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Trade: ZIL/USDT/480/PWMA/VWAP/5953

Strategy
ZIL/USDT/480/PWMA/VWAP/5953
Pair
ZIL_USDT
Interval
8h
Score
411897
Daily Profit
0.387753
Profit Factor
3.169753
Profitability
38.317757
Streak
0.000000
Best Strategy
Training Data Length
2421.670000
Evaluation Time
2025-10-07 02:39
Expiration Time
2025-12-18 09:36

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 939011.0155 702847.8437 236163.1719 10411294.1329 2475661.7029 7935632.4301
Total P&L (%) 939.011 702.8478 236.1632 10411.2941 2475.6617 7935.6324
Avg Daily Profit (%) 0.3878 0.2902 0.0975 0.1924 0.1342 0.1813
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -64268 -60524 -93746 -3803262 -2788764 -1014497
Profit Factor 3.1698 4.0278 2.177 1.8551 1.3314 2.6867
Total Trades 107 54 53 107 54 53
Winning Trades 41 18 23 41 18 23
Losing Trades 66 36 30 66 36 30
Profitability (%) 38.3178 33.3333 43.3962 38.3178 33.3333 43.3962
Ratio Avg Win / Avg Loss 5.1025 8.0556 2.8396 2.9862 2.6627 3.5044
Largest Winning Trade 367448 367448 68464 4073324 3175377 4073324
Largest Losing Trade -24789 -15648 -24789 -1328193 -1328193 -688614
Avg Bars in Trades 64 55 74 64 55 74
Avg Bars in Winners 132 116 144 132 116 144
Avg Bars in Losers 23 25 20 23 25 20
Bars Traded 6945 3014 3931 6945 3014 3931
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 411897 -170923 -241259 260453 -198829 -169620
Evaluation Data
{
    "trading_pair": "ZIL_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 7265,
    "evaluation_days": 2421.67,
    "actual_first_datapoint_time": 1550563200000,
    "first_datapoint_time": 1556697600000,
    "last_datapoint_time": 1759766400000,
    "evaluation_time": 1759793998991,
    "expiration_time": 1766043360000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 214,
            "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": [
        [
            939011.015535644,
            702847.8436777386,
            236163.1718579053,
            10411294.13294036,
            2475661.702887554,
            7935632.430052803
        ],
        [
            939.011016,
            702.847844,
            236.163172,
            10411.294133,
            2475.661703,
            7935.63243
        ],
        [
            0.387753,
            0.290233,
            0.097521,
            0.192409,
            0.134241,
            0.181298
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -64268,
            -60524,
            -93746,
            -3803262,
            -2788764,
            -1014497
        ],
        [
            3.169753,
            4.027793,
            2.177043,
            1.85505,
            1.331354,
            2.686679
        ],
        [
            107,
            54,
            53,
            107,
            54,
            53
        ],
        [
            41,
            18,
            23,
            41,
            18,
            23
        ],
        [
            66,
            36,
            30,
            66,
            36,
            30
        ],
        [
            38.317757,
            33.333333,
            43.396226,
            38.317757,
            33.333333,
            43.396226
        ],
        [
            5.10253,
            8.055586,
            2.839621,
            2.986178,
            2.662707,
            3.504364
        ],
        [
            367448,
            367448,
            68464,
            4073324,
            3175377,
            4073324
        ],
        [
            -24789,
            -15648,
            -24789,
            -1328193,
            -1328193,
            -688614
        ],
        [
            64,
            55,
            74,
            64,
            55,
            74
        ],
        [
            132,
            116,
            144,
            132,
            116,
            144
        ],
        [
            23,
            25,
            20,
            23,
            25,
            20
        ],
        [
            6945,
            3014,
            3931,
            6945,
            3014,
            3931
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            411897,
            -170923,
            -241259,
            260453,
            -198829,
            -169620
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ZIL_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 7265,
    "evaluation_days": 2421.67,
    "actual_first_datapoint_time": 1550563200000,
    "first_datapoint_time": 1556697600000,
    "last_datapoint_time": 1759766400000,
    "evaluation_time": 1759793998991,
    "expiration_time": 1766043360000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 214,
            "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)