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Trade: ZEC/USDT/360/MIDPRICE/KCU/2064

Strategy
ZEC/USDT/360/MIDPRICE/KCU/2064
Pair
ZEC_USDT
Interval
6h
Score
437784
Daily Profit
0.225941
Profit Factor
1.932337
Profitability
64.957265
Streak
8.909482
Best Strategy
Training Data Length
2388.000000
Evaluation Time
2025-10-03 06:49
Expiration Time
2025-12-13 17:21

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 539548.1368 409097.4412 130450.6956 1162666.1585 903669.7541 258996.4044
Total P&L (%) 539.5481 409.0974 130.4507 1162.6662 903.6698 258.9964
Avg Daily Profit (%) 0.2259 0.1713 0.0546 0.1062 0.0966 0.0535
Buy And Hold Return (%) 114.1299 114.1299 114.1299 114.1299 114.1299 114.1299
Max Trade Drawdown -105323 -108827 -74771 -712447 -847955 -433127
Profit Factor 1.9323 2.2799 1.5035 1.3576 1.4405 1.2159
Total Trades 117 59 58 117 59 58
Winning Trades 76 37 39 76 37 39
Losing Trades 41 22 19 41 22 19
Profitability (%) 64.9573 62.7119 67.2414 64.9573 62.7119 67.2414
Ratio Avg Win / Avg Loss 1.0424 1.3556 0.7325 0.7324 0.8565 0.5924
Largest Winning Trade 109462 109462 64642 424408 424408 214598
Largest Losing Trade -67255 -50582 -67255 -520789 -520789 -301520
Avg Bars in Trades 79 108 50 79 108 50
Avg Bars in Winners 62 76 49 62 76 49
Avg Bars in Losers 111 162 52 111 162 52
Bars Traded 9319 6400 2919 9319 6400 2919
Profit Streak 8.9095 12.9095 0 8.9095 12.9095 0
Trades During Streak 1 1 0 1 1 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 437784 -166408 -419416 -49040 -238705 -306432
Evaluation Data
{
    "trading_pair": "ZEC_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 9552,
    "evaluation_days": 2388,
    "actual_first_datapoint_time": 1553126400000,
    "first_datapoint_time": 1557079200000,
    "last_datapoint_time": 1759449600000,
    "evaluation_time": 1759463379226,
    "expiration_time": 1765639296000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 125,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcu",
        "factors": {
            "length": 184,
            "offset": 0,
            "scalar": 1
        }
    }
}
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": [
        [
            539548.1367851263,
            409097.4411909698,
            130450.6955941565,
            1162666.1585236178,
            903669.7541440984,
            258996.404379519
        ],
        [
            539.548137,
            409.097441,
            130.450696,
            1162.666159,
            903.669754,
            258.996404
        ],
        [
            0.225941,
            0.171314,
            0.054628,
            0.106246,
            0.096623,
            0.053538
        ],
        [
            114.129888,
            114.129888,
            114.129888,
            114.129888,
            114.129888,
            114.129888
        ],
        [
            -105323,
            -108827,
            -74771,
            -712447,
            -847955,
            -433127
        ],
        [
            1.932337,
            2.279908,
            1.503526,
            1.357646,
            1.440547,
            1.215896
        ],
        [
            117,
            59,
            58,
            117,
            59,
            58
        ],
        [
            76,
            37,
            39,
            76,
            37,
            39
        ],
        [
            41,
            22,
            19,
            41,
            22,
            19
        ],
        [
            64.957265,
            62.711864,
            67.241379,
            64.957265,
            62.711864,
            67.241379
        ],
        [
            1.042445,
            1.355621,
            0.732487,
            0.732414,
            0.856541,
            0.59236
        ],
        [
            109462,
            109462,
            64642,
            424408,
            424408,
            214598
        ],
        [
            -67255,
            -50582,
            -67255,
            -520789,
            -520789,
            -301520
        ],
        [
            79,
            108,
            50,
            79,
            108,
            50
        ],
        [
            62,
            76,
            49,
            62,
            76,
            49
        ],
        [
            111,
            162,
            52,
            111,
            162,
            52
        ],
        [
            9319,
            6400,
            2919,
            9319,
            6400,
            2919
        ],
        [
            8.909482,
            12.909482,
            0,
            8.909482,
            12.909482,
            0
        ],
        [
            1,
            1,
            0,
            1,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            437784,
            -166408,
            -419416,
            -49040,
            -238705,
            -306432
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ZEC_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 9552,
    "evaluation_days": 2388,
    "actual_first_datapoint_time": 1553126400000,
    "first_datapoint_time": 1557079200000,
    "last_datapoint_time": 1759449600000,
    "evaluation_time": 1759463379226,
    "expiration_time": 1765639296000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 125,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcu",
        "factors": {
            "length": 184,
            "offset": 0,
            "scalar": 1
        }
    }
}

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)