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Trade: ZIL/USDT/120/VWMA/JMA/9059

Strategy
ZIL/USDT/120/VWMA/JMA/9059
Pair
ZIL_USDT
Interval
2h
Score
555204
Daily Profit
0.326583
Profit Factor
2.538392
Profitability
52.252252
Streak
38.735764
Best Strategy
Training Data Length
2083.330000
Evaluation Time
2025-10-09 06:39
Expiration Time
2025-12-23 04:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 872112.5768 680380.8798 191731.6969 5567053.5177 8010814.3864 -2443760.8687
Total P&L (%) 872.1126 680.3809 191.7317 5567.0535 8010.8144 -2443.7609
Avg Daily Profit (%) 0.4186 0.3266 0.092 0.194 0.2112 0
Buy And Hold Return (%) 30.2071 30.2071 30.2071 30.2071 30.2071 30.2071
Max Trade Drawdown -105437 -108222 -78688 -11841684 -6199244 -11205618
Profit Factor 1.955 2.5384 1.4071 1.1001 1.3308 0.9222
Total Trades 223 111 112 223 111 112
Winning Trades 117 58 59 117 58 59
Losing Trades 106 53 53 106 53 53
Profitability (%) 52.4664 52.2523 52.6786 52.4664 52.2523 52.6786
Ratio Avg Win / Avg Loss 1.7712 2.3196 1.264 0.9967 1.216 0.8284
Largest Winning Trade 181525 181525 61368 4103036 4103036 2727935
Largest Losing Trade -78688 -37127 -78688 -11205618 -2190360 -11205618
Avg Bars in Trades 110 88 132 110 88 132
Avg Bars in Winners 125 93 158 125 93 158
Avg Bars in Losers 93 83 103 93 83 103
Bars Traded 24608 9811 14796 24608 9811 14796
Profit Streak 0 38.7358 0 0 38.7358 0
Trades During Streak 0 3 0 0 3 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 543834 555204 -69703 -102608 355282 -580687
Evaluation Data
{
    "trading_pair": "ZIL_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 2083.33,
    "actual_first_datapoint_time": 1579910400000,
    "first_datapoint_time": 1581602400000,
    "last_datapoint_time": 1759975200000,
    "evaluation_time": 1759981169991,
    "expiration_time": 1766455200000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 133,
            "offset": 0
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 236,
            "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": [
        [
            872112.5767786285,
            680380.8798497848,
            191731.6969288441,
            5567053.517698801,
            8010814.386358228,
            -2443760.8686594246
        ],
        [
            872.112577,
            680.38088,
            191.731697,
            5567.053518,
            8010.814386,
            -2443.760869
        ],
        [
            0.418615,
            0.326583,
            0.092031,
            0.193976,
            0.211221,
            0
        ],
        [
            30.207065,
            30.207065,
            30.207065,
            30.207065,
            30.207065,
            30.207065
        ],
        [
            -105437,
            -108222,
            -78688,
            -11841684,
            -6199244,
            -11205618
        ],
        [
            1.95502,
            2.538392,
            1.407143,
            1.100102,
            1.330765,
            0.922161
        ],
        [
            223,
            111,
            112,
            223,
            111,
            112
        ],
        [
            117,
            58,
            59,
            117,
            58,
            59
        ],
        [
            106,
            53,
            53,
            106,
            53,
            53
        ],
        [
            52.466368,
            52.252252,
            52.678571,
            52.466368,
            52.252252,
            52.678571
        ],
        [
            1.771215,
            2.319565,
            1.264043,
            0.996673,
            1.216044,
            0.828382
        ],
        [
            181525,
            181525,
            61368,
            4103036,
            4103036,
            2727935
        ],
        [
            -78688,
            -37127,
            -78688,
            -11205618,
            -2190360,
            -11205618
        ],
        [
            110,
            88,
            132,
            110,
            88,
            132
        ],
        [
            125,
            93,
            158,
            125,
            93,
            158
        ],
        [
            93,
            83,
            103,
            93,
            83,
            103
        ],
        [
            24608,
            9811,
            14796,
            24608,
            9811,
            14796
        ],
        [
            0,
            38.735764,
            0,
            0,
            38.735764,
            0
        ],
        [
            0,
            3,
            0,
            0,
            3,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            543834,
            555204,
            -69703,
            -102608,
            355282,
            -580687
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ZIL_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 2083.33,
    "actual_first_datapoint_time": 1579910400000,
    "first_datapoint_time": 1581602400000,
    "last_datapoint_time": 1759975200000,
    "evaluation_time": 1759981169991,
    "expiration_time": 1766455200000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 133,
            "offset": 0
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 236,
            "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)