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Trade: ZIL/USDT/720/VWAP/KCL/6552

Strategy
ZIL/USDT/720/VWAP/KCL/6552
Pair
ZIL_USDT
Interval
12h
Score
515154
Daily Profit
0.190060
Profit Factor
2.315369
Profitability
73.333333
Streak
423.970247
Best Strategy
Training Data Length
2420.000000
Evaluation Time
2025-10-05 02:17
Expiration Time
2025-12-16 04:24

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L -245358.9049 188567.7307 -433926.6356 18440777.3147 9799653.8445 8641123.4703
Total P&L (%) -245.3589 188.5677 -433.9266 18440.7773 9799.6538 8641.1235
Avg Daily Profit (%) -0.1014 0.0779 -0.1793 0.216 0.1901 0.1849
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -785091 -20003 -788503 -15553650 -3569272 -15553650
Profit Factor 0.7763 3.764 0.5782 1.4044 2.3154 1.2265
Total Trades 89 45 44 89 45 44
Winning Trades 70 34 36 70 33 37
Losing Trades 19 11 8 19 12 7
Profitability (%) 78.6517 75.5556 81.8182 78.6517 73.3333 84.0909
Ratio Avg Win / Avg Loss 0.2107 1.2178 0.1285 0.3812 0.842 0.232
Largest Winning Trade 52139 32074 52139 4859579 2302270 4859579
Largest Losing Trade -475836 -14401 -475836 -15553650 -2525773 -15553650
Avg Bars in Trades 47 4 90 47 4 90
Avg Bars in Winners 26 3 48 34 3 61
Avg Bars in Losers 122 10 276 95 9 241
Bars Traded 4189 218 3970 4189 218 3970
Profit Streak 288.9702 423.9702 288.9702 288.9702 423.9702 288.9702
Trades During Streak 7 4 3 7 4 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -575114 -78120 -575305 464166 515154 416516
Evaluation Data
{
    "trading_pair": "ZIL_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4840,
    "evaluation_days": 2420,
    "actual_first_datapoint_time": 1550534400000,
    "first_datapoint_time": 1552348800000,
    "last_datapoint_time": 1759579200000,
    "evaluation_time": 1759619829365,
    "expiration_time": 1765851840000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcl",
        "factors": {
            "length": 43,
            "offset": 0,
            "scalar": 3
        }
    }
}
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": [
        [
            -245358.9048779747,
            188567.7306781705,
            -433926.6355561453,
            18440777.314737767,
            9799653.844451811,
            8641123.47028596
        ],
        [
            -245.358905,
            188.567731,
            -433.926636,
            18440.777315,
            9799.653844,
            8641.12347
        ],
        [
            -0.101388,
            0.077921,
            -0.179309,
            0.216041,
            0.19006,
            0.184907
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -785091,
            -20003,
            -788503,
            -15553650,
            -3569272,
            -15553650
        ],
        [
            0.776318,
            3.764036,
            0.578174,
            1.404352,
            2.315369,
            1.22647
        ],
        [
            89,
            45,
            44,
            89,
            45,
            44
        ],
        [
            70,
            34,
            36,
            70,
            33,
            37
        ],
        [
            19,
            11,
            8,
            19,
            12,
            7
        ],
        [
            78.651685,
            75.555556,
            81.818182,
            78.651685,
            73.333333,
            84.090909
        ],
        [
            0.210715,
            1.217776,
            0.128483,
            0.381181,
            0.841952,
            0.232035
        ],
        [
            52139,
            32074,
            52139,
            4859579,
            2302270,
            4859579
        ],
        [
            -475836,
            -14401,
            -475836,
            -15553650,
            -2525773,
            -15553650
        ],
        [
            47,
            4,
            90,
            47,
            4,
            90
        ],
        [
            26,
            3,
            48,
            34,
            3,
            61
        ],
        [
            122,
            10,
            276,
            95,
            9,
            241
        ],
        [
            4189,
            218,
            3970,
            4189,
            218,
            3970
        ],
        [
            288.970247,
            423.970247,
            288.970247,
            288.970247,
            423.970247,
            288.970247
        ],
        [
            7,
            4,
            3,
            7,
            4,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -575114,
            -78120,
            -575305,
            464166,
            515154,
            416516
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ZIL_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4840,
    "evaluation_days": 2420,
    "actual_first_datapoint_time": 1550534400000,
    "first_datapoint_time": 1552348800000,
    "last_datapoint_time": 1759579200000,
    "evaluation_time": 1759619829365,
    "expiration_time": 1765851840000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcl",
        "factors": {
            "length": 43,
            "offset": 0,
            "scalar": 3
        }
    }
}

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)