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Trade: ZEC/USDT/720/HWMA/SINWMA/7253

Strategy
ZEC/USDT/720/HWMA/SINWMA/7253
Pair
ZEC_USDT
Interval
12h
Score
381116
Daily Profit
0.226629
Profit Factor
2.207964
Profitability
53.763441
Streak
43.073981
Best Strategy
Training Data Length
2392.000000
Evaluation Time
2025-10-06 16:46
Expiration Time
2025-12-17 08:14

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 589297.3732 542096.7581 47200.6151 134956.8066 347234.3001 -212277.4935
Total P&L (%) 589.2974 542.0968 47.2006 134.9568 347.2343 -212.2775
Avg Daily Profit (%) 0.2464 0.2266 0.0197 0.0357 0.0626 0
Buy And Hold Return (%) 196.6432 196.6432 196.6432 196.6432 196.6432 196.6432
Max Trade Drawdown -124579 -94735 -124273 -271193 -47319 -249003
Profit Factor 1.5375 2.208 1.0729 1.133 2.1579 0.703
Total Trades 185 93 92 185 93 92
Winning Trades 101 50 51 101 50 51
Losing Trades 84 43 41 84 43 41
Profitability (%) 54.5946 53.7634 55.4348 54.5946 53.7634 55.4348
Ratio Avg Win / Avg Loss 1.2787 1.8988 0.8625 0.9423 1.8558 0.5652
Largest Winning Trade 166127 166127 53189 146669 146669 41667
Largest Losing Trade -83648 -31003 -83648 -249003 -40569 -249003
Avg Bars in Trades 25 25 25 25 25 25
Avg Bars in Winners 22 23 22 22 23 22
Avg Bars in Losers 29 28 29 29 28 29
Bars Traded 4772 2406 2366 4772 2406 2366
Profit Streak 11.074 43.074 0 11.074 43.074 0
Trades During Streak 1 2 0 1 2 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 336148 381116 -473614 -384356 -112183 -580104
Evaluation Data
{
    "trading_pair": "ZEC_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4784,
    "evaluation_days": 2392,
    "actual_first_datapoint_time": 1553126400000,
    "first_datapoint_time": 1553342400000,
    "last_datapoint_time": 1759752000000,
    "evaluation_time": 1759758392002,
    "expiration_time": 1765952064000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.12342,
            "nb": 0.1,
            "nc": 0.1
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 6,
            "offset": 0
        }
    }
}
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": [
        [
            589297.373197271,
            542096.7581418066,
            47200.6150554644,
            134956.8065771473,
            347234.300096839,
            -212277.4935196917
        ],
        [
            589.297373,
            542.096758,
            47.200615,
            134.956807,
            347.2343,
            -212.277494
        ],
        [
            0.246362,
            0.226629,
            0.019733,
            0.035718,
            0.062641,
            0
        ],
        [
            196.643234,
            196.643234,
            196.643234,
            196.643234,
            196.643234,
            196.643234
        ],
        [
            -124579,
            -94735,
            -124273,
            -271193,
            -47319,
            -249003
        ],
        [
            1.537518,
            2.207964,
            1.07289,
            1.133014,
            2.157932,
            0.702995
        ],
        [
            185,
            93,
            92,
            185,
            93,
            92
        ],
        [
            101,
            50,
            51,
            101,
            50,
            51
        ],
        [
            84,
            43,
            41,
            84,
            43,
            41
        ],
        [
            54.594595,
            53.763441,
            55.434783,
            54.594595,
            53.763441,
            55.434783
        ],
        [
            1.278728,
            1.898849,
            0.862519,
            0.942309,
            1.855822,
            0.565153
        ],
        [
            166127,
            166127,
            53189,
            146669,
            146669,
            41667
        ],
        [
            -83648,
            -31003,
            -83648,
            -249003,
            -40569,
            -249003
        ],
        [
            25,
            25,
            25,
            25,
            25,
            25
        ],
        [
            22,
            23,
            22,
            22,
            23,
            22
        ],
        [
            29,
            28,
            29,
            29,
            28,
            29
        ],
        [
            4772,
            2406,
            2366,
            4772,
            2406,
            2366
        ],
        [
            11.073981,
            43.073981,
            0,
            11.073981,
            43.073981,
            0
        ],
        [
            1,
            2,
            0,
            1,
            2,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            336148,
            381116,
            -473614,
            -384356,
            -112183,
            -580104
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ZEC_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4784,
    "evaluation_days": 2392,
    "actual_first_datapoint_time": 1553126400000,
    "first_datapoint_time": 1553342400000,
    "last_datapoint_time": 1759752000000,
    "evaluation_time": 1759758392002,
    "expiration_time": 1765952064000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.12342,
            "nb": 0.1,
            "nc": 0.1
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 6,
            "offset": 0
        }
    }
}

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)