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Trade: ZIL/USDT/720/VWMA/HILO/7594

Strategy
ZIL/USDT/720/VWMA/HILO/7594
Pair
ZIL_USDT
Interval
12h
Score
344657
Daily Profit
0.214379
Profit Factor
2.651115
Profitability
36.842105
Streak
56.911057
Best Strategy
Training Data Length
2410.000000
Evaluation Time
2025-09-27 12:51
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 393562.9776 516653.9775 -123091 -141879.5643 -101859.4453 -40020.1189
Total P&L (%) 393.563 516.654 -123.091 -141.8796 -101.8594 -40.0201
Avg Daily Profit (%) 0.1633 0.2144 -0.0511 0 0 -0.0212
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -291014 -114249 -274595 -291322 -206402 -105095
Profit Factor 1.5072 2.6511 0.7342 0.7309 0.6264 0.8428
Total Trades 75 38 37 75 38 37
Winning Trades 32 14 18 35 17 18
Losing Trades 43 24 19 40 21 19
Profitability (%) 42.6667 36.8421 48.6486 46.6667 44.7368 48.6486
Ratio Avg Win / Avg Loss 2.0253 4.5448 0.7749 0.8354 0.7738 0.8897
Largest Winning Trade 605290 605290 71440 51055 42276 51055
Largest Losing Trade -165638 -45832 -165638 -117596 -117596 -44596
Avg Bars in Trades 61 39 83 61 39 83
Avg Bars in Winners 90 60 112 47 32 61
Avg Bars in Losers 39 27 56 73 45 104
Bars Traded 4599 1504 3095 4599 1504 3095
Profit Streak 12.4111 56.9111 12.4111 0 0 0
Trades During Streak 3 4 1 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -52850 344657 -580681 -643351 -582811 -581298
Evaluation Data
{
    "trading_pair": "ZIL_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4820,
    "evaluation_days": 2410,
    "actual_first_datapoint_time": 1550534400000,
    "first_datapoint_time": 1557532800000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758966715333,
    "expiration_time": 1764961920000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 163,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "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": [
        [
            393562.9775549289,
            516653.9775452933,
            -123090.9999903644,
            -141879.5642552669,
            -101859.4453447035,
            -40020.1189105634
        ],
        [
            393.562978,
            516.653978,
            -123.091,
            -141.879564,
            -101.859445,
            -40.020119
        ],
        [
            0.163304,
            0.214379,
            -0.051075,
            0,
            0,
            -0.021208
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -291014,
            -114249,
            -274595,
            -291322,
            -206402,
            -105095
        ],
        [
            1.507213,
            2.651115,
            0.734157,
            0.73094,
            0.626449,
            0.842835
        ],
        [
            75,
            38,
            37,
            75,
            38,
            37
        ],
        [
            32,
            14,
            18,
            35,
            17,
            18
        ],
        [
            43,
            24,
            19,
            40,
            21,
            19
        ],
        [
            42.666667,
            36.842105,
            48.648649,
            46.666667,
            44.736842,
            48.648649
        ],
        [
            2.025317,
            4.544769,
            0.774943,
            0.83536,
            0.773849,
            0.889659
        ],
        [
            605290,
            605290,
            71440,
            51055,
            42276,
            51055
        ],
        [
            -165638,
            -45832,
            -165638,
            -117596,
            -117596,
            -44596
        ],
        [
            61,
            39,
            83,
            61,
            39,
            83
        ],
        [
            90,
            60,
            112,
            47,
            32,
            61
        ],
        [
            39,
            27,
            56,
            73,
            45,
            104
        ],
        [
            4599,
            1504,
            3095,
            4599,
            1504,
            3095
        ],
        [
            12.411057,
            56.911057,
            12.411057,
            0,
            0,
            0
        ],
        [
            3,
            4,
            1,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -52850,
            344657,
            -580681,
            -643351,
            -582811,
            -581298
        ]
    ]
}
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": 1557532800000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758966715333,
    "expiration_time": 1764961920000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 163,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "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)