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Trade: ZIL/USDT/720/VWAP/T3/6214

Strategy
ZIL/USDT/720/VWAP/T3/6214
Pair
ZIL_USDT
Interval
12h
Score
754133
Daily Profit
0.153110
Profit Factor
6.623574
Profitability
73.913043
Streak
65.966029
Best Strategy
Training Data Length
2414.000000
Evaluation Time
2025-09-29 02:11
Expiration Time
2025-12-10 00:04

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L -518733.8423 37140.7523 -555874.5946 1690509.2343 -2226973.3929 3917482.6272
Total P&L (%) -518.7338 37.1408 -555.8746 1690.5092 -2226.9734 3917.4826
Avg Daily Profit (%) -0.2149 0.0154 -0.2303 0.1196 0 0.1531
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -769329 -113437 -754546 -4028110 -4030144 -293717
Profit Factor 0.5304 1.1396 0.3372 1.2813 0.5809 6.6236
Total Trades 92 46 46 92 46 46
Winning Trades 73 35 38 63 29 34
Losing Trades 19 11 8 29 17 12
Profitability (%) 79.3478 76.087 82.6087 68.4783 63.0435 73.913
Ratio Avg Win / Avg Loss 0.1381 0.3582 0.071 0.5898 0.3405 2.3377
Largest Winning Trade 38040 38040 28464 1173705 1080135 1173705
Largest Losing Trade -601780 -68406 -601780 -3078334 -3078334 -226611
Avg Bars in Trades 50 63 38 50 63 38
Avg Bars in Winners 16 19 14 23 19 26
Avg Bars in Losers 182 205 151 110 138 71
Bars Traded 4686 2938 1748 4686 2938 1748
Profit Streak 65.966 66.466 65.966 65.966 66.466 65.966
Trades During Streak 16 8 8 16 8 8
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -574694 -238298 -574952 -29963 -577404 754133
Evaluation Data
{
    "trading_pair": "ZIL_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4828,
    "evaluation_days": 2414,
    "actual_first_datapoint_time": 1550534400000,
    "first_datapoint_time": 1554379200000,
    "last_datapoint_time": 1759060800000,
    "evaluation_time": 1759101064900,
    "expiration_time": 1765317888000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "t3",
        "factors": {
            "length": 90,
            "offset": 0,
            "a": 0.02234
        }
    }
}
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": [
        [
            -518733.8423127939,
            37140.7523247493,
            -555874.5946375432,
            1690509.234341775,
            -2226973.3928789143,
            3917482.62722069
        ],
        [
            -518.733842,
            37.140752,
            -555.874595,
            1690.509234,
            -2226.973393,
            3917.482627
        ],
        [
            -0.214886,
            0.015386,
            -0.230271,
            0.119586,
            0,
            0.15311
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -769329,
            -113437,
            -754546,
            -4028110,
            -4030144,
            -293717
        ],
        [
            0.53043,
            1.139636,
            0.337232,
            1.28129,
            0.580863,
            6.623574
        ],
        [
            92,
            46,
            46,
            92,
            46,
            46
        ],
        [
            73,
            35,
            38,
            63,
            29,
            34
        ],
        [
            19,
            11,
            8,
            29,
            17,
            12
        ],
        [
            79.347826,
            76.086957,
            82.608696,
            68.478261,
            63.043478,
            73.913043
        ],
        [
            0.138057,
            0.358171,
            0.070996,
            0.5898,
            0.340506,
            2.337732
        ],
        [
            38040,
            38040,
            28464,
            1173705,
            1080135,
            1173705
        ],
        [
            -601780,
            -68406,
            -601780,
            -3078334,
            -3078334,
            -226611
        ],
        [
            50,
            63,
            38,
            50,
            63,
            38
        ],
        [
            16,
            19,
            14,
            23,
            19,
            26
        ],
        [
            182,
            205,
            151,
            110,
            138,
            71
        ],
        [
            4686,
            2938,
            1748,
            4686,
            2938,
            1748
        ],
        [
            65.966029,
            66.466029,
            65.966029,
            65.966029,
            66.466029,
            65.966029
        ],
        [
            16,
            8,
            8,
            16,
            8,
            8
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -574694,
            -238298,
            -574952,
            -29963,
            -577404,
            754133
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ZIL_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4828,
    "evaluation_days": 2414,
    "actual_first_datapoint_time": 1550534400000,
    "first_datapoint_time": 1554379200000,
    "last_datapoint_time": 1759060800000,
    "evaluation_time": 1759101064900,
    "expiration_time": 1765317888000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "t3",
        "factors": {
            "length": 90,
            "offset": 0,
            "a": 0.02234
        }
    }
}

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)