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Trade: ZIL/USDT/720/VWMA/BBL/1970

Strategy
ZIL/USDT/720/VWMA/BBL/1970
Pair
ZIL_USDT
Interval
12h
Score
514026
Daily Profit
0.322252
Profit Factor
1.821848
Profitability
80.000000
Streak
110.189433
Best Strategy
Training Data Length
2410.000000
Evaluation Time
2025-09-26 07:32
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 -216338.054 227444.7297 -443782.7837 336497244.18 103561522.5678 232935721.6122
Total P&L (%) -216.3381 227.4447 -443.7828 336497.2442 103561.5226 232935.7216
Avg Daily Profit (%) -0.0898 0.0944 -0.1841 0.3376 0.2885 0.3223
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -857610 -32616 -890248 -141493561 -57975263 -130391328
Profit Factor 0.811 3.3546 0.5765 1.7542 1.6363 1.8218
Total Trades 91 46 45 91 46 45
Winning Trades 69 33 36 67 31 36
Losing Trades 22 13 9 24 15 9
Profitability (%) 75.8242 71.7391 80 73.6264 67.3913 80
Ratio Avg Win / Avg Loss 0.2586 1.3215 0.1441 0.6284 0.7917 0.4555
Largest Winning Trade 51228 29110 51228 56117063 47984716 56117063
Largest Losing Trade -626824 -24908 -626824 -69186394 -57527744 -69186394
Avg Bars in Trades 49 19 79 49 19 79
Avg Bars in Winners 32 17 47 40 17 60
Avg Bars in Losers 100 26 207 74 24 157
Bars Traded 4495 915 3580 4495 915 3580
Profit Streak 0 0 110.1894 0 0 110.1894
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -576909 -58500 -576260 480408 421946 514026

Evaluation Data

{
    "trading_pair": "ZIL_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4820,
    "evaluation_days": 2410,
    "actual_first_datapoint_time": 1550534400000,
    "first_datapoint_time": 1555243200000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758861167042,
    "expiration_time": 1764961920000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 10,
            "offset": 0
        }
    },
    "second_band": {
        "type": "bbl",
        "factors": {
            "length": 166,
            "offset": 0,
            "std": 1.24888
        }
    }
}
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": [
        [
            -216338.0540305544,
            227444.7296866338,
            -443782.7837171881,
            336497244.180015,
            103561522.56781602,
            232935721.61219883
        ],
        [
            -216.338054,
            227.44473,
            -443.782784,
            336497.24418,
            103561.522568,
            232935.721612
        ],
        [
            -0.089767,
            0.094375,
            -0.184142,
            0.337559,
            0.288536,
            0.322252
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -857610,
            -32616,
            -890248,
            -141493561,
            -57975263,
            -130391328
        ],
        [
            0.810957,
            3.354565,
            0.576459,
            1.754151,
            1.636268,
            1.821848
        ],
        [
            91,
            46,
            45,
            91,
            46,
            45
        ],
        [
            69,
            33,
            36,
            67,
            31,
            36
        ],
        [
            22,
            13,
            9,
            24,
            15,
            9
        ],
        [
            75.824176,
            71.73913,
            80,
            73.626374,
            67.391304,
            80
        ],
        [
            0.258566,
            1.321495,
            0.144115,
            0.628353,
            0.791743,
            0.455462
        ],
        [
            51228,
            29110,
            51228,
            56117063,
            47984716,
            56117063
        ],
        [
            -626824,
            -24908,
            -626824,
            -69186394,
            -57527744,
            -69186394
        ],
        [
            49,
            19,
            79,
            49,
            19,
            79
        ],
        [
            32,
            17,
            47,
            40,
            17,
            60
        ],
        [
            100,
            26,
            207,
            74,
            24,
            157
        ],
        [
            4495,
            915,
            3580,
            4495,
            915,
            3580
        ],
        [
            0,
            0,
            110.189433,
            0,
            0,
            110.189433
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -576909,
            -58500,
            -576260,
            480408,
            421946,
            514026
        ]
    ]
}
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": 1555243200000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758861167042,
    "expiration_time": 1764961920000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 10,
            "offset": 0
        }
    },
    "second_band": {
        "type": "bbl",
        "factors": {
            "length": 166,
            "offset": 0,
            "std": 1.24888
        }
    }
}

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)