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Trade: ZEC/USDT/15/KCL/VWMA/9695

Strategy
ZEC/USDT/15/KCL/VWMA/9695
Pair
ZEC_USDT
Interval
15m
Score
569982
Daily Profit
0.840079
Profit Factor
7.471073
Profitability
55.882353
Streak
43.736067
Best Strategy
Training Data Length
260.420000
Evaluation Time
2025-10-10 13:39
Expiration Time
2025-12-24 12:30

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 367929.3322 357994.403 9934.9292 773561.3089 783388.7733 -9827.4644
Total P&L (%) 367.9293 357.9944 9.9349 773.5613 783.3888 -9.8275
Avg Daily Profit (%) 1.4128 1.3747 0.0382 0.8357 0.8401 -0.0397
Buy And Hold Return (%) 385.2874 385.2874 385.2874 385.2874 385.2874 385.2874
Max Trade Drawdown -34304 -22675 -13074 -59770 -40409 -40217
Profit Factor 4.5817 5.6754 1.3799 4.9477 7.4711 0.8688
Total Trades 69 34 35 69 34 35
Winning Trades 35 19 16 35 19 16
Losing Trades 34 15 19 34 15 19
Profitability (%) 50.7246 55.8824 45.7143 50.7246 55.8824 45.7143
Ratio Avg Win / Avg Loss 4.4508 4.4806 1.6386 4.8063 5.8982 1.0317
Largest Winning Trade 256540 256540 8637 442273 442273 25425
Largest Losing Trade -19520 -19520 -4401 -40217 -29348 -40217
Avg Bars in Trades 345 675 25 345 675 25
Avg Bars in Winners 363 651 21 363 651 21
Avg Bars in Losers 326 704 28 326 704 28
Bars Traded 23840 22951 889 23840 22951 889
Profit Streak 0 43.7361 0 0 43.7361 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 -252309 -143468 -308550 -93185 569982 -581905
Evaluation Data
{
    "trading_pair": "ZEC_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1737593100000,
    "first_datapoint_time": 1737744300000,
    "last_datapoint_time": 1760092200000,
    "evaluation_time": 1760092796205,
    "expiration_time": 1766572200000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "kcl",
        "factors": {
            "length": 95,
            "offset": 0,
            "scalar": 3
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 169,
            "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": [
        [
            367929.3322368489,
            357994.4030360873,
            9934.9292007614,
            773561.3088507938,
            783388.7732730042,
            -9827.4644222105
        ],
        [
            367.929332,
            357.994403,
            9.934929,
            773.561309,
            783.388773,
            -9.827464
        ],
        [
            1.412831,
            1.374681,
            0.03815,
            0.835747,
            0.840079,
            -0.039715
        ],
        [
            385.287356,
            385.287356,
            385.287356,
            385.287356,
            385.287356,
            385.287356
        ],
        [
            -34304,
            -22675,
            -13074,
            -59770,
            -40409,
            -40217
        ],
        [
            4.581726,
            5.675409,
            1.379857,
            4.947703,
            7.471073,
            0.868778
        ],
        [
            69,
            34,
            35,
            69,
            34,
            35
        ],
        [
            35,
            19,
            16,
            35,
            19,
            16
        ],
        [
            34,
            15,
            19,
            34,
            15,
            19
        ],
        [
            50.724638,
            55.882353,
            45.714286,
            50.724638,
            55.882353,
            45.714286
        ],
        [
            4.450819,
            4.480586,
            1.63858,
            4.80634,
            5.898215,
            1.031674
        ],
        [
            256540,
            256540,
            8637,
            442273,
            442273,
            25425
        ],
        [
            -19520,
            -19520,
            -4401,
            -40217,
            -29348,
            -40217
        ],
        [
            345,
            675,
            25,
            345,
            675,
            25
        ],
        [
            363,
            651,
            21,
            363,
            651,
            21
        ],
        [
            326,
            704,
            28,
            326,
            704,
            28
        ],
        [
            23840,
            22951,
            889,
            23840,
            22951,
            889
        ],
        [
            0,
            43.736067,
            0,
            0,
            43.736067,
            0
        ],
        [
            0,
            3,
            0,
            0,
            3,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -252309,
            -143468,
            -308550,
            -93185,
            569982,
            -581905
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ZEC_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1737593100000,
    "first_datapoint_time": 1737744300000,
    "last_datapoint_time": 1760092200000,
    "evaluation_time": 1760092796205,
    "expiration_time": 1766572200000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "kcl",
        "factors": {
            "length": 95,
            "offset": 0,
            "scalar": 3
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 169,
            "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)