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Trade: ZEC/USDT/720/PSAR/VWAP/3724

Strategy
ZEC/USDT/720/PSAR/VWAP/3724
Pair
ZEC_USDT
Interval
12h
Score
341662
Daily Profit
0.197402
Profit Factor
1.305083
Profitability
43.271768
Streak
25.264759
Best Strategy
Training Data Length
2387.000000
Evaluation Time
2025-10-01 21:21
Expiration Time
2025-12-12 04:38

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 471198.3819 397409.0624 73789.3195 477077.0834 369907.588 107169.4954
Total P&L (%) 471.1984 397.4091 73.7893 477.0771 369.9076 107.1695
Avg Daily Profit (%) 0.1974 0.1665 0.0309 0.0735 0.0648 0.0305
Buy And Hold Return (%) 64.1827 64.1827 64.1827 64.1827 64.1827 64.1827
Max Trade Drawdown -120125 -113415 -181779 -1664827 -1276504 -1035049
Profit Factor 1.3051 1.5447 1.0906 1.0471 1.0731 1.0211
Total Trades 379 189 190 379 189 190
Winning Trades 164 86 78 164 86 78
Losing Trades 215 103 112 215 103 112
Profitability (%) 43.2718 45.5026 41.0526 43.2718 45.5026 41.0526
Ratio Avg Win / Avg Loss 1.7109 1.85 1.5659 1.3727 1.2853 1.4662
Largest Winning Trade 73896 73896 56222 328924 328924 305330
Largest Losing Trade -27170 -23286 -27170 -248981 -208223 -248981
Avg Bars in Trades 12 12 12 12 12 12
Avg Bars in Winners 17 16 18 17 16 18
Avg Bars in Losers 8 8 9 8 8 9
Bars Traded 4745 2288 2457 4745 2288 2457
Profit Streak 25.2648 47.2648 25.2648 25.2648 47.2648 25.2648
Trades During Streak 2 2 1 2 2 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 341662 339755 -392825 -262912 -247286 -360706
Evaluation Data
{
    "trading_pair": "ZEC_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4774,
    "evaluation_days": 2387,
    "actual_first_datapoint_time": 1553126400000,
    "first_datapoint_time": 1553126400000,
    "last_datapoint_time": 1759320000000,
    "evaluation_time": 1759342875234,
    "expiration_time": 1765507104000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "psar",
        "factors": {
            "length": 0,
            "offset": 0,
            "af": 0,
            "af0": 0,
            "max_af": 0
        }
    },
    "second_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "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": [
        [
            471198.3819004842,
            397409.0623605662,
            73789.3195399182,
            477077.0833504659,
            369907.5879586795,
            107169.4953917874
        ],
        [
            471.198382,
            397.409062,
            73.78932,
            477.077083,
            369.907588,
            107.169495
        ],
        [
            0.197402,
            0.166489,
            0.030913,
            0.073458,
            0.064846,
            0.030519
        ],
        [
            64.182734,
            64.182734,
            64.182734,
            64.182734,
            64.182734,
            64.182734
        ],
        [
            -120125,
            -113415,
            -181779,
            -1664827,
            -1276504,
            -1035049
        ],
        [
            1.305083,
            1.544662,
            1.090556,
            1.047101,
            1.073144,
            1.021132
        ],
        [
            379,
            189,
            190,
            379,
            189,
            190
        ],
        [
            164,
            86,
            78,
            164,
            86,
            78
        ],
        [
            215,
            103,
            112,
            215,
            103,
            112
        ],
        [
            43.271768,
            45.502646,
            41.052632,
            43.271768,
            45.502646,
            41.052632
        ],
        [
            1.710933,
            1.850002,
            1.565927,
            1.372724,
            1.285277,
            1.46624
        ],
        [
            73896,
            73896,
            56222,
            328924,
            328924,
            305330
        ],
        [
            -27170,
            -23286,
            -27170,
            -248981,
            -208223,
            -248981
        ],
        [
            12,
            12,
            12,
            12,
            12,
            12
        ],
        [
            17,
            16,
            18,
            17,
            16,
            18
        ],
        [
            8,
            8,
            9,
            8,
            8,
            9
        ],
        [
            4745,
            2288,
            2457,
            4745,
            2288,
            2457
        ],
        [
            25.264759,
            47.264759,
            25.264759,
            25.26476,
            47.26476,
            25.26476
        ],
        [
            2,
            2,
            1,
            2,
            2,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            341662,
            339755,
            -392825,
            -262912,
            -247286,
            -360706
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ZEC_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4774,
    "evaluation_days": 2387,
    "actual_first_datapoint_time": 1553126400000,
    "first_datapoint_time": 1553126400000,
    "last_datapoint_time": 1759320000000,
    "evaluation_time": 1759342875234,
    "expiration_time": 1765507104000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "psar",
        "factors": {
            "length": 0,
            "offset": 0,
            "af": 0,
            "af0": 0,
            "max_af": 0
        }
    },
    "second_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "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)