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Trade: ZIL/USDT/720/VWAP/ZLMA/7934

Strategy
ZIL/USDT/720/VWAP/ZLMA/7934
Pair
ZIL_USDT
Interval
12h
Score
502139
Daily Profit
0.231195
Profit Factor
1.777478
Profitability
50.310559
Streak
9.304930
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 557180.7361 467640.8037 89539.9325 364677.2053 1125615.2227 -760938.0174
Total P&L (%) 557.1807 467.6408 89.5399 364.6772 1125.6152 -760.938
Avg Daily Profit (%) 0.2312 0.194 0.0372 0.0638 0.104 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -118223 -98607 -89975 -3152511 -1608834 -2198760
Profit Factor 1.7775 2.6941 1.2032 1.0473 1.4041 0.8454
Total Trades 161 80 81 161 80 81
Winning Trades 81 43 38 81 43 38
Losing Trades 80 37 43 80 37 43
Profitability (%) 50.3106 53.75 46.9136 50.3106 53.75 46.9136
Ratio Avg Win / Avg Loss 1.7555 2.3182 1.3615 1.0344 1.2082 0.9566
Largest Winning Trade 235274 235274 71701 742320 600836 742320
Largest Losing Trade -67834 -34528 -67834 -1935648 -352706 -1935648
Avg Bars in Trades 28 21 34 28 21 34
Avg Bars in Winners 36 25 47 36 25 47
Avg Bars in Losers 20 17 23 20 17 23
Bars Traded 4560 1742 2818 4560 1742 2818
Profit Streak 9.3049 52.8049 9.3049 9.3049 52.8049 9.3049
Trades During Streak 2 5 1 2 5 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 502139 -4446 -156268 -273989 -70107 -593269
Evaluation Data
{
    "trading_pair": "ZIL_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4820,
    "evaluation_days": 2410,
    "actual_first_datapoint_time": 1550534400000,
    "first_datapoint_time": 1560038400000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1759043945942,
    "expiration_time": 1764961920000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 69
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 221,
            "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": [
        [
            557180.7361244359,
            467640.8036592816,
            89539.9324651548,
            364677.2052676742,
            1125615.2226688224,
            -760938.017401148
        ],
        [
            557.180736,
            467.640804,
            89.539932,
            364.677205,
            1125.615223,
            -760.938017
        ],
        [
            0.231195,
            0.194042,
            0.037153,
            0.063762,
            0.104039,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -118223,
            -98607,
            -89975,
            -3152511,
            -1608834,
            -2198760
        ],
        [
            1.777478,
            2.694118,
            1.203216,
            1.047323,
            1.404084,
            0.845357
        ],
        [
            161,
            80,
            81,
            161,
            80,
            81
        ],
        [
            81,
            43,
            38,
            81,
            43,
            38
        ],
        [
            80,
            37,
            43,
            80,
            37,
            43
        ],
        [
            50.310559,
            53.75,
            46.91358,
            50.310559,
            53.75,
            46.91358
        ],
        [
            1.755534,
            2.318194,
            1.361534,
            1.034393,
            1.208165,
            0.956588
        ],
        [
            235274,
            235274,
            71701,
            742320,
            600836,
            742320
        ],
        [
            -67834,
            -34528,
            -67834,
            -1935648,
            -352706,
            -1935648
        ],
        [
            28,
            21,
            34,
            28,
            21,
            34
        ],
        [
            36,
            25,
            47,
            36,
            25,
            47
        ],
        [
            20,
            17,
            23,
            20,
            17,
            23
        ],
        [
            4560,
            1742,
            2818,
            4560,
            1742,
            2818
        ],
        [
            9.30493,
            52.80493,
            9.30493,
            9.30493,
            52.80493,
            9.30493
        ],
        [
            2,
            5,
            1,
            2,
            5,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            502139,
            -4446,
            -156268,
            -273989,
            -70107,
            -593269
        ]
    ]
}
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": 1560038400000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1759043945942,
    "expiration_time": 1764961920000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 69
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 221,
            "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)