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Trade: ZEC/USDT/360/VWMA/JMA/6467

Strategy
ZEC/USDT/360/VWMA/JMA/6467
Pair
ZEC_USDT
Interval
6h
Score
357677
Daily Profit
0.214478
Profit Factor
1.788249
Profitability
44.961240
Streak
0.000000
Best Strategy
Training Data Length
2379.500000
Evaluation Time
2025-09-25 21:34
Expiration Time
2025-12-04 23:14

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 510350.5174 352969.0479 157381.4695 1976496.8256 1744812.6147 231684.2109
Total P&L (%) 510.3505 352.969 157.3815 1976.4968 1744.8126 231.6842
Avg Daily Profit (%) 0.2145 0.1483 0.0661 0.1276 0.1226 0.0504
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -83639 -86940 -89988 -647559 -616619 -763956
Profit Factor 1.7882 2.1894 1.4488 1.4026 1.8238 1.083
Total Trades 129 64 65 129 64 65
Winning Trades 58 27 31 58 27 31
Losing Trades 71 37 34 71 37 34
Profitability (%) 44.9612 42.1875 47.6923 44.9612 42.1875 47.6923
Ratio Avg Win / Avg Loss 2.1891 3.0003 1.589 1.717 2.4993 1.1878
Largest Winning Trade 87064 87064 50368 524688 524688 391315
Largest Losing Trade -31135 -21787 -31135 -298529 -211541 -298529
Avg Bars in Trades 71 65 77 71 65 77
Avg Bars in Winners 108 96 118 108 96 118
Avg Bars in Losers 41 43 40 41 43 40
Bars Traded 9256 4201 5055 9256 4201 5055
Profit Streak 0 62.2739 0 0 62.2739 0
Trades During Streak 0 1 0 0 1 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 357677 -132794 -235091 -22110 -167428 -387402

Evaluation Data

{
    "trading_pair": "ZEC_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 9518,
    "evaluation_days": 2379.5,
    "actual_first_datapoint_time": 1553126400000,
    "first_datapoint_time": 1555005600000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758825265002,
    "expiration_time": 1764882864000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 88,
            "offset": 0
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 50,
            "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": [
        [
            510350.5174146771,
            352969.0478893179,
            157381.4695253594,
            1976496.825632975,
            1744812.614728492,
            231684.2109044828
        ],
        [
            510.350517,
            352.969048,
            157.38147,
            1976.496826,
            1744.812615,
            231.684211
        ],
        [
            0.214478,
            0.148337,
            0.066141,
            0.127556,
            0.122578,
            0.050402
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -83639,
            -86940,
            -89988,
            -647559,
            -616619,
            -763956
        ],
        [
            1.788249,
            2.189398,
            1.448782,
            1.402611,
            1.823794,
            1.083006
        ],
        [
            129,
            64,
            65,
            129,
            64,
            65
        ],
        [
            58,
            27,
            31,
            58,
            27,
            31
        ],
        [
            71,
            37,
            34,
            71,
            37,
            34
        ],
        [
            44.96124,
            42.1875,
            47.692308,
            44.96124,
            42.1875,
            47.692308
        ],
        [
            2.189064,
            3.000286,
            1.588987,
            1.716989,
            2.499273,
            1.187813
        ],
        [
            87064,
            87064,
            50368,
            524688,
            524688,
            391315
        ],
        [
            -31135,
            -21787,
            -31135,
            -298529,
            -211541,
            -298529
        ],
        [
            71,
            65,
            77,
            71,
            65,
            77
        ],
        [
            108,
            96,
            118,
            108,
            96,
            118
        ],
        [
            41,
            43,
            40,
            41,
            43,
            40
        ],
        [
            9256,
            4201,
            5055,
            9256,
            4201,
            5055
        ],
        [
            0,
            62.2739,
            0,
            0,
            62.2739,
            0
        ],
        [
            0,
            1,
            0,
            0,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            357677,
            -132794,
            -235091,
            -22110,
            -167428,
            -387402
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ZEC_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 9518,
    "evaluation_days": 2379.5,
    "actual_first_datapoint_time": 1553126400000,
    "first_datapoint_time": 1555005600000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758825265002,
    "expiration_time": 1764882864000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 88,
            "offset": 0
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 50,
            "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)