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Trade: ZIL/USDT/720/HILO/VWAP/6190

Strategy
ZIL/USDT/720/HILO/VWAP/6190
Pair
ZIL_USDT
Interval
12h
Score
327682
Daily Profit
0.399112
Profit Factor
1.793585
Profitability
35.106383
Streak
0.000000
Best Strategy
Training Data Length
2417.500000
Evaluation Time
2025-10-02 08:48
Expiration Time
2025-12-13 14:36

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 964853.1721 777705.6142 187147.5579 3071505.379 1887662.0532 1183843.3258
Total P&L (%) 964.8532 777.7056 187.1476 3071.5054 1887.6621 1183.8433
Avg Daily Profit (%) 0.3991 0.3217 0.0774 0.1431 0.1237 0.1056
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -98282 -99753 -129591 -4312408 -3937298 -2604639
Profit Factor 1.7936 2.1582 1.3438 1.0912 1.0986 1.0814
Total Trades 282 141 141 282 141 141
Winning Trades 99 41 58 99 41 58
Losing Trades 183 100 83 183 100 83
Profitability (%) 35.1064 29.078 41.1348 35.1064 29.078 41.1348
Ratio Avg Win / Avg Loss 3.3154 5.2639 1.923 2.017 2.6794 1.5476
Largest Winning Trade 406589 406589 38925 3153414 3153414 1355801
Largest Losing Trade -24948 -24948 -22573 -1089197 -1089197 -631186
Avg Bars in Trades 17 17 16 17 17 16
Avg Bars in Winners 31 39 26 31 39 26
Avg Bars in Losers 9 8 9 9 8 9
Bars Traded 4797 2492 2305 4797 2492 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 327682 51813 -91475 -124772 -150155 -184731
Evaluation Data
{
    "trading_pair": "ZIL_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4835,
    "evaluation_days": 2417.5,
    "actual_first_datapoint_time": 1550534400000,
    "first_datapoint_time": 1551441600000,
    "last_datapoint_time": 1759363200000,
    "evaluation_time": 1759384119896,
    "expiration_time": 1765629360000,
    "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": [
        [
            964853.1720882407,
            777705.6142000007,
            187147.5578882396,
            3071505.3789981343,
            1887662.0532439188,
            1183843.3257542138
        ],
        [
            964.853172,
            777.705614,
            187.147558,
            3071.505379,
            1887.662053,
            1183.843326
        ],
        [
            0.399112,
            0.321698,
            0.077414,
            0.143093,
            0.123739,
            0.105638
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -98282,
            -99753,
            -129591,
            -4312408,
            -3937298,
            -2604639
        ],
        [
            1.793585,
            2.158198,
            1.343809,
            1.091165,
            1.098554,
            1.081431
        ],
        [
            282,
            141,
            141,
            282,
            141,
            141
        ],
        [
            99,
            41,
            58,
            99,
            41,
            58
        ],
        [
            183,
            100,
            83,
            183,
            100,
            83
        ],
        [
            35.106383,
            29.078014,
            41.134752,
            35.106383,
            29.078014,
            41.134752
        ],
        [
            3.315415,
            5.263897,
            1.923036,
            2.017002,
            2.6794,
            1.547565
        ],
        [
            406589,
            406589,
            38925,
            3153414,
            3153414,
            1355801
        ],
        [
            -24948,
            -24948,
            -22573,
            -1089197,
            -1089197,
            -631186
        ],
        [
            17,
            17,
            16,
            17,
            17,
            16
        ],
        [
            31,
            39,
            26,
            31,
            39,
            26
        ],
        [
            9,
            8,
            9,
            9,
            8,
            9
        ],
        [
            4797,
            2492,
            2305,
            4797,
            2492,
            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
        ],
        [
            327682,
            51813,
            -91475,
            -124772,
            -150155,
            -184731
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ZIL_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4835,
    "evaluation_days": 2417.5,
    "actual_first_datapoint_time": 1550534400000,
    "first_datapoint_time": 1551441600000,
    "last_datapoint_time": 1759363200000,
    "evaluation_time": 1759384119896,
    "expiration_time": 1765629360000,
    "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)