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Trade: ZEC/USDT/360/HWMA/KCL/5653

Strategy
ZEC/USDT/360/HWMA/KCL/5653
Pair
ZEC_USDT
Interval
6h
Score
429023
Daily Profit
0.206184
Profit Factor
1.899724
Profitability
53.781513
Streak
64.539180
Best Strategy
Training Data Length
2392.500000
Evaluation Time
2025-10-07 15:56
Expiration Time
2025-12-18 08:36

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 566422.4063 493295.6099 73126.7965 388036.4028 916265.8151 -528229.4124
Total P&L (%) 566.4224 493.2956 73.1268 388.0364 916.2658 -528.2294
Avg Daily Profit (%) 0.2367 0.2062 0.0306 0.0663 0.097 0
Buy And Hold Return (%) 89.7231 89.7231 89.7231 89.7231 89.7231 89.7231
Max Trade Drawdown -123777 -110213 -109650 -1238622 -765569 -973210
Profit Factor 1.4487 1.8997 1.1024 1.0729 1.4007 0.826
Total Trades 237 119 118 237 119 118
Winning Trades 132 64 68 132 64 68
Losing Trades 105 55 50 105 55 50
Profitability (%) 55.6962 53.7815 57.6271 55.6962 53.7815 57.6271
Ratio Avg Win / Avg Loss 1.1524 1.6326 0.8106 0.8534 1.2037 0.6074
Largest Winning Trade 147381 147381 42511 290755 290755 215968
Largest Losing Trade -68086 -41113 -68086 -567112 -567112 -339876
Avg Bars in Trades 39 39 39 39 39 39
Avg Bars in Winners 39 39 39 39 39 39
Avg Bars in Losers 39 39 39 39 39 39
Bars Traded 9290 4658 4632 9290 4658 4632
Profit Streak 15.5392 64.5392 0 15.5392 64.5392 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 412082 429023 -426622 -245813 -60768 -580029
Evaluation Data
{
    "trading_pair": "ZEC_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 9570,
    "evaluation_days": 2392.5,
    "actual_first_datapoint_time": 1553126400000,
    "first_datapoint_time": 1558267200000,
    "last_datapoint_time": 1759838400000,
    "evaluation_time": 1759841785151,
    "expiration_time": 1766039760000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.04654,
            "nb": 0.1,
            "nc": 0.1
        }
    },
    "second_band": {
        "type": "kcl",
        "factors": {
            "length": 238,
            "offset": 178,
            "scalar": 3
        }
    }
}
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": [
        [
            566422.4063461402,
            493295.6098870758,
            73126.7964590644,
            388036.4027602802,
            916265.8151219767,
            -528229.4123616971
        ],
        [
            566.422406,
            493.29561,
            73.126796,
            388.036403,
            916.265815,
            -528.229412
        ],
        [
            0.236749,
            0.206184,
            0.030565,
            0.06628,
            0.096963,
            0
        ],
        [
            89.723061,
            89.723061,
            89.723061,
            89.723061,
            89.723061,
            89.723061
        ],
        [
            -123777,
            -110213,
            -109650,
            -1238622,
            -765569,
            -973210
        ],
        [
            1.448718,
            1.899724,
            1.102413,
            1.072897,
            1.400668,
            0.826023
        ],
        [
            237,
            119,
            118,
            237,
            119,
            118
        ],
        [
            132,
            64,
            68,
            132,
            64,
            68
        ],
        [
            105,
            55,
            50,
            105,
            55,
            50
        ],
        [
            55.696203,
            53.781513,
            57.627119,
            55.696203,
            53.781513,
            57.627119
        ],
        [
            1.15239,
            1.632575,
            0.810598,
            0.853441,
            1.203699,
            0.60737
        ],
        [
            147381,
            147381,
            42511,
            290755,
            290755,
            215968
        ],
        [
            -68086,
            -41113,
            -68086,
            -567112,
            -567112,
            -339876
        ],
        [
            39,
            39,
            39,
            39,
            39,
            39
        ],
        [
            39,
            39,
            39,
            39,
            39,
            39
        ],
        [
            39,
            39,
            39,
            39,
            39,
            39
        ],
        [
            9290,
            4658,
            4632,
            9290,
            4658,
            4632
        ],
        [
            15.53918,
            64.53918,
            0,
            15.53918,
            64.53918,
            0
        ],
        [
            1,
            3,
            0,
            1,
            3,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            412082,
            429023,
            -426622,
            -245813,
            -60768,
            -580029
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ZEC_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 9570,
    "evaluation_days": 2392.5,
    "actual_first_datapoint_time": 1553126400000,
    "first_datapoint_time": 1558267200000,
    "last_datapoint_time": 1759838400000,
    "evaluation_time": 1759841785151,
    "expiration_time": 1766039760000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.04654,
            "nb": 0.1,
            "nc": 0.1
        }
    },
    "second_band": {
        "type": "kcl",
        "factors": {
            "length": 238,
            "offset": 178,
            "scalar": 3
        }
    }
}

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)