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Trade: ZEC/USDT/720/DCL/VWAP/3380

Strategy
ZEC/USDT/720/DCL/VWAP/3380
Pair
ZEC_USDT
Interval
12h
Score
448395
Daily Profit
0.192615
Profit Factor
2.048454
Profitability
55.789474
Streak
0.000000
Best Strategy
Training Data Length
2380.000000
Evaluation Time
2025-09-27 17:57
Expiration Time
2025-12-04 23:36

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 458423.2423 318085.1082 140338.1342 595388.0213 1084887.2374 -489499.2161
Total P&L (%) 458.4232 318.0851 140.3381 595.388 1084.8872 -489.4992
Avg Daily Profit (%) 0.1926 0.1336 0.059 0.0815 0.1039 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -100796 -104198 -94945 -625969 -409017 -898526
Profit Factor 2.0485 2.8135 1.536 1.248 2.4833 0.7068
Total Trades 95 47 48 95 47 48
Winning Trades 53 26 27 53 26 27
Losing Trades 42 21 21 42 21 21
Profitability (%) 55.7895 55.3191 56.25 55.7895 55.3191 56.25
Ratio Avg Win / Avg Loss 1.6233 2.2724 1.1946 0.989 2.0057 0.5497
Largest Winning Trade 108828 108828 61580 366080 366080 161616
Largest Losing Trade -67792 -41853 -67792 -531987 -235410 -531987
Avg Bars in Trades 47 68 26 47 68 26
Avg Bars in Winners 38 51 25 38 51 25
Avg Bars in Losers 58 90 26 58 90 26
Bars Traded 4475 3227 1248 4475 3227 1248
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 448395 -8466 -111482 -84598 -48314 -579601
Evaluation Data
{
    "trading_pair": "ZEC_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4760,
    "evaluation_days": 2380,
    "actual_first_datapoint_time": 1553126400000,
    "first_datapoint_time": 1559347200000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758985047265,
    "expiration_time": 1764884160000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "dcl",
        "factors": {
            "length": 53,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 144
        }
    }
}
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": [
        [
            458423.2423483925,
            318085.1081783674,
            140338.1341700249,
            595388.0213213239,
            1084887.2373780452,
            -489499.2160567209
        ],
        [
            458.423242,
            318.085108,
            140.338134,
            595.388021,
            1084.887237,
            -489.499216
        ],
        [
            0.192615,
            0.133649,
            0.058966,
            0.081516,
            0.103929,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -100796,
            -104198,
            -94945,
            -625969,
            -409017,
            -898526
        ],
        [
            2.048454,
            2.813485,
            1.535974,
            1.247997,
            2.483267,
            0.706776
        ],
        [
            95,
            47,
            48,
            95,
            47,
            48
        ],
        [
            53,
            26,
            27,
            53,
            26,
            27
        ],
        [
            42,
            21,
            21,
            42,
            21,
            21
        ],
        [
            55.789474,
            55.319149,
            56.25,
            55.789474,
            55.319149,
            56.25
        ],
        [
            1.623303,
            2.27243,
            1.194647,
            0.988979,
            2.005716,
            0.549714
        ],
        [
            108828,
            108828,
            61580,
            366080,
            366080,
            161616
        ],
        [
            -67792,
            -41853,
            -67792,
            -531987,
            -235410,
            -531987
        ],
        [
            47,
            68,
            26,
            47,
            68,
            26
        ],
        [
            38,
            51,
            25,
            38,
            51,
            25
        ],
        [
            58,
            90,
            26,
            58,
            90,
            26
        ],
        [
            4475,
            3227,
            1248,
            4475,
            3227,
            1248
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            448395,
            -8466,
            -111482,
            -84598,
            -48314,
            -579601
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ZEC_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4760,
    "evaluation_days": 2380,
    "actual_first_datapoint_time": 1553126400000,
    "first_datapoint_time": 1559347200000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758985047265,
    "expiration_time": 1764884160000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "dcl",
        "factors": {
            "length": 53,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 144
        }
    }
}

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)