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Trade: ZEC/USDT/720/MIDPRICE/RMA/8909

Strategy
ZEC/USDT/720/MIDPRICE/RMA/8909
Pair
ZEC_USDT
Interval
12h
Score
443734
Daily Profit
0.147662
Profit Factor
3.476701
Profitability
59.375000
Streak
0.000000
Best Strategy
Training Data Length
2395.000000
Evaluation Time
2025-10-09 18:19
Expiration Time
2025-12-20 10:24

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 553103.7668 336472.9477 216630.8192 5199173.3408 3325688.7048 1873484.636
Total P&L (%) 553.1038 336.4729 216.6308 5199.1733 3325.6887 1873.4846
Avg Daily Profit (%) 0.2309 0.1405 0.0905 0.1659 0.1477 0.1246
Buy And Hold Return (%) 214.5933 214.5933 214.5933 214.5933 214.5933 214.5933
Max Trade Drawdown -61301 -83126 -81081 -789189 -789189 -327557
Profit Factor 3.1746 3.4217 2.8771 3.5792 3.4767 3.7837
Total Trades 64 32 32 64 32 32
Winning Trades 41 19 22 41 19 22
Losing Trades 23 13 10 23 13 10
Profitability (%) 64.0625 59.375 68.75 64.0625 59.375 68.75
Ratio Avg Win / Avg Loss 1.7809 2.3411 1.3078 2.0078 2.3788 1.7199
Largest Winning Trade 88081 88081 44946 1426270 1426270 931873
Largest Losing Trade -45651 -42136 -45651 -789189 -789189 -327557
Avg Bars in Trades 71 74 68 71 74 68
Avg Bars in Winners 59 51 66 59 51 66
Avg Bars in Losers 93 109 73 93 109 73
Bars Traded 4587 2389 2198 4587 2389 2198
Profit Streak 0 0 347.1385 0 0 347.1385
Trades During Streak 0 0 2 0 0 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -130794 -7528 -227283 -127177 443734 -15986
Evaluation Data
{
    "trading_pair": "ZEC_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4790,
    "evaluation_days": 2395,
    "actual_first_datapoint_time": 1553126400000,
    "first_datapoint_time": 1556236800000,
    "last_datapoint_time": 1760011200000,
    "evaluation_time": 1760023170263,
    "expiration_time": 1766219040000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 73,
            "offset": 0
        }
    },
    "second_band": {
        "type": "rma",
        "factors": {
            "length": 73,
            "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": [
        [
            553103.7668369652,
            336472.9476797628,
            216630.8191572027,
            5199173.340801892,
            3325688.704766796,
            1873484.636035097
        ],
        [
            553.103767,
            336.472948,
            216.630819,
            5199.173341,
            3325.688705,
            1873.484636
        ],
        [
            0.230941,
            0.14049,
            0.090451,
            0.165905,
            0.147662,
            0.124603
        ],
        [
            214.593341,
            214.593341,
            214.593341,
            214.593341,
            214.593341,
            214.593341
        ],
        [
            -61301,
            -83126,
            -81081,
            -789189,
            -789189,
            -327557
        ],
        [
            3.174579,
            3.421678,
            2.877091,
            3.5792,
            3.476701,
            3.783703
        ],
        [
            64,
            32,
            32,
            64,
            32,
            32
        ],
        [
            41,
            19,
            22,
            41,
            19,
            22
        ],
        [
            23,
            13,
            10,
            23,
            13,
            10
        ],
        [
            64.0625,
            59.375,
            68.75,
            64.0625,
            59.375,
            68.75
        ],
        [
            1.780862,
            2.341148,
            1.307769,
            2.007844,
            2.378795,
            1.719865
        ],
        [
            88081,
            88081,
            44946,
            1426270,
            1426270,
            931873
        ],
        [
            -45651,
            -42136,
            -45651,
            -789189,
            -789189,
            -327557
        ],
        [
            71,
            74,
            68,
            71,
            74,
            68
        ],
        [
            59,
            51,
            66,
            59,
            51,
            66
        ],
        [
            93,
            109,
            73,
            93,
            109,
            73
        ],
        [
            4587,
            2389,
            2198,
            4587,
            2389,
            2198
        ],
        [
            0,
            0,
            347.138545,
            0,
            0,
            347.138545
        ],
        [
            0,
            0,
            2,
            0,
            0,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -130794,
            -7528,
            -227283,
            -127177,
            443734,
            -15986
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ZEC_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4790,
    "evaluation_days": 2395,
    "actual_first_datapoint_time": 1553126400000,
    "first_datapoint_time": 1556236800000,
    "last_datapoint_time": 1760011200000,
    "evaluation_time": 1760023170263,
    "expiration_time": 1766219040000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 73,
            "offset": 0
        }
    },
    "second_band": {
        "type": "rma",
        "factors": {
            "length": 73,
            "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)