Bars in Losers 9 8 9 9 8 9
Bars Traded 4810 2505 2305 4810 2505 2305
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 325143 18160 -91774 -130047 -159559 -185138
Evaluation Data
{
    "trading_pair": "ZIL_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4849,
    "evaluation_days": 2424.5,
    "actual_first_datapoint_time": 1550534400000,
    "first_datapoint_time": 1551441600000,
    "last_datapoint_time": 1759968000000,
    "evaluation_time": 1759997300466,
    "expiration_time": 1766252304000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "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": [
        [
            962075.5069489521,
            774927.9490607119,
            187147.5578882396,
            2983411.5796950357,
            1799568.2539408202,
            1183843.3257542138
        ],
        [
            962.075507,
            774.927949,
            187.147558,
            2983.41158,
            1799.568254,
            1183.843326
        ],
        [
            0.396814,
            0.319624,
            0.07719,
            0.141516,
            0.12151,
            0.105333
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -98282,
            -99753,
            -129591,
            -4400502,
            -4025391,
            -2604639
        ],
        [
            1.789497,
            2.149307,
            1.343809,
            1.08832,
            1.093525,
            1.081431
        ],
        [
            283,
            142,
            141,
            283,
            142,
            141
        ],
        [
            99,
            41,
            58,
            99,
            41,
            58
        ],
        [
            184,
            101,
            83,
            184,
            101,
            83
        ],
        [
            34.982332,
            28.873239,
            41.134752,
            34.982332,
            28.873239,
            41.134752
        ],
        [
            3.325934,
            5.294634,
            1.923036,
            2.022735,
            2.693804,
            1.547565
        ],
        [
            406589,
            406589,
            38925,
            3153414,
            3153414,
            1355801
        ],
        [
            -24948,
            -24948,
            -22573,
            -1089197,
            -1089197,
            -631186
        ],
        [
            16,
            17,
            16,
            16,
            17,
            16
        ],
        [
            31,
            39,
            26,
            31,
            39,
            26
        ],
        [
            9,
            8,
            9,
            9,
            8,
            9
        ],
        [
            4810,
            2505,
            2305,
            4810,
            2505,
            2305
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            325143,
            18160,
            -91774,
            -130047,
            -159559,
            -185138
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ZIL_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4849,
    "evaluation_days": 2424.5,
    "actual_first_datapoint_time": 1550534400000,
    "first_datapoint_time": 1551441600000,
    "last_datapoint_time": 1759968000000,
    "evaluation_time": 1759997300466,
    "expiration_time": 1766252304000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "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)