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Trade: ZEC/USDT/120/SWMA/KCU/2564

Strategy
ZEC/USDT/120/SWMA/KCU/2564
Pair
ZEC_USDT
Interval
2h
Score
304972
Daily Profit
0.154923
Profit Factor
1.584067
Profitability
44.680851
Streak
0.000000
Best Strategy
Training Data Length
2082.500000
Evaluation Time
2025-09-27 16:07
Expiration Time
2025-12-08 15:16

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 322628.0226 264486.4374 58141.5852 195982.5231 206686.3291 -10703.806
Total P&L (%) 322.628 264.4864 58.1416 195.9825 206.6863 -10.7038
Avg Daily Profit (%) 0.1549 0.127 0.0279 0.0521 0.0538 -0.0054
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -202823 -172640 -38795 -1222183 -1072869 -172982
Profit Factor 1.5841 1.6435 1.4113 1.067 1.0924 0.9844
Total Trades 141 70 71 141 70 71
Winning Trades 63 35 28 63 35 28
Losing Trades 78 35 43 78 35 43
Profitability (%) 44.6809 50 39.4366 44.6809 50 39.4366
Ratio Avg Win / Avg Loss 1.9612 1.6435 2.1673 1.3211 1.0924 1.5118
Largest Winning Trade 134914 134914 39153 454552 454552 134016
Largest Losing Trade -37994 -37994 -12343 -423203 -423203 -147731
Avg Bars in Trades 167 323 14 167 323 14
Avg Bars in Winners 235 410 16 235 410 16
Avg Bars in Losers 113 235 13 113 235 13
Bars Traded 23670 22617 1053 23670 22617 1053
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 304972 -114813 -245284 -271819 -334435 -668788
Evaluation Data
{
    "trading_pair": "ZEC_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 24990,
    "evaluation_days": 2082.5,
    "actual_first_datapoint_time": 1578729600000,
    "first_datapoint_time": 1579464000000,
    "last_datapoint_time": 1758722400000,
    "evaluation_time": 1758978432351,
    "expiration_time": 1765199808000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "swma",
        "factors": {
            "length": 103,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcu",
        "factors": {
            "length": 23,
            "offset": 0,
            "scalar": 5
        }
    }
}
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": [
        [
            322628.0225635995,
            264486.4373545846,
            58141.5852090149,
            195982.52308588,
            206686.3290582844,
            -10703.8059724042
        ],
        [
            322.628023,
            264.486437,
            58.141585,
            195.982523,
            206.686329,
            -10.703806
        ],
        [
            0.154923,
            0.127004,
            0.027919,
            0.052121,
            0.053827,
            -0.005436
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -202823,
            -172640,
            -38795,
            -1222183,
            -1072869,
            -172982
        ],
        [
            1.584067,
            1.643496,
            1.411282,
            1.067013,
            1.092352,
            0.984409
        ],
        [
            141,
            70,
            71,
            141,
            70,
            71
        ],
        [
            63,
            35,
            28,
            63,
            35,
            28
        ],
        [
            78,
            35,
            43,
            78,
            35,
            43
        ],
        [
            44.680851,
            50,
            39.43662,
            44.680851,
            50,
            39.43662
        ],
        [
            1.961226,
            1.643496,
            2.167325,
            1.321064,
            1.092352,
            1.51177
        ],
        [
            134914,
            134914,
            39153,
            454552,
            454552,
            134016
        ],
        [
            -37994,
            -37994,
            -12343,
            -423203,
            -423203,
            -147731
        ],
        [
            167,
            323,
            14,
            167,
            323,
            14
        ],
        [
            235,
            410,
            16,
            235,
            410,
            16
        ],
        [
            113,
            235,
            13,
            113,
            235,
            13
        ],
        [
            23670,
            22617,
            1053,
            23670,
            22617,
            1053
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            304972,
            -114813,
            -245284,
            -271819,
            -334435,
            -668788
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ZEC_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 24990,
    "evaluation_days": 2082.5,
    "actual_first_datapoint_time": 1578729600000,
    "first_datapoint_time": 1579464000000,
    "last_datapoint_time": 1758722400000,
    "evaluation_time": 1758978432351,
    "expiration_time": 1765199808000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "swma",
        "factors": {
            "length": 103,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcu",
        "factors": {
            "length": 23,
            "offset": 0,
            "scalar": 5
        }
    }
}

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)