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Trade: ZEC/USDT/720/BBL/ZLMA/6733

Strategy
ZEC/USDT/720/BBL/ZLMA/6733
Pair
ZEC_USDT
Interval
12h
Score
375367
Daily Profit
0.196098
Profit Factor
1.627427
Profitability
62.307692
Streak
14.078069
Best Strategy
Training Data Length
2394.000000
Evaluation Time
2025-10-08 16:52
Expiration Time
2025-12-19 09:40

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 469457.9335 461946.9379 7510.9956 142072.2961 272356.5392 -130284.2431
Total P&L (%) 469.4579 461.9469 7.511 142.0723 272.3565 -130.2842
Avg Daily Profit (%) 0.1961 0.193 0.0031 0.0369 0.0549 0
Buy And Hold Return (%) 44.3056 44.3056 44.3056 44.3056 44.3056 44.3056
Max Trade Drawdown -161829 -116369 -90138 -1078924 -748240 -357522
Profit Factor 1.6274 2.2332 1.0201 1.0768 1.2471 0.8256
Total Trades 130 65 65 130 65 65
Winning Trades 81 40 41 81 40 41
Losing Trades 49 25 24 49 25 24
Profitability (%) 62.3077 61.5385 63.0769 62.3077 61.5385 63.0769
Ratio Avg Win / Avg Loss 0.9845 1.3957 0.5971 0.6514 0.7795 0.4833
Largest Winning Trade 116290 116290 30354 549918 549918 113738
Largest Losing Trade -64126 -64126 -60678 -605581 -605581 -324927
Avg Bars in Trades 33 50 17 33 50 17
Avg Bars in Winners 22 30 14 22 30 14
Avg Bars in Losers 53 84 21 53 84 21
Bars Traded 4416 3311 1105 4416 3311 1105
Profit Streak 14.0781 202.0781 0 14.0781 202.0781 0
Trades During Streak 1 7 0 1 7 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 375367 -118021 -684189 -281632 -250760 -710485
Evaluation Data
{
    "trading_pair": "ZEC_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4788,
    "evaluation_days": 2394,
    "actual_first_datapoint_time": 1553126400000,
    "first_datapoint_time": 1562025600000,
    "last_datapoint_time": 1759924800000,
    "evaluation_time": 1759931545192,
    "expiration_time": 1766130048000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "bbl",
        "factors": {
            "length": 15,
            "offset": 0,
            "std": 2.371
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 207,
            "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": [
        [
            469457.9335144596,
            461946.9379407748,
            7510.9955736847,
            142072.2961296451,
            272356.5392258059,
            -130284.2430961608
        ],
        [
            469.457934,
            461.946938,
            7.510996,
            142.072296,
            272.356539,
            -130.284243
        ],
        [
            0.196098,
            0.19296,
            0.003137,
            0.036935,
            0.054931,
            0
        ],
        [
            44.305612,
            44.305612,
            44.305612,
            44.305612,
            44.305612,
            44.305612
        ],
        [
            -161829,
            -116369,
            -90138,
            -1078924,
            -748240,
            -357522
        ],
        [
            1.627427,
            2.233188,
            1.020103,
            1.07683,
            1.247134,
            0.825616
        ],
        [
            130,
            65,
            65,
            130,
            65,
            65
        ],
        [
            81,
            40,
            41,
            81,
            40,
            41
        ],
        [
            49,
            25,
            24,
            49,
            25,
            24
        ],
        [
            62.307692,
            61.538462,
            63.076923,
            62.307692,
            61.538462,
            63.076923
        ],
        [
            0.984493,
            1.395742,
            0.597133,
            0.651416,
            0.779459,
            0.483288
        ],
        [
            116290,
            116290,
            30354,
            549918,
            549918,
            113738
        ],
        [
            -64126,
            -64126,
            -60678,
            -605581,
            -605581,
            -324927
        ],
        [
            33,
            50,
            17,
            33,
            50,
            17
        ],
        [
            22,
            30,
            14,
            22,
            30,
            14
        ],
        [
            53,
            84,
            21,
            53,
            84,
            21
        ],
        [
            4416,
            3311,
            1105,
            4416,
            3311,
            1105
        ],
        [
            14.078069,
            202.078069,
            0,
            14.078069,
            202.078069,
            0
        ],
        [
            1,
            7,
            0,
            1,
            7,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            375367,
            -118021,
            -684189,
            -281632,
            -250760,
            -710485
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ZEC_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4788,
    "evaluation_days": 2394,
    "actual_first_datapoint_time": 1553126400000,
    "first_datapoint_time": 1562025600000,
    "last_datapoint_time": 1759924800000,
    "evaluation_time": 1759931545192,
    "expiration_time": 1766130048000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "bbl",
        "factors": {
            "length": 15,
            "offset": 0,
            "std": 2.371
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 207,
            "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)