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Trade: ZEC/USDT/120/SSF/PWMA/4260

Strategy
ZEC/USDT/120/SSF/PWMA/4260
Pair
ZEC_USDT
Interval
2h
Score
313212
Daily Profit
0.178232
Profit Factor
1.273669
Profitability
44.493392
Streak
0.000000
Best Strategy
Training Data Length
2082.500000
Evaluation Time
2025-09-26 23:11
Expiration Time
2025-12-08 15:16

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 371168.5231 309500.6952 61667.8279 343890.9131 327879.17 16011.7431
Total P&L (%) 371.1685 309.5007 61.6678 343.8909 327.8792 16.0117
Avg Daily Profit (%) 0.1782 0.1486 0.0296 0.0716 0.0698 0.0071
Buy And Hold Return (%) 52.2425 52.2425 52.2425 52.2425 52.2425 52.2425
Max Trade Drawdown -168222 -137900 -95287 -668247 -623727 -409501
Profit Factor 1.2737 1.4595 1.0903 1.073 1.1387 1.0068
Total Trades 454 227 227 454 227 227
Winning Trades 202 99 103 202 99 103
Losing Trades 252 128 124 252 128 124
Profitability (%) 44.4934 43.6123 45.3744 44.4934 43.6123 45.3744
Ratio Avg Win / Avg Loss 1.5889 1.887 1.3126 1.3386 1.4723 1.2121
Largest Winning Trade 54525 54525 50067 168960 168960 140356
Largest Losing Trade -20612 -17548 -20612 -120173 -103792 -120173
Avg Bars in Trades 54 56 53 54 56 53
Avg Bars in Winners 78 83 73 78 83 73
Avg Bars in Losers 35 35 36 35 35 36
Bars Traded 24863 12808 12055 24863 12808 12055
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 313212 178356 -385294 -237629 -169945 -563267
Evaluation Data
{
    "trading_pair": "ZEC_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 24990,
    "evaluation_days": 2082.5,
    "actual_first_datapoint_time": 1578729600000,
    "first_datapoint_time": 1578902400000,
    "last_datapoint_time": 1758722400000,
    "evaluation_time": 1758917507127,
    "expiration_time": 1765199808000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 165,
            "offset": 0,
            "poles": 3
        }
    },
    "second_band": {
        "type": "pwma",
        "factors": {
            "length": 25,
            "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": [
        [
            371168.5231320414,
            309500.6952268534,
            61667.8279051881,
            343890.9130687932,
            327879.1699888775,
            16011.7430799162
        ],
        [
            371.168523,
            309.500695,
            61.667828,
            343.890913,
            327.87917,
            16.011743
        ],
        [
            0.178232,
            0.14862,
            0.029612,
            0.071594,
            0.069828,
            0.007132
        ],
        [
            52.242525,
            52.242525,
            52.242525,
            52.242525,
            52.242525,
            52.242525
        ],
        [
            -168222,
            -137900,
            -95287,
            -668247,
            -623727,
            -409501
        ],
        [
            1.273669,
            1.459453,
            1.090338,
            1.072993,
            1.138744,
            1.006819
        ],
        [
            454,
            227,
            227,
            454,
            227,
            227
        ],
        [
            202,
            99,
            103,
            202,
            99,
            103
        ],
        [
            252,
            128,
            124,
            252,
            128,
            124
        ],
        [
            44.493392,
            43.612335,
            45.374449,
            44.493392,
            43.612335,
            45.374449
        ],
        [
            1.588934,
            1.88697,
            1.312639,
            1.338585,
            1.472315,
            1.212093
        ],
        [
            54525,
            54525,
            50067,
            168960,
            168960,
            140356
        ],
        [
            -20612,
            -17548,
            -20612,
            -120173,
            -103792,
            -120173
        ],
        [
            54,
            56,
            53,
            54,
            56,
            53
        ],
        [
            78,
            83,
            73,
            78,
            83,
            73
        ],
        [
            35,
            35,
            36,
            35,
            35,
            36
        ],
        [
            24863,
            12808,
            12055,
            24863,
            12808,
            12055
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            313212,
            178356,
            -385294,
            -237629,
            -169945,
            -563267
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ZEC_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 24990,
    "evaluation_days": 2082.5,
    "actual_first_datapoint_time": 1578729600000,
    "first_datapoint_time": 1578902400000,
    "last_datapoint_time": 1758722400000,
    "evaluation_time": 1758917507127,
    "expiration_time": 1765199808000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 165,
            "offset": 0,
            "poles": 3
        }
    },
    "second_band": {
        "type": "pwma",
        "factors": {
            "length": 25,
            "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)