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Trade: ZEC/USDT/480/HILO/VWMA/6720

Strategy
ZEC/USDT/480/HILO/VWMA/6720
Pair
ZEC_USDT
Interval
8h
Score
315121
Daily Profit
0.175534
Profit Factor
1.268821
Profitability
43.366337
Streak
0.000000
Best Strategy
Training Data Length
2384.330000
Evaluation Time
2025-09-29 10:19
Expiration Time
2025-12-09 14:43

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 418530.7166 340886.8561 77643.8605 302314.8706 233094.1793 69220.6913
Total P&L (%) 418.5307 340.8869 77.6439 302.3149 233.0942 69.2207
Avg Daily Profit (%) 0.1755 0.143 0.0326 0.0584 0.0505 0.0221
Buy And Hold Return (%) 12.8987 12.8987 12.8987 12.8987 12.8987 12.8987
Max Trade Drawdown -181353 -147828 -58903 -1128070 -906331 -477262
Profit Factor 1.2688 1.3774 1.1188 1.0475 1.0639 1.0255
Total Trades 505 252 253 505 252 253
Winning Trades 219 100 119 219 100 119
Losing Trades 286 152 134 286 152 134
Profitability (%) 43.3663 39.6825 47.0356 43.3663 39.6825 47.0356
Ratio Avg Win / Avg Loss 1.657 2.0937 1.2598 1.3679 1.6171 1.1547
Largest Winning Trade 79254 79254 30493 304915 304915 180774
Largest Losing Trade -40649 -40649 -16285 -272730 -272730 -115149
Avg Bars in Trades 14 20 7 14 20 7
Avg Bars in Winners 18 30 8 18 30 8
Avg Bars in Losers 10 14 6 10 14 6
Bars Traded 7072 5263 1809 7072 5263 1809
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 315121 -3483 -240020 -282899 -277613 -357101
Evaluation Data
{
    "trading_pair": "ZEC_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 7153,
    "evaluation_days": 2384.33,
    "actual_first_datapoint_time": 1553126400000,
    "first_datapoint_time": 1553846400000,
    "last_datapoint_time": 1759104000000,
    "evaluation_time": 1759130393598,
    "expiration_time": 1765284192000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 26,
            "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": [
        [
            418530.7166039184,
            340886.8561042311,
            77643.8604996872,
            302314.8705562936,
            233094.1792977429,
            69220.6912585513
        ],
        [
            418.530717,
            340.886856,
            77.64386,
            302.314871,
            233.094179,
            69.220691
        ],
        [
            0.175534,
            0.14297,
            0.032564,
            0.058401,
            0.050478,
            0.022065
        ],
        [
            12.898703,
            12.898703,
            12.898703,
            12.898703,
            12.898703,
            12.898703
        ],
        [
            -181353,
            -147828,
            -58903,
            -1128070,
            -906331,
            -477262
        ],
        [
            1.268821,
            1.377414,
            1.118777,
            1.047481,
            1.063888,
            1.025462
        ],
        [
            505,
            252,
            253,
            505,
            252,
            253
        ],
        [
            219,
            100,
            119,
            219,
            100,
            119
        ],
        [
            286,
            152,
            134,
            286,
            152,
            134
        ],
        [
            43.366337,
            39.68254,
            47.035573,
            43.366337,
            39.68254,
            47.035573
        ],
        [
            1.657,
            2.09367,
            1.259799,
            1.367943,
            1.61711,
            1.154721
        ],
        [
            79254,
            79254,
            30493,
            304915,
            304915,
            180774
        ],
        [
            -40649,
            -40649,
            -16285,
            -272730,
            -272730,
            -115149
        ],
        [
            14,
            20,
            7,
            14,
            20,
            7
        ],
        [
            18,
            30,
            8,
            18,
            30,
            8
        ],
        [
            10,
            14,
            6,
            10,
            14,
            6
        ],
        [
            7072,
            5263,
            1809,
            7072,
            5263,
            1809
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            315121,
            -3483,
            -240020,
            -282899,
            -277613,
            -357101
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ZEC_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 7153,
    "evaluation_days": 2384.33,
    "actual_first_datapoint_time": 1553126400000,
    "first_datapoint_time": 1553846400000,
    "last_datapoint_time": 1759104000000,
    "evaluation_time": 1759130393598,
    "expiration_time": 1765284192000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 26,
            "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)