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Trade: ZEC/USDT/480/SINWMA/VWMA/9286

Strategy
ZEC/USDT/480/SINWMA/VWMA/9286
Pair
ZEC_USDT
Interval
8h
Score
333646
Daily Profit
0.243192
Profit Factor
1.848545
Profitability
46.616541
Streak
0.000000
Best Strategy
Training Data Length
2391.670000
Evaluation Time
2025-10-06 14:21
Expiration Time
2025-12-17 04:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 581636.1451 411785.4488 169850.6963 2061931.1051 2101376.8888 -39445.7837
Total P&L (%) 581.6361 411.7854 169.8507 2061.9311 2101.3769 -39.4458
Avg Daily Profit (%) 0.2432 0.1722 0.071 0.1286 0.1294 -0.021
Buy And Hold Return (%) 126.2754 126.2754 126.2754 126.2754 126.2754 126.2754
Max Trade Drawdown -147815 -73916 -141019 -1649123 -1009361 -1120548
Profit Factor 1.8485 2.133 1.5275 1.3218 1.6719 0.988
Total Trades 133 66 67 133 66 67
Winning Trades 62 28 34 62 28 34
Losing Trades 71 38 33 71 38 33
Profitability (%) 46.6165 42.4242 50.7463 46.6165 42.4242 50.7463
Ratio Avg Win / Avg Loss 2.1169 2.8947 1.4826 1.5137 2.269 0.9589
Largest Winning Trade 117229 117229 50175 1503627 1503627 597962
Largest Losing Trade -39583 -39583 -33511 -738191 -635627 -738191
Avg Bars in Trades 51 52 51 51 52 51
Avg Bars in Winners 79 85 75 79 85 75
Avg Bars in Losers 27 27 27 27 27 27
Bars Traded 6914 3443 3471 6914 3443 3471
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 333646 -118843 -271644 -20564 -144157 -697361
Evaluation Data
{
    "trading_pair": "ZEC_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 7175,
    "evaluation_days": 2391.67,
    "actual_first_datapoint_time": 1553126400000,
    "first_datapoint_time": 1554681600000,
    "last_datapoint_time": 1759737600000,
    "evaluation_time": 1759749715249,
    "expiration_time": 1765936800000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 55,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 42,
            "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": [
        [
            581636.1451008404,
            411785.4487647644,
            169850.6963360761,
            2061931.1050943932,
            2101376.888762896,
            -39445.7836685026
        ],
        [
            581.636145,
            411.785449,
            169.850696,
            2061.931105,
            2101.376889,
            -39.445784
        ],
        [
            0.243192,
            0.172175,
            0.071018,
            0.128595,
            0.129352,
            -0.020972
        ],
        [
            126.27537,
            126.27537,
            126.27537,
            126.27537,
            126.27537,
            126.27537
        ],
        [
            -147815,
            -73916,
            -141019,
            -1649123,
            -1009361,
            -1120548
        ],
        [
            1.848545,
            2.132965,
            1.527498,
            1.321781,
            1.671887,
            0.987975
        ],
        [
            133,
            66,
            67,
            133,
            66,
            67
        ],
        [
            62,
            28,
            34,
            62,
            28,
            34
        ],
        [
            71,
            38,
            33,
            71,
            38,
            33
        ],
        [
            46.616541,
            42.424242,
            50.746269,
            46.616541,
            42.424242,
            50.746269
        ],
        [
            2.116882,
            2.894738,
            1.482571,
            1.513652,
            2.268989,
            0.958917
        ],
        [
            117229,
            117229,
            50175,
            1503627,
            1503627,
            597962
        ],
        [
            -39583,
            -39583,
            -33511,
            -738191,
            -635627,
            -738191
        ],
        [
            51,
            52,
            51,
            51,
            52,
            51
        ],
        [
            79,
            85,
            75,
            79,
            85,
            75
        ],
        [
            27,
            27,
            27,
            27,
            27,
            27
        ],
        [
            6914,
            3443,
            3471,
            6914,
            3443,
            3471
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            333646,
            -118843,
            -271644,
            -20564,
            -144157,
            -697361
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ZEC_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 7175,
    "evaluation_days": 2391.67,
    "actual_first_datapoint_time": 1553126400000,
    "first_datapoint_time": 1554681600000,
    "last_datapoint_time": 1759737600000,
    "evaluation_time": 1759749715249,
    "expiration_time": 1765936800000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 55,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 42,
            "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)