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Trade: ZIL/USDT/720/VWMA/PSAR/3455

Strategy
ZIL/USDT/720/VWMA/PSAR/3455
Pair
ZIL_USDT
Interval
12h
Score
497394
Daily Profit
0.302017
Profit Factor
1.747657
Profitability
52.717391
Streak
0.000000
Best Strategy
Training Data Length
2421.000000
Evaluation Time
2025-10-05 23:33
Expiration Time
2025-12-17 05:07

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 731182.0828 598795.41 132386.6728 1189249.9338 -52624.0182 1241873.952
Total P&L (%) 731.1821 598.7954 132.3867 1189.2499 -52.624 1241.874
Avg Daily Profit (%) 0.302 0.2473 0.0547 0.1057 -0.0309 0.1073
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -177705 -88959 -146076 -1687702 -1863811 -815908
Profit Factor 1.7477 2.1381 1.293 1.1221 0.991 1.3176
Total Trades 184 92 92 184 92 92
Winning Trades 97 48 49 97 48 49
Losing Trades 87 44 43 87 44 43
Profitability (%) 52.7174 52.1739 53.2609 52.7174 52.1739 53.2609
Ratio Avg Win / Avg Loss 1.5675 1.9599 1.1347 1.0065 0.9084 1.1563
Largest Winning Trade 258129 258129 66533 794148 794148 775006
Largest Losing Trade -40743 -37755 -40743 -724184 -724184 -580921
Avg Bars in Trades 25 20 31 25 20 31
Avg Bars in Winners 28 20 37 28 20 37
Avg Bars in Losers 22 20 23 22 20 23
Bars Traded 4717 1857 2860 4717 1857 2860
Profit Streak 0 0 21.8567 0 0 21.8567
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 497394 459363 -119190 -136095 -580526 -48450
Evaluation Data
{
    "trading_pair": "ZIL_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4842,
    "evaluation_days": 2421,
    "actual_first_datapoint_time": 1550534400000,
    "first_datapoint_time": 1555113600000,
    "last_datapoint_time": 1759665600000,
    "evaluation_time": 1759696418847,
    "expiration_time": 1765940832000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 107,
            "offset": 0
        }
    },
    "second_band": {
        "type": "psar",
        "factors": {
            "length": 0,
            "offset": 0,
            "af": 0,
            "af0": 0,
            "max_af": 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": [
        [
            731182.0828104969,
            598795.4100460246,
            132386.6727644726,
            1189249.9337838644,
            -52624.0182055307,
            1241873.951989395
        ],
        [
            731.182083,
            598.79541,
            132.386673,
            1189.249934,
            -52.624018,
            1241.873952
        ],
        [
            0.302017,
            0.247334,
            0.054683,
            0.105659,
            -0.030853,
            0.107313
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -177705,
            -88959,
            -146076,
            -1687702,
            -1863811,
            -815908
        ],
        [
            1.747657,
            2.138064,
            1.293013,
            1.122136,
            0.990969,
            1.317603
        ],
        [
            184,
            92,
            92,
            184,
            92,
            92
        ],
        [
            97,
            48,
            49,
            97,
            48,
            49
        ],
        [
            87,
            44,
            43,
            87,
            44,
            43
        ],
        [
            52.717391,
            52.173913,
            53.26087,
            52.717391,
            52.173913,
            53.26087
        ],
        [
            1.567487,
            1.959892,
            1.134685,
            1.006452,
            0.908388,
            1.156263
        ],
        [
            258129,
            258129,
            66533,
            794148,
            794148,
            775006
        ],
        [
            -40743,
            -37755,
            -40743,
            -724184,
            -724184,
            -580921
        ],
        [
            25,
            20,
            31,
            25,
            20,
            31
        ],
        [
            28,
            20,
            37,
            28,
            20,
            37
        ],
        [
            22,
            20,
            23,
            22,
            20,
            23
        ],
        [
            4717,
            1857,
            2860,
            4717,
            1857,
            2860
        ],
        [
            0,
            0,
            21.8567,
            0,
            0,
            21.8567
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            497394,
            459363,
            -119190,
            -136095,
            -580526,
            -48450
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ZIL_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4842,
    "evaluation_days": 2421,
    "actual_first_datapoint_time": 1550534400000,
    "first_datapoint_time": 1555113600000,
    "last_datapoint_time": 1759665600000,
    "evaluation_time": 1759696418847,
    "expiration_time": 1765940832000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 107,
            "offset": 0
        }
    },
    "second_band": {
        "type": "psar",
        "factors": {
            "length": 0,
            "offset": 0,
            "af": 0,
            "af0": 0,
            "max_af": 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)