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Trade: ZEC/USDT/720/MIDPRICE/T3/8025

Strategy
ZEC/USDT/720/MIDPRICE/T3/8025
Pair
ZEC_USDT
Interval
12h
Score
361917
Daily Profit
0.188322
Profit Factor
2.187933
Profitability
51.162791
Streak
68.083434
Best Strategy
Training Data Length
2388.000000
Evaluation Time
2025-10-02 17:00
Expiration Time
2025-12-13 05:21

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 518295.8198 449713.7076 68582.1122 796152.2366 1403341.1196 -607188.883
Total P&L (%) 518.2958 449.7137 68.5821 796.1522 1403.3411 -607.1889
Avg Daily Profit (%) 0.217 0.1883 0.0287 0.0919 0.1136 0
Buy And Hold Return (%) 114.7347 114.7347 114.7347 114.7347 114.7347 114.7347
Max Trade Drawdown -89175 -83476 -103119 -839104 -450023 -967408
Profit Factor 1.5689 2.1879 1.1288 1.1787 1.7735 0.77
Total Trades 172 86 86 172 86 86
Winning Trades 81 44 37 81 44 37
Losing Trades 91 42 49 91 42 49
Profitability (%) 47.093 51.1628 43.0233 47.093 51.1628 43.0233
Ratio Avg Win / Avg Loss 1.7626 2.0885 1.4949 1.3243 1.6929 1.0197
Largest Winning Trade 121960 121960 62960 492408 492408 225495
Largest Losing Trade -47885 -28238 -47885 -413738 -157419 -413738
Avg Bars in Trades 27 25 29 27 25 29
Avg Bars in Winners 37 32 43 37 32 43
Avg Bars in Losers 18 17 18 18 17 18
Bars Traded 4701 2171 2530 4701 2171 2530
Profit Streak 39.5834 68.0834 0 39.5834 68.0834 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 354780 361917 -401884 -93242 -36950 -581870
Evaluation Data
{
    "trading_pair": "ZEC_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4776,
    "evaluation_days": 2388,
    "actual_first_datapoint_time": 1553126400000,
    "first_datapoint_time": 1555372800000,
    "last_datapoint_time": 1759406400000,
    "evaluation_time": 1759413608685,
    "expiration_time": 1765596096000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 53,
            "offset": 0
        }
    },
    "second_band": {
        "type": "t3",
        "factors": {
            "length": 8,
            "offset": 0,
            "a": 0.73093
        }
    }
}
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": [
        [
            518295.8197714251,
            449713.7076023391,
            68582.1121690859,
            796152.2366162792,
            1403341.1196087776,
            -607188.8829924983
        ],
        [
            518.29582,
            449.713708,
            68.582112,
            796.152237,
            1403.34112,
            -607.188883
        ],
        [
            0.217042,
            0.188322,
            0.028719,
            0.091874,
            0.11356,
            0
        ],
        [
            114.734658,
            114.734658,
            114.734658,
            114.734658,
            114.734658,
            114.734658
        ],
        [
            -89175,
            -83476,
            -103119,
            -839104,
            -450023,
            -967408
        ],
        [
            1.56894,
            2.187933,
            1.128813,
            1.178746,
            1.773531,
            0.769996
        ],
        [
            172,
            86,
            86,
            172,
            86,
            86
        ],
        [
            81,
            44,
            37,
            81,
            44,
            37
        ],
        [
            91,
            42,
            49,
            91,
            42,
            49
        ],
        [
            47.093023,
            51.162791,
            43.023256,
            47.093023,
            51.162791,
            43.023256
        ],
        [
            1.762637,
            2.088481,
            1.494914,
            1.32427,
            1.692916,
            1.019724
        ],
        [
            121960,
            121960,
            62960,
            492408,
            492408,
            225495
        ],
        [
            -47885,
            -28238,
            -47885,
            -413738,
            -157419,
            -413738
        ],
        [
            27,
            25,
            29,
            27,
            25,
            29
        ],
        [
            37,
            32,
            43,
            37,
            32,
            43
        ],
        [
            18,
            17,
            18,
            18,
            17,
            18
        ],
        [
            4701,
            2171,
            2530,
            4701,
            2171,
            2530
        ],
        [
            39.583434,
            68.083434,
            0,
            39.583434,
            68.083434,
            0
        ],
        [
            1,
            1,
            0,
            1,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            354780,
            361917,
            -401884,
            -93242,
            -36950,
            -581870
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ZEC_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4776,
    "evaluation_days": 2388,
    "actual_first_datapoint_time": 1553126400000,
    "first_datapoint_time": 1555372800000,
    "last_datapoint_time": 1759406400000,
    "evaluation_time": 1759413608685,
    "expiration_time": 1765596096000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 53,
            "offset": 0
        }
    },
    "second_band": {
        "type": "t3",
        "factors": {
            "length": 8,
            "offset": 0,
            "a": 0.73093
        }
    }
}

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)