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Trade: ZIL/USDT/120/SSF/SMA/4120

Strategy
ZIL/USDT/120/SSF/SMA/4120
Pair
ZIL_USDT
Interval
2h
Score
378113
Daily Profit
0.363718
Profit Factor
1.763138
Profitability
41.704036
Streak
0.000000
Best Strategy
Training Data Length
2082.920000
Evaluation Time
2025-10-01 17:50
Expiration Time
2025-12-15 15:38

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 757594.7516 617288.3992 140306.3524 3804620.7294 1369036.2166 2435584.5128
Total P&L (%) 757.5948 617.2884 140.3064 3804.6207 1369.0362 2435.5845
Avg Daily Profit (%) 0.3637 0.2964 0.0674 0.1761 0.1291 0.1553
Buy And Hold Return (%) 113.5294 113.5294 113.5294 113.5294 113.5294 113.5294
Max Trade Drawdown -140196 -131202 -111950 -2973183 -2747257 -1224781
Profit Factor 1.7631 2.1503 1.3076 1.2373 1.1401 1.389
Total Trades 223 112 111 223 112 111
Winning Trades 93 45 48 93 45 48
Losing Trades 130 67 63 130 67 63
Profitability (%) 41.704 40.1786 43.2432 41.704 40.1786 43.2432
Ratio Avg Win / Avg Loss 2.4646 3.2015 1.7163 1.7296 1.6975 1.823
Largest Winning Trade 208848 208848 48465 2499637 2499637 1120021
Largest Losing Trade -36547 -36547 -28843 -1104673 -1104673 -626437
Avg Bars in Trades 110 110 111 110 110 111
Avg Bars in Winners 170 170 169 170 170 169
Avg Bars in Losers 68 69 67 68 69 67
Bars Traded 24719 12358 12361 24719 12358 12361
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 378113 282024 -197037 237104 -89616 234289
Evaluation Data
{
    "trading_pair": "ZIL_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 24995,
    "evaluation_days": 2082.92,
    "actual_first_datapoint_time": 1579298400000,
    "first_datapoint_time": 1580083200000,
    "last_datapoint_time": 1759327200000,
    "evaluation_time": 1759330213450,
    "expiration_time": 1765805904000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 210,
            "offset": 0,
            "poles": 3
        }
    },
    "second_band": {
        "type": "sma",
        "factors": {
            "length": 110,
            "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": [
        [
            757594.7516359574,
            617288.3992457689,
            140306.3523901883,
            3804620.7294096225,
            1369036.216605435,
            2435584.512804188
        ],
        [
            757.594752,
            617.288399,
            140.306352,
            3804.620729,
            1369.036217,
            2435.584513
        ],
        [
            0.363718,
            0.296357,
            0.06736,
            0.176098,
            0.129094,
            0.155336
        ],
        [
            113.529412,
            113.529412,
            113.529412,
            113.529412,
            113.529412,
            113.529412
        ],
        [
            -140196,
            -131202,
            -111950,
            -2973183,
            -2747257,
            -1224781
        ],
        [
            1.763138,
            2.150283,
            1.307625,
            1.237315,
            1.140127,
            1.38895
        ],
        [
            223,
            112,
            111,
            223,
            112,
            111
        ],
        [
            93,
            45,
            48,
            93,
            45,
            48
        ],
        [
            130,
            67,
            63,
            130,
            67,
            63
        ],
        [
            41.704036,
            40.178571,
            43.243243,
            41.704036,
            40.178571,
            43.243243
        ],
        [
            2.464602,
            3.201533,
            1.716258,
            1.729581,
            1.697522,
            1.822997
        ],
        [
            208848,
            208848,
            48465,
            2499637,
            2499637,
            1120021
        ],
        [
            -36547,
            -36547,
            -28843,
            -1104673,
            -1104673,
            -626437
        ],
        [
            110,
            110,
            111,
            110,
            110,
            111
        ],
        [
            170,
            170,
            169,
            170,
            170,
            169
        ],
        [
            68,
            69,
            67,
            68,
            69,
            67
        ],
        [
            24719,
            12358,
            12361,
            24719,
            12358,
            12361
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            378113,
            282024,
            -197037,
            237104,
            -89616,
            234289
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ZIL_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 24995,
    "evaluation_days": 2082.92,
    "actual_first_datapoint_time": 1579298400000,
    "first_datapoint_time": 1580083200000,
    "last_datapoint_time": 1759327200000,
    "evaluation_time": 1759330213450,
    "expiration_time": 1765805904000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 210,
            "offset": 0,
            "poles": 3
        }
    },
    "second_band": {
        "type": "sma",
        "factors": {
            "length": 110,
            "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)