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Trade: ZEC/USDT/360/VWAP/T3/9182

Strategy
ZEC/USDT/360/VWAP/T3/9182
Pair
ZEC_USDT
Interval
6h
Score
550408
Daily Profit
0.168650
Profit Factor
2.330279
Profitability
83.783784
Streak
244.225990
Best Strategy
Training Data Length
2389.000000
Evaluation Time
2025-10-04 08:25
Expiration Time
2025-12-14 18:04

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 402904.078 252982.9631 149921.115 838345.2318 758817.5438 79527.688
Total P&L (%) 402.9041 252.983 149.9211 838.3452 758.8175 79.5277
Avg Daily Profit (%) 0.1687 0.1059 0.0628 0.0938 0.0901 0.0245
Buy And Hold Return (%) 29.8398 29.8398 29.8398 29.8398 29.8398 29.8398
Max Trade Drawdown -77120 -62063 -77120 -437607 -337735 -437790
Profit Factor 2.3303 2.7507 1.9467 1.5768 2.4911 1.0842
Total Trades 111 56 55 111 56 55
Winning Trades 93 48 45 93 48 45
Losing Trades 18 8 10 18 8 10
Profitability (%) 83.7838 85.7143 81.8182 83.7838 85.7143 81.8182
Ratio Avg Win / Avg Loss 0.451 0.4585 0.4326 0.3052 0.4152 0.2409
Largest Winning Trade 46579 33819 46579 184692 184692 105647
Largest Losing Trade -77120 -48116 -77120 -437607 -228799 -437607
Avg Bars in Trades 80 86 73 80 86 73
Avg Bars in Winners 47 48 46 47 48 46
Avg Bars in Losers 251 320 196 251 320 196
Bars Traded 8905 4869 4035 8905 4869 4035
Profit Streak 244.226 447.226 244.226 244.226 447.226 244.226
Trades During Streak 7 4 3 7 4 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 550408 -223396 -284166 -60987 -244603 -467775
Evaluation Data
{
    "trading_pair": "ZEC_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 9556,
    "evaluation_days": 2389,
    "actual_first_datapoint_time": 1553126400000,
    "first_datapoint_time": 1562306400000,
    "last_datapoint_time": 1759536000000,
    "evaluation_time": 1759555525524,
    "expiration_time": 1765728288000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "t3",
        "factors": {
            "length": 176,
            "offset": 249,
            "a": 0.69778
        }
    }
}
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": [
        [
            402904.0780143747,
            252982.963055772,
            149921.1149586027,
            838345.231822794,
            758817.5437925224,
            79527.6880302714
        ],
        [
            402.904078,
            252.982963,
            149.921115,
            838.345232,
            758.817544,
            79.527688
        ],
        [
            0.16865,
            0.105895,
            0.062755,
            0.093763,
            0.090053,
            0.024497
        ],
        [
            29.83984,
            29.83984,
            29.83984,
            29.83984,
            29.83984,
            29.83984
        ],
        [
            -77120,
            -62063,
            -77120,
            -437607,
            -337735,
            -437790
        ],
        [
            2.330279,
            2.750714,
            1.946657,
            1.576764,
            2.491118,
            1.084188
        ],
        [
            111,
            56,
            55,
            111,
            56,
            55
        ],
        [
            93,
            48,
            45,
            93,
            48,
            45
        ],
        [
            18,
            8,
            10,
            18,
            8,
            10
        ],
        [
            83.783784,
            85.714286,
            81.818182,
            83.783784,
            85.714286,
            81.818182
        ],
        [
            0.451022,
            0.458452,
            0.43259,
            0.30518,
            0.415186,
            0.240931
        ],
        [
            46579,
            33819,
            46579,
            184692,
            184692,
            105647
        ],
        [
            -77120,
            -48116,
            -77120,
            -437607,
            -228799,
            -437607
        ],
        [
            80,
            86,
            73,
            80,
            86,
            73
        ],
        [
            47,
            48,
            46,
            47,
            48,
            46
        ],
        [
            251,
            320,
            196,
            251,
            320,
            196
        ],
        [
            8905,
            4869,
            4035,
            8905,
            4869,
            4035
        ],
        [
            244.22599,
            447.22599,
            244.22599,
            244.22599,
            447.22599,
            244.22599
        ],
        [
            7,
            4,
            3,
            7,
            4,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            550408,
            -223396,
            -284166,
            -60987,
            -244603,
            -467775
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ZEC_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 9556,
    "evaluation_days": 2389,
    "actual_first_datapoint_time": 1553126400000,
    "first_datapoint_time": 1562306400000,
    "last_datapoint_time": 1759536000000,
    "evaluation_time": 1759555525524,
    "expiration_time": 1765728288000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "t3",
        "factors": {
            "length": 176,
            "offset": 249,
            "a": 0.69778
        }
    }
}

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)