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Trade: ZIL/USDT/720/SSF/HILO/1792

Strategy
ZIL/USDT/720/SSF/HILO/1792
Pair
ZIL_USDT
Interval
12h
Score
335020
Daily Profit
0.329424
Profit Factor
3.181367
Profitability
31.250000
Streak
53.989160
Best Strategy
Training Data Length
2410.000000
Evaluation Time
2025-09-26 14:44
Expiration Time
2025-12-05 21:12

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 677079.7683 793912.5179 -116832.7497 -94222.9913 -61242.0769 -32980.9145
Total P&L (%) 677.0798 793.9125 -116.8328 -94.223 -61.2421 -32.9809
Avg Daily Profit (%) 0.2809 0.3294 -0.0485 -0.1182 -0.0393 -0.0166
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -200759 -187594 -205476 -157134 -68580 -98687
Profit Factor 1.9058 3.1814 0.6954 0.6948 0.6493 0.7541
Total Trades 65 32 33 65 32 33
Winning Trades 23 10 13 23 10 13
Losing Trades 42 22 20 42 22 20
Profitability (%) 35.3846 31.25 39.3939 35.3846 31.25 39.3939
Ratio Avg Win / Avg Loss 3.4802 6.999 1.0698 1.2688 1.4285 1.1602
Largest Winning Trade 881334 881334 62022 72451 72451 62022
Largest Losing Trade -73451 -47696 -73451 -47496 -47496 -36308
Avg Bars in Trades 71 56 85 71 56 85
Avg Bars in Winners 116 96 131 116 96 131
Avg Bars in Losers 46 38 55 46 38 55
Bars Traded 4639 1807 2832 4639 1807 2832
Profit Streak 0 53.9892 0 0 53.9892 0
Trades During Streak 0 3 0 0 3 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -129613 335020 -583260 -721072 -585029 -583260

Evaluation Data

{
    "trading_pair": "ZIL_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4820,
    "evaluation_days": 2410,
    "actual_first_datapoint_time": 1550534400000,
    "first_datapoint_time": 1551441600000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758887063430,
    "expiration_time": 1764961920000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 224,
            "offset": 0,
            "poles": 3
        }
    },
    "second_band": {
        "type": "hilo",
        "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": [
        [
            677079.7682712177,
            793912.5179449177,
            -116832.7496736997,
            -94222.9913344614,
            -61242.0768599754,
            -32980.9144744861
        ],
        [
            677.079768,
            793.912518,
            -116.83275,
            -94.222991,
            -61.242077,
            -32.980914
        ],
        [
            0.280946,
            0.329424,
            -0.048478,
            -0.118241,
            -0.039322,
            -0.016604
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -200759,
            -187594,
            -205476,
            -157134,
            -68580,
            -98687
        ],
        [
            1.905829,
            3.181367,
            0.695365,
            0.694845,
            0.649339,
            0.7541
        ],
        [
            65,
            32,
            33,
            65,
            32,
            33
        ],
        [
            23,
            10,
            13,
            23,
            10,
            13
        ],
        [
            42,
            22,
            20,
            42,
            22,
            20
        ],
        [
            35.384615,
            31.25,
            39.393939,
            35.384615,
            31.25,
            39.393939
        ],
        [
            3.48021,
            6.999007,
            1.069793,
            1.268848,
            1.428546,
            1.160154
        ],
        [
            881334,
            881334,
            62022,
            72451,
            72451,
            62022
        ],
        [
            -73451,
            -47696,
            -73451,
            -47496,
            -47496,
            -36308
        ],
        [
            71,
            56,
            85,
            71,
            56,
            85
        ],
        [
            116,
            96,
            131,
            116,
            96,
            131
        ],
        [
            46,
            38,
            55,
            46,
            38,
            55
        ],
        [
            4639,
            1807,
            2832,
            4639,
            1807,
            2832
        ],
        [
            0,
            53.98916,
            0,
            0,
            53.98916,
            0
        ],
        [
            0,
            3,
            0,
            0,
            3,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -129613,
            335020,
            -583260,
            -721072,
            -585029,
            -583260
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ZIL_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4820,
    "evaluation_days": 2410,
    "actual_first_datapoint_time": 1550534400000,
    "first_datapoint_time": 1551441600000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758887063430,
    "expiration_time": 1764961920000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 224,
            "offset": 0,
            "poles": 3
        }
    },
    "second_band": {
        "type": "hilo",
        "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)