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Trade: ZEC/USDT/120/MIDPRICE/ZLMA/5703

Strategy
ZEC/USDT/120/MIDPRICE/ZLMA/5703
Pair
ZEC_USDT
Interval
2h
Score
307452
Daily Profit
0.160427
Profit Factor
1.681222
Profitability
55.932203
Streak
46.651662
Best Strategy
Training Data Length
2083.330000
Evaluation Time
2025-10-03 12:38
Expiration Time
2025-12-17 10:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 357213.9342 334222.0578 22991.8764 66258.5213 372060.3933 -305801.8721
Total P&L (%) 357.2139 334.2221 22.9919 66.2585 372.0604 -305.8019
Avg Daily Profit (%) 0.1715 0.1604 0.011 0.0244 0.0745 0
Buy And Hold Return (%) 103.8781 103.8781 103.8781 103.8781 103.8781 103.8781
Max Trade Drawdown -155817 -139562 -140983 -526366 -169509 -471125
Profit Factor 1.3417 1.6812 1.0414 1.0376 1.4457 0.6697
Total Trades 236 118 118 236 118 118
Winning Trades 132 66 66 132 66 66
Losing Trades 104 52 52 104 52 52
Profitability (%) 55.9322 55.9322 55.9322 55.9322 55.9322 55.9322
Ratio Avg Win / Avg Loss 1.0571 1.3246 0.8205 0.8175 1.139 0.5276
Largest Winning Trade 89682 89682 46139 116274 116274 100503
Largest Losing Trade -70988 -36532 -70988 -187921 -119237 -187921
Avg Bars in Trades 104 104 103 104 104 103
Avg Bars in Winners 111 110 111 111 110 111
Avg Bars in Losers 95 96 94 95 96 94
Bars Traded 24566 12301 12265 24566 12301 12265
Profit Streak 2.6517 46.6517 0 2.6517 46.6517 0
Trades During Streak 1 6 0 1 6 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 198862 307452 -519952 -506313 -92963 -580249
Evaluation Data
{
    "trading_pair": "ZEC_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 2083.33,
    "actual_first_datapoint_time": 1579413600000,
    "first_datapoint_time": 1580961600000,
    "last_datapoint_time": 1759478400000,
    "evaluation_time": 1759484303597,
    "expiration_time": 1765958400000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 213,
            "offset": 0
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 216,
            "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": [
        [
            357213.9342370728,
            334222.0578032583,
            22991.8764338146,
            66258.5212502219,
            372060.3933462075,
            -305801.8720959856
        ],
        [
            357.213934,
            334.222058,
            22.991876,
            66.258521,
            372.060393,
            -305.801872
        ],
        [
            0.171463,
            0.160427,
            0.011036,
            0.024405,
            0.074521,
            0
        ],
        [
            103.878116,
            103.878116,
            103.878116,
            103.878116,
            103.878116,
            103.878116
        ],
        [
            -155817,
            -139562,
            -140983,
            -526366,
            -169509,
            -471125
        ],
        [
            1.34168,
            1.681222,
            1.041439,
            1.037632,
            1.445656,
            0.669696
        ],
        [
            236,
            118,
            118,
            236,
            118,
            118
        ],
        [
            132,
            66,
            66,
            132,
            66,
            66
        ],
        [
            104,
            52,
            52,
            104,
            52,
            52
        ],
        [
            55.932203,
            55.932203,
            55.932203,
            55.932203,
            55.932203,
            55.932203
        ],
        [
            1.057081,
            1.324599,
            0.820527,
            0.817529,
            1.139002,
            0.52764
        ],
        [
            89682,
            89682,
            46139,
            116274,
            116274,
            100503
        ],
        [
            -70988,
            -36532,
            -70988,
            -187921,
            -119237,
            -187921
        ],
        [
            104,
            104,
            103,
            104,
            104,
            103
        ],
        [
            111,
            110,
            111,
            111,
            110,
            111
        ],
        [
            95,
            96,
            94,
            95,
            96,
            94
        ],
        [
            24566,
            12301,
            12265,
            24566,
            12301,
            12265
        ],
        [
            2.651662,
            46.651662,
            0,
            2.651662,
            46.651662,
            0
        ],
        [
            1,
            6,
            0,
            1,
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            0
        ],
        [
            0.8,
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            1.45,
            1.45
        ],
        [
            198862,
            307452,
            -519952,
            -506313,
            -92963,
            -580249
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ZEC_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 2083.33,
    "actual_first_datapoint_time": 1579413600000,
    "first_datapoint_time": 1580961600000,
    "last_datapoint_time": 1759478400000,
    "evaluation_time": 1759484303597,
    "expiration_time": 1765958400000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 213,
            "offset": 0
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 216,
            "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)