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Trade: ZEC/USDT/720/DCM/HWMA/6012

Strategy
ZEC/USDT/720/DCM/HWMA/6012
Pair
ZEC_USDT
Interval
12h
Score
346129
Daily Profit
0.204323
Profit Factor
1.587701
Profitability
45.783133
Streak
25.713647
Best Strategy
Training Data Length
2387.500000
Evaluation Time
2025-10-02 08:07
Expiration Time
2025-12-12 17:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 487820.9205 419597.7007 68223.2198 755483.7926 1055738.0804 -300254.2879
Total P&L (%) 487.8209 419.5977 68.2232 755.4838 1055.7381 -300.2543
Avg Daily Profit (%) 0.2043 0.1757 0.0286 0.0899 0.1026 0
Buy And Hold Return (%) 89.8293 89.8293 89.8293 89.8293 89.8293 89.8293
Max Trade Drawdown -119936 -126851 -151128 -546585 -218233 -607101
Profit Factor 1.5877 2.0532 1.158 1.3269 2.0467 0.7695
Total Trades 166 83 83 166 83 83
Winning Trades 76 37 39 76 37 39
Losing Trades 90 46 44 90 46 44
Profitability (%) 45.7831 44.5783 46.988 45.7831 44.5783 46.988
Ratio Avg Win / Avg Loss 1.8802 2.5527 1.3065 1.5713 2.5445 0.8681
Largest Winning Trade 153998 153998 50039 518677 518677 159390
Largest Losing Trade -34724 -25707 -34724 -160328 -160328 -91427
Avg Bars in Trades 28 28 28 28 28 28
Avg Bars in Winners 39 40 39 39 40 39
Avg Bars in Losers 18 18 18 18 18 18
Bars Traded 4715 2365 2350 4715 2365 2350
Profit Streak 25.7136 28.2136 0 25.7136 28.2136 0
Trades During Streak 1 1 0 1 1 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 346129 290478 -368384 -71052 -53377 -582003
Evaluation Data
{
    "trading_pair": "ZEC_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4775,
    "evaluation_days": 2387.5,
    "actual_first_datapoint_time": 1553126400000,
    "first_datapoint_time": 1554811200000,
    "last_datapoint_time": 1759363200000,
    "evaluation_time": 1759381659144,
    "expiration_time": 1765551600000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 40,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.2,
            "nb": 0.1,
            "nc": 0.1
        }
    }
}
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": [
        [
            487820.9205003715,
            419597.7006541016,
            68223.2198462698,
            755483.7925535104,
            1055738.0804478372,
            -300254.2878943267
        ],
        [
            487.820921,
            419.597701,
            68.22322,
            755.483793,
            1055.73808,
            -300.254288
        ],
        [
            0.204323,
            0.175748,
            0.028575,
            0.089946,
            0.102558,
            0
        ],
        [
            89.829303,
            89.829303,
            89.829303,
            89.829303,
            89.829303,
            89.829303
        ],
        [
            -119936,
            -126851,
            -151128,
            -546585,
            -218233,
            -607101
        ],
        [
            1.587701,
            2.053241,
            1.158048,
            1.326906,
            2.046666,
            0.769451
        ],
        [
            166,
            83,
            83,
            166,
            83,
            83
        ],
        [
            76,
            37,
            39,
            76,
            37,
            39
        ],
        [
            90,
            46,
            44,
            90,
            46,
            44
        ],
        [
            45.783133,
            44.578313,
            46.987952,
            45.783133,
            44.578313,
            46.987952
        ],
        [
            1.880173,
            2.552678,
            1.306516,
            1.571336,
            2.544504,
            0.868099
        ],
        [
            153998,
            153998,
            50039,
            518677,
            518677,
            159390
        ],
        [
            -34724,
            -25707,
            -34724,
            -160328,
            -160328,
            -91427
        ],
        [
            28,
            28,
            28,
            28,
            28,
            28
        ],
        [
            39,
            40,
            39,
            39,
            40,
            39
        ],
        [
            18,
            18,
            18,
            18,
            18,
            18
        ],
        [
            4715,
            2365,
            2350,
            4715,
            2365,
            2350
        ],
        [
            25.713647,
            28.213647,
            0,
            25.713647,
            28.213647,
            0
        ],
        [
            1,
            1,
            0,
            1,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            346129,
            290478,
            -368384,
            -71052,
            -53377,
            -582003
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ZEC_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4775,
    "evaluation_days": 2387.5,
    "actual_first_datapoint_time": 1553126400000,
    "first_datapoint_time": 1554811200000,
    "last_datapoint_time": 1759363200000,
    "evaluation_time": 1759381659144,
    "expiration_time": 1765551600000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 40,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.2,
            "nb": 0.1,
            "nc": 0.1
        }
    }
}

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)