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Trade: ZEC/USDT/720/ZLMA/HWMA/3927

Strategy
ZEC/USDT/720/ZLMA/HWMA/3927
Pair
ZEC_USDT
Interval
12h
Score
358779
Daily Profit
0.159467
Profit Factor
1.205346
Profitability
53.648069
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 379530.5082 336119.0203 43411.4878 -11252.5662 -7898.7539 -3353.8123
Total P&L (%) 379.5305 336.119 43.4115 -11.2526 -7.8988 -3.3538
Avg Daily Profit (%) 0.1595 0.1412 0.0182 -0.005 -0.0035 -0.0014
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -207633 -92034 -173141 -383024 -225935 -213045
Profit Factor 1.2053 1.3999 1.0431 0.9934 0.991 0.9959
Total Trades 466 233 233 466 233 233
Winning Trades 250 126 124 250 126 124
Losing Trades 216 107 109 216 107 109
Profitability (%) 53.6481 54.0773 53.2189 53.6481 54.0773 53.2189
Ratio Avg Win / Avg Loss 1.0414 1.1888 0.9169 0.8583 0.8416 0.8755
Largest Winning Trade 54939 43482 54939 41796 41607 41796
Largest Losing Trade -79918 -26681 -79918 -57129 -57129 -48662
Avg Bars in Trades 9 9 9 9 9 9
Avg Bars in Winners 9 9 9 9 9 9
Avg Bars in Losers 9 9 9 9 9 9
Bars Traded 4614 2307 2307 4614 2307 2307
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 358779 -2340 -343856 -577591 -579307 -579419
Evaluation Data
{
    "trading_pair": "ZEC_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4760,
    "evaluation_days": 2380,
    "actual_first_datapoint_time": 1553126400000,
    "first_datapoint_time": 1559260800000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758985047412,
    "expiration_time": 1764884160000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 143,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.2,
            "nb": 0.32329,
            "nc": 0.43836
        }
    }
}
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": [
        [
            379530.5081734628,
            336119.020332768,
            43411.4878406951,
            -11252.5662046802,
            -7898.7539150502,
            -3353.8122896298
        ],
        [
            379.530508,
            336.11902,
            43.411488,
            -11.252566,
            -7.898754,
            -3.353812
        ],
        [
            0.159467,
            0.141226,
            0.01824,
            -0.005016,
            -0.003457,
            -0.001433
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -207633,
            -92034,
            -173141,
            -383024,
            -225935,
            -213045
        ],
        [
            1.205346,
            1.399922,
            1.043076,
            0.993401,
            0.991043,
            0.995926
        ],
        [
            466,
            233,
            233,
            466,
            233,
            233
        ],
        [
            250,
            126,
            124,
            250,
            126,
            124
        ],
        [
            216,
            107,
            109,
            216,
            107,
            109
        ],
        [
            53.648069,
            54.077253,
            53.218884,
            53.648069,
            54.077253,
            53.218884
        ],
        [
            1.041419,
            1.188822,
            0.916898,
            0.858298,
            0.8416,
            0.875451
        ],
        [
            54939,
            43482,
            54939,
            41796,
            41607,
            41796
        ],
        [
            -79918,
            -26681,
            -79918,
            -57129,
            -57129,
            -48662
        ],
        [
            9,
            9,
            9,
            9,
            9,
            9
        ],
        [
            9,
            9,
            9,
            9,
            9,
            9
        ],
        [
            9,
            9,
            9,
            9,
            9,
            9
        ],
        [
            4614,
            2307,
            2307,
            4614,
            2307,
            2307
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            358779,
            -2340,
            -343856,
            -577591,
            -579307,
            -579419
        ]
    ]
}
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": 1559260800000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758985047412,
    "expiration_time": 1764884160000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 143,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.2,
            "nb": 0.32329,
            "nc": 0.43836
        }
    }
}

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)