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Trade: ZIL/USDT/720/WMA/VWAP/1492

Strategy
ZIL/USDT/720/WMA/VWAP/1492
Pair
ZIL_USDT
Interval
12h
Score
317655
Daily Profit
0.322560
Profit Factor
1.414072
Profitability
34.841629
Streak
0.000000
Best Strategy
Training Data Length
2410.000000
Evaluation Time
2025-09-26 21:01
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 777369.4228 643419.4252 133949.9976 1285949.1658 487711.8579 798237.308
Total P&L (%) 777.3694 643.4194 133.95 1285.9492 487.7119 798.2373
Avg Daily Profit (%) 0.3226 0.267 0.0556 0.1091 0.0735 0.0911
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -115961 -95868 -213636 -3230654 -2642682 -1456115
Profit Factor 1.4141 1.688 1.1422 1.0549 1.0392 1.0727
Total Trades 663 332 331 663 332 331
Winning Trades 231 111 120 231 111 120
Losing Trades 432 221 211 432 221 211
Profitability (%) 34.8416 33.4337 36.2538 34.8416 33.4337 36.2538
Ratio Avg Win / Avg Loss 2.6445 3.3608 2.0083 1.9728 2.069 1.8862
Largest Winning Trade 317337 317337 36660 1336345 1336345 1203346
Largest Losing Trade -22952 -22952 -20529 -410492 -410492 -401842
Avg Bars in Trades 7 7 7 7 7 7
Avg Bars in Winners 12 12 12 12 12 12
Avg Bars in Losers 4 4 4 4 4 4
Bars Traded 4782 2351 2431 4782 2351 2431
Profit Streak 0 0 0 0 0 0
Trades During Streak 0 0 0 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 317655 245670 -185622 -208028 -276069 -214189

Evaluation Data

{
    "trading_pair": "ZIL_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4820,
    "evaluation_days": 2410,
    "actual_first_datapoint_time": 1550534400000,
    "first_datapoint_time": 1551009600000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758909688625,
    "expiration_time": 1764961920000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 12,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwap",
        "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": [
        [
            777369.4227803589,
            643419.4252042866,
            133949.9975760722,
            1285949.1658414155,
            487711.8578607445,
            798237.3079806721
        ],
        [
            777.369423,
            643.419425,
            133.949998,
            1285.949166,
            487.711858,
            798.237308
        ],
        [
            0.32256,
            0.266979,
            0.055581,
            0.109145,
            0.073515,
            0.091131
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -115961,
            -95868,
            -213636,
            -3230654,
            -2642682,
            -1456115
        ],
        [
            1.414072,
            1.688015,
            1.142168,
            1.054913,
            1.039197,
            1.072728
        ],
        [
            663,
            332,
            331,
            663,
            332,
            331
        ],
        [
            231,
            111,
            120,
            231,
            111,
            120
        ],
        [
            432,
            221,
            211,
            432,
            221,
            211
        ],
        [
            34.841629,
            33.433735,
            36.253776,
            34.841629,
            33.433735,
            36.253776
        ],
        [
            2.644498,
            3.360822,
            2.008312,
            1.972823,
            2.069032,
            1.886214
        ],
        [
            317337,
            317337,
            36660,
            1336345,
            1336345,
            1203346
        ],
        [
            -22952,
            -22952,
            -20529,
            -410492,
            -410492,
            -401842
        ],
        [
            7,
            7,
            7,
            7,
            7,
            7
        ],
        [
            12,
            12,
            12,
            12,
            12,
            12
        ],
        [
            4,
            4,
            4,
            4,
            4,
            4
        ],
        [
            4782,
            2351,
            2431,
            4782,
            2351,
            2431
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            317655,
            245670,
            -185622,
            -208028,
            -276069,
            -214189
        ]
    ]
}
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": 1551009600000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758909688625,
    "expiration_time": 1764961920000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 12,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwap",
        "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)