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Trade: ZEC/USDT/720/HILO/SSF/8474

Strategy
ZEC/USDT/720/HILO/SSF/8474
Pair
ZEC_USDT
Interval
12h
Score
301868
Daily Profit
0.265609
Profit Factor
1.506655
Profitability
43.213296
Streak
0.000000
Best Strategy
Training Data Length
2388.500000
Evaluation Time
2025-10-03 13:26
Expiration Time
2025-12-13 17:43

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 634407.0868 454308.5765 180098.5102 3743124.0458 4829230.728 -1086106.6822
Total P&L (%) 634.4071 454.3086 180.0985 3743.124 4829.2307 -1086.1067
Avg Daily Profit (%) 0.2656 0.1902 0.0754 0.1529 0.1633 0
Buy And Hold Return (%) 157.4839 157.4839 157.4839 157.4839 157.4839 157.4839
Max Trade Drawdown -128272 -102769 -69359 -6242477 -4425055 -4811850
Profit Factor 1.5067 1.7758 1.2702 1.0807 1.2365 0.9582
Total Trades 361 180 181 361 180 181
Winning Trades 156 78 78 156 78 78
Losing Trades 205 102 103 205 102 103
Profitability (%) 43.2133 43.3333 43.0939 43.2133 43.3333 43.0939
Ratio Avg Win / Avg Loss 1.9799 2.3222 1.6773 1.4201 1.6169 1.2653
Largest Winning Trade 68820 68820 47781 1842609 1842609 1671266
Largest Losing Trade -29306 -23123 -29306 -1570727 -877174 -1570727
Avg Bars in Trades 13 17 8 13 17 8
Avg Bars in Winners 18 26 10 18 26 10
Avg Bars in Losers 8 10 6 8 10 6
Bars Traded 4729 3220 1509 4729 3220 1509
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 301868 207494 -214375 -124610 237718 -581126
Evaluation Data
{
    "trading_pair": "ZEC_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4777,
    "evaluation_days": 2388.5,
    "actual_first_datapoint_time": 1553126400000,
    "first_datapoint_time": 1553990400000,
    "last_datapoint_time": 1759449600000,
    "evaluation_time": 1759487191693,
    "expiration_time": 1765640592000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 44,
            "offset": 0,
            "poles": 2
        }
    }
}
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": [
        [
            634407.0867513324,
            454308.5765496973,
            180098.510201635,
            3743124.0458306223,
            4829230.728020754,
            -1086106.682190131
        ],
        [
            634.407087,
            454.308577,
            180.09851,
            3743.124046,
            4829.230728,
            -1086.106682
        ],
        [
            0.265609,
            0.190207,
            0.075402,
            0.152885,
            0.163322,
            0
        ],
        [
            157.483882,
            157.483882,
            157.483882,
            157.483882,
            157.483882,
            157.483882
        ],
        [
            -128272,
            -102769,
            -69359,
            -6242477,
            -4425055,
            -4811850
        ],
        [
            1.506655,
            1.775813,
            1.270191,
            1.080687,
            1.23647,
            0.958176
        ],
        [
            361,
            180,
            181,
            361,
            180,
            181
        ],
        [
            156,
            78,
            78,
            156,
            78,
            78
        ],
        [
            205,
            102,
            103,
            205,
            102,
            103
        ],
        [
            43.213296,
            43.333333,
            43.093923,
            43.213296,
            43.333333,
            43.093923
        ],
        [
            1.979899,
            2.322217,
            1.677304,
            1.420134,
            1.616922,
            1.265283
        ],
        [
            68820,
            68820,
            47781,
            1842609,
            1842609,
            1671266
        ],
        [
            -29306,
            -23123,
            -29306,
            -1570727,
            -877174,
            -1570727
        ],
        [
            13,
            17,
            8,
            13,
            17,
            8
        ],
        [
            18,
            26,
            10,
            18,
            26,
            10
        ],
        [
            8,
            10,
            6,
            8,
            10,
            6
        ],
        [
            4729,
            3220,
            1509,
            4729,
            3220,
            1509
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            301868,
            207494,
            -214375,
            -124610,
            237718,
            -581126
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ZEC_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4777,
    "evaluation_days": 2388.5,
    "actual_first_datapoint_time": 1553126400000,
    "first_datapoint_time": 1553990400000,
    "last_datapoint_time": 1759449600000,
    "evaluation_time": 1759487191693,
    "expiration_time": 1765640592000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 44,
            "offset": 0,
            "poles": 2
        }
    }
}

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)