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Trade: ZEC/USDT/720/HMA/OHLC4/7977

Strategy
ZEC/USDT/720/HMA/OHLC4/7977
Pair
ZEC_USDT
Interval
12h
Score
468714
Daily Profit
0.164344
Profit Factor
1.843555
Profitability
73.228346
Streak
97.749708
Best Strategy
Training Data Length
2390.500000
Evaluation Time
2025-10-05 08:59
Expiration Time
2025-12-15 19:09

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 392864.5616 264532.6015 128331.9601 152100.5139 417325.9829 -265225.469
Total P&L (%) 392.8646 264.5326 128.332 152.1005 417.326 -265.2255
Avg Daily Profit (%) 0.1643 0.1107 0.0537 0.0387 0.0688 0
Buy And Hold Return (%) 48.4586 48.4586 48.4586 48.4586 48.4586 48.4586
Max Trade Drawdown -89707 -104237 -87053 -447431 -247685 -440331
Profit Factor 1.8436 2.3538 1.4747 1.1033 1.9225 0.74
Total Trades 127 64 63 127 64 63
Winning Trades 93 48 45 93 48 45
Losing Trades 34 16 18 34 16 18
Profitability (%) 73.2283 75 71.4286 73.2283 75 71.4286
Ratio Avg Win / Avg Loss 0.674 0.7846 0.5899 0.4034 0.6408 0.296
Largest Winning Trade 49481 49481 31839 85502 85502 75860
Largest Losing Trade -87053 -40190 -87053 -439885 -99565 -439885
Avg Bars in Trades 35 37 33 35 37 33
Avg Bars in Winners 20 19 21 20 19 21
Avg Bars in Losers 76 92 62 76 92 62
Bars Traded 4491 2407 2084 4491 2407 2084
Profit Streak 97.7497 155.7497 97.7497 97.7497 155.7497 97.7497
Trades During Streak 3 3 1 3 3 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 468714 -179169 -268509 -247796 -234820 -724120
Evaluation Data
{
    "trading_pair": "ZEC_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4781,
    "evaluation_days": 2390.5,
    "actual_first_datapoint_time": 1553126400000,
    "first_datapoint_time": 1560816000000,
    "last_datapoint_time": 1759622400000,
    "evaluation_time": 1759643974814,
    "expiration_time": 1765818576000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hma",
        "factors": {
            "length": 4,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ohlc4",
        "factors": {
            "length": 0,
            "offset": 178
        }
    }
}
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": [
        [
            392864.5615895001,
            264532.6015166172,
            128331.9600728826,
            152100.5139209784,
            417325.9828946272,
            -265225.468973649
        ],
        [
            392.864562,
            264.532602,
            128.33196,
            152.100514,
            417.325983,
            -265.225469
        ],
        [
            0.164344,
            0.11066,
            0.053684,
            0.038688,
            0.068775,
            0
        ],
        [
            48.458636,
            48.458636,
            48.458636,
            48.458636,
            48.458636,
            48.458636
        ],
        [
            -89707,
            -104237,
            -87053,
            -447431,
            -247685,
            -440331
        ],
        [
            1.843555,
            2.353757,
            1.474744,
            1.103295,
            1.92246,
            0.739997
        ],
        [
            127,
            64,
            63,
            127,
            64,
            63
        ],
        [
            93,
            48,
            45,
            93,
            48,
            45
        ],
        [
            34,
            16,
            18,
            34,
            16,
            18
        ],
        [
            73.228346,
            75,
            71.428571,
            73.228346,
            75,
            71.428571
        ],
        [
            0.673988,
            0.784586,
            0.589897,
            0.403355,
            0.64082,
            0.295999
        ],
        [
            49481,
            49481,
            31839,
            85502,
            85502,
            75860
        ],
        [
            -87053,
            -40190,
            -87053,
            -439885,
            -99565,
            -439885
        ],
        [
            35,
            37,
            33,
            35,
            37,
            33
        ],
        [
            20,
            19,
            21,
            20,
            19,
            21
        ],
        [
            76,
            92,
            62,
            76,
            92,
            62
        ],
        [
            4491,
            2407,
            2084,
            4491,
            2407,
            2084
        ],
        [
            97.749708,
            155.749708,
            97.749708,
            97.749708,
            155.749708,
            97.749708
        ],
        [
            3,
            3,
            1,
            3,
            3,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            468714,
            -179169,
            -268509,
            -247796,
            -234820,
            -724120
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ZEC_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4781,
    "evaluation_days": 2390.5,
    "actual_first_datapoint_time": 1553126400000,
    "first_datapoint_time": 1560816000000,
    "last_datapoint_time": 1759622400000,
    "evaluation_time": 1759643974814,
    "expiration_time": 1765818576000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hma",
        "factors": {
            "length": 4,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ohlc4",
        "factors": {
            "length": 0,
            "offset": 178
        }
    }
}

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)