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Trade: ZIL/USDT/720/SSF/WMA/9758

Strategy
ZIL/USDT/720/SSF/WMA/9758
Pair
ZIL_USDT
Interval
12h
Score
638255
Daily Profit
0.213828
Profit Factor
4.913647
Profitability
64.516129
Streak
0.000000
Best Strategy
Training Data Length
2410.000000
Evaluation Time
2025-09-28 10:19
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 -833408.3424 49086.5403 -882494.8827 4279986.3044 -12824559.8598 17104546.1642
Total P&L (%) -833.4083 49.0865 -882.4949 4279.9863 -12824.5599 17104.5462
Avg Daily Profit (%) -0.3458 0.0204 -0.3662 0.157 0 0.2138
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -1064750 -131724 -1087535 -13176866 -14316708 -2554043
Profit Factor 0.4404 1.1758 0.2707 1.1757 0.3582 4.9136
Total Trades 62 31 31 62 31 31
Winning Trades 40 19 21 36 16 20
Losing Trades 22 12 10 26 15 11
Profitability (%) 64.5161 61.2903 67.7419 58.0645 51.6129 64.5161
Ratio Avg Win / Avg Loss 0.2422 0.7426 0.1289 0.8491 0.3358 2.7025
Largest Winning Trade 72002 72002 47402 9039629 1065322 9039629
Largest Losing Trade -884382 -62050 -884382 -6292154 -6292154 -1692016
Avg Bars in Trades 74 88 59 74 88 59
Avg Bars in Winners 42 47 37 52 50 53
Avg Bars in Losers 132 154 106 104 130 70
Bars Traded 4607 2758 1849 4607 2758 1849
Profit Streak 28.805 29.305 0 28.805 29.305 0
Trades During Streak 1 1 0 1 1 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -736855 -193890 -578518 -178118 -580068 638255
Evaluation Data
{
    "trading_pair": "ZIL_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4820,
    "evaluation_days": 2410,
    "actual_first_datapoint_time": 1550534400000,
    "first_datapoint_time": 1558267200000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1759043951247,
    "expiration_time": 1764961920000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 30,
            "offset": 0,
            "poles": 3
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 180,
            "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": [
        [
            -833408.3424096474,
            49086.5402566054,
            -882494.8826662528,
            4279986.304390507,
            -12824559.859814592,
            17104546.164205097
        ],
        [
            -833.408342,
            49.08654,
            -882.494883,
            4279.986304,
            -12824.55986,
            17104.546164
        ],
        [
            -0.345813,
            0.020368,
            -0.36618,
            0.156954,
            0,
            0.213828
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -1064750,
            -131724,
            -1087535,
            -13176866,
            -14316708,
            -2554043
        ],
        [
            0.440377,
            1.175821,
            0.270693,
            1.175745,
            0.358222,
            4.913647
        ],
        [
            62,
            31,
            31,
            62,
            31,
            31
        ],
        [
            40,
            19,
            21,
            36,
            16,
            20
        ],
        [
            22,
            12,
            10,
            26,
            15,
            11
        ],
        [
            64.516129,
            61.290323,
            67.741935,
            58.064516,
            51.612903,
            64.516129
        ],
        [
            0.242207,
            0.742624,
            0.128902,
            0.849149,
            0.335833,
            2.702506
        ],
        [
            72002,
            72002,
            47402,
            9039629,
            1065322,
            9039629
        ],
        [
            -884382,
            -62050,
            -884382,
            -6292154,
            -6292154,
            -1692016
        ],
        [
            74,
            88,
            59,
            74,
            88,
            59
        ],
        [
            42,
            47,
            37,
            52,
            50,
            53
        ],
        [
            132,
            154,
            106,
            104,
            130,
            70
        ],
        [
            4607,
            2758,
            1849,
            4607,
            2758,
            1849
        ],
        [
            28.804991,
            29.304991,
            0,
            28.804991,
            29.304991,
            0
        ],
        [
            1,
            1,
            0,
            1,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -736855,
            -193890,
            -578518,
            -178118,
            -580068,
            638255
        ]
    ]
}
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": 1558267200000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1759043951247,
    "expiration_time": 1764961920000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 30,
            "offset": 0,
            "poles": 3
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 180,
            "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)