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Trade: ZEC/USDT/360/DCM/ZLMA/5935

Strategy
ZEC/USDT/360/DCM/ZLMA/5935
Pair
ZEC_USDT
Interval
6h
Score
400043
Daily Profit
0.152206
Profit Factor
1.745951
Profitability
54.385965
Streak
66.216350
Best Strategy
Training Data Length
2386.500000
Evaluation Time
2025-10-01 20:11
Expiration Time
2025-12-12 04:16

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 394477.7189 363240.3144 31237.4045 190392.2292 436507.511 -246115.2819
Total P&L (%) 394.4777 363.2403 31.2374 190.3922 436.5075 -246.1153
Avg Daily Profit (%) 0.1653 0.1522 0.0131 0.0447 0.0704 0
Buy And Hold Return (%) 36.1812 36.1812 36.1812 36.1812 36.1812 36.1812
Max Trade Drawdown -171907 -108409 -147312 -792301 -421361 -494192
Profit Factor 1.3656 1.746 1.0528 1.0729 1.3633 0.8254
Total Trades 228 114 114 228 114 114
Winning Trades 118 62 56 118 62 56
Losing Trades 110 52 58 110 52 58
Profitability (%) 51.7544 54.386 49.1228 51.7544 54.386 49.1228
Ratio Avg Win / Avg Loss 1.273 1.4643 1.0904 1.0002 1.1434 0.8549
Largest Winning Trade 72469 72469 64194 242395 242395 145396
Largest Losing Trade -41243 -32286 -41243 -164375 -156711 -164375
Avg Bars in Trades 41 38 43 41 38 43
Avg Bars in Winners 46 41 51 46 41 51
Avg Bars in Losers 35 35 36 35 35 36
Bars Traded 9388 4433 4955 9388 4433 4955
Profit Streak 1.4664 66.2164 0 1.4664 66.2164 0
Trades During Streak 1 3 0 1 3 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 240743 400043 -504218 -275826 -96745 -581370
Evaluation Data
{
    "trading_pair": "ZEC_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 9546,
    "evaluation_days": 2386.5,
    "actual_first_datapoint_time": 1553126400000,
    "first_datapoint_time": 1554919200000,
    "last_datapoint_time": 1759320000000,
    "evaluation_time": 1759338692613,
    "expiration_time": 1765505808000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 78,
            "offset": 0
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 84,
            "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": [
        [
            394477.7188683636,
            363240.3144050578,
            31237.404463306,
            190392.2291573969,
            436507.5110375595,
            -246115.2818801626
        ],
        [
            394.477719,
            363.240314,
            31.237404,
            190.392229,
            436.507511,
            -246.115282
        ],
        [
            0.165296,
            0.152206,
            0.013089,
            0.044681,
            0.070417,
            0
        ],
        [
            36.181185,
            36.181185,
            36.181185,
            36.181185,
            36.181185,
            36.181185
        ],
        [
            -171907,
            -108409,
            -147312,
            -792301,
            -421361,
            -494192
        ],
        [
            1.365578,
            1.745951,
            1.052757,
            1.072921,
            1.363283,
            0.825372
        ],
        [
            228,
            114,
            114,
            228,
            114,
            114
        ],
        [
            118,
            62,
            56,
            118,
            62,
            56
        ],
        [
            110,
            52,
            58,
            110,
            52,
            58
        ],
        [
            51.754386,
            54.385965,
            49.122807,
            51.754386,
            54.385965,
            49.122807
        ],
        [
            1.272996,
            1.464346,
            1.090355,
            1.000181,
            1.143399,
            0.85485
        ],
        [
            72469,
            72469,
            64194,
            242395,
            242395,
            145396
        ],
        [
            -41243,
            -32286,
            -41243,
            -164375,
            -156711,
            -164375
        ],
        [
            41,
            38,
            43,
            41,
            38,
            43
        ],
        [
            46,
            41,
            51,
            46,
            41,
            51
        ],
        [
            35,
            35,
            36,
            35,
            35,
            36
        ],
        [
            9388,
            4433,
            4955,
            9388,
            4433,
            4955
        ],
        [
            1.46635,
            66.21635,
            0,
            1.46635,
            66.21635,
            0
        ],
        [
            1,
            3,
            0,
            1,
            3,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            240743,
            400043,
            -504218,
            -275826,
            -96745,
            -581370
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ZEC_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 9546,
    "evaluation_days": 2386.5,
    "actual_first_datapoint_time": 1553126400000,
    "first_datapoint_time": 1554919200000,
    "last_datapoint_time": 1759320000000,
    "evaluation_time": 1759338692613,
    "expiration_time": 1765505808000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 78,
            "offset": 0
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 84,
            "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)