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Trade: ZEC/USDT/720/HWMA/DEMA/9680

Strategy
ZEC/USDT/720/HWMA/DEMA/9680
Pair
ZEC_USDT
Interval
12h
Score
481042
Daily Profit
0.279539
Profit Factor
1.466136
Profitability
56.140351
Streak
7.039203
Best Strategy
Training Data Length
2387.000000
Evaluation Time
2025-10-01 15:56
Expiration Time
2025-12-12 04:38

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 667259.501 520115.2292 147144.2719 932957.833 1511682.0645 -578724.2315
Total P&L (%) 667.2595 520.1152 147.1443 932.9578 1511.6821 -578.7242
Avg Daily Profit (%) 0.2795 0.2179 0.0616 0.0979 0.1165 0
Buy And Hold Return (%) 40.5357 40.5357 40.5357 40.5357 40.5357 40.5357
Max Trade Drawdown -208530 -76660 -172848 -4523337 -1860372 -3157199
Profit Factor 1.4661 1.8082 1.1867 1.0585 1.2164 0.9353
Total Trades 342 171 171 342 171 171
Winning Trades 192 98 94 192 98 94
Losing Trades 150 73 77 150 73 77
Profitability (%) 56.1404 57.3099 54.9708 56.1404 57.3099 54.9708
Ratio Avg Win / Avg Loss 1.1454 1.3469 0.9721 0.827 0.9061 0.7662
Largest Winning Trade 64122 64122 30944 478795 475914 478795
Largest Losing Trade -82257 -50568 -82257 -1158084 -1158084 -1123005
Avg Bars in Trades 13 13 13 13 13 13
Avg Bars in Winners 13 13 13 13 13 13
Avg Bars in Losers 13 13 13 13 13 13
Bars Traded 4534 2268 2266 4534 2268 2266
Profit Streak 7.0392 27.0392 0 7.0392 27.0392 0
Trades During Streak 1 2 0 1 2 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 481042 471220 -128674 -216150 -36535 -579515
Evaluation Data
{
    "trading_pair": "ZEC_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4774,
    "evaluation_days": 2387,
    "actual_first_datapoint_time": 1553126400000,
    "first_datapoint_time": 1563321600000,
    "last_datapoint_time": 1759320000000,
    "evaluation_time": 1759323387181,
    "expiration_time": 1765507104000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.2,
            "nb": 0.1,
            "nc": 0.85905
        }
    },
    "second_band": {
        "type": "dema",
        "factors": {
            "length": 237,
            "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": [
        [
            667259.5010354286,
            520115.2291670414,
            147144.2718683877,
            932957.83299362,
            1511682.064527946,
            -578724.2315343263
        ],
        [
            667.259501,
            520.115229,
            147.144272,
            932.957833,
            1511.682065,
            -578.724232
        ],
        [
            0.279539,
            0.217895,
            0.061644,
            0.09787,
            0.116526,
            0
        ],
        [
            40.535688,
            40.535688,
            40.535688,
            40.535688,
            40.535688,
            40.535688
        ],
        [
            -208530,
            -76660,
            -172848,
            -4523337,
            -1860372,
            -3157199
        ],
        [
            1.466136,
            1.80821,
            1.186748,
            1.05854,
            1.216374,
            0.935344
        ],
        [
            342,
            171,
            171,
            342,
            171,
            171
        ],
        [
            192,
            98,
            94,
            192,
            98,
            94
        ],
        [
            150,
            73,
            77,
            150,
            73,
            77
        ],
        [
            56.140351,
            57.309942,
            54.97076,
            56.140351,
            57.309942,
            54.97076
        ],
        [
            1.145418,
            1.346932,
            0.972123,
            0.826984,
            0.906074,
            0.766186
        ],
        [
            64122,
            64122,
            30944,
            478795,
            475914,
            478795
        ],
        [
            -82257,
            -50568,
            -82257,
            -1158084,
            -1158084,
            -1123005
        ],
        [
            13,
            13,
            13,
            13,
            13,
            13
        ],
        [
            13,
            13,
            13,
            13,
            13,
            13
        ],
        [
            13,
            13,
            13,
            13,
            13,
            13
        ],
        [
            4534,
            2268,
            2266,
            4534,
            2268,
            2266
        ],
        [
            7.039203,
            27.039203,
            0,
            7.039203,
            27.039203,
            0
        ],
        [
            1,
            2,
            0,
            1,
            2,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            481042,
            471220,
            -128674,
            -216150,
            -36535,
            -579515
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ZEC_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4774,
    "evaluation_days": 2387,
    "actual_first_datapoint_time": 1553126400000,
    "first_datapoint_time": 1563321600000,
    "last_datapoint_time": 1759320000000,
    "evaluation_time": 1759323387181,
    "expiration_time": 1765507104000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.2,
            "nb": 0.1,
            "nc": 0.85905
        }
    },
    "second_band": {
        "type": "dema",
        "factors": {
            "length": 237,
            "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)