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Trade: ZEC/USDT/240/MIDPRICE/ZLMA/6150

Strategy
ZEC/USDT/240/MIDPRICE/ZLMA/6150
Pair
ZEC_USDT
Interval
4h
Score
422183
Daily Profit
0.279341
Profit Factor
1.812462
Profitability
44.751381
Streak
6.570178
Best Strategy
Training Data Length
2392.830000
Evaluation Time
2025-10-08 16:41
Expiration Time
2025-12-19 08:50

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 668414.9131 533407.3376 135007.5755 3945279.7129 4224719.1731 -279439.4603
Total P&L (%) 668.4149 533.4073 135.0076 3945.2797 4224.7192 -279.4395
Avg Daily Profit (%) 0.2793 0.2229 0.0564 0.1548 0.1576 0
Buy And Hold Return (%) 106.8721 106.8721 106.8721 106.8721 106.8721 106.8721
Max Trade Drawdown -73102 -80133 -100397 -1715407 -1273060 -1431321
Profit Factor 1.8125 2.4109 1.3036 1.3255 1.7339 0.9561
Total Trades 181 90 91 181 90 91
Winning Trades 81 40 41 81 40 41
Losing Trades 100 50 50 100 50 50
Profitability (%) 44.7514 44.4444 45.0549 44.7514 44.4444 45.0549
Ratio Avg Win / Avg Loss 2.2376 3.0136 1.5898 1.6364 2.1673 1.166
Largest Winning Trade 177666 177666 51903 2139296 2139296 598378
Largest Losing Trade -32826 -19465 -32826 -636514 -464070 -636514
Avg Bars in Trades 78 72 83 78 72 83
Avg Bars in Winners 121 118 124 121 118 124
Avg Bars in Losers 42 36 48 42 36 48
Bars Traded 14122 6557 7565 14122 6557 7565
Profit Streak 6.5702 37.5702 6.5702 6.5702 37.5702 6.5702
Trades During Streak 2 2 1 2 2 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 422183 360019 -201778 326592 341153 -580656
Evaluation Data
{
    "trading_pair": "ZEC_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 14357,
    "evaluation_days": 2392.83,
    "actual_first_datapoint_time": 1553140800000,
    "first_datapoint_time": 1555041600000,
    "last_datapoint_time": 1759924800000,
    "evaluation_time": 1759930863351,
    "expiration_time": 1766127024000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 133,
            "offset": 0
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 50,
            "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": [
        [
            668414.9130901417,
            533407.337635356,
            135007.5754547858,
            3945279.712880668,
            4224719.173146779,
            -279439.460266111
        ],
        [
            668.414913,
            533.407338,
            135.007575,
            3945.279713,
            4224.719173,
            -279.43946
        ],
        [
            0.279341,
            0.222919,
            0.056422,
            0.154754,
            0.15755,
            0
        ],
        [
            106.872106,
            106.872106,
            106.872106,
            106.872106,
            106.872106,
            106.872106
        ],
        [
            -73102,
            -80133,
            -100397,
            -1715407,
            -1273060,
            -1431321
        ],
        [
            1.812462,
            2.410895,
            1.303633,
            1.32549,
            1.73385,
            0.956091
        ],
        [
            181,
            90,
            91,
            181,
            90,
            91
        ],
        [
            81,
            40,
            41,
            81,
            40,
            41
        ],
        [
            100,
            50,
            50,
            100,
            50,
            50
        ],
        [
            44.751381,
            44.444444,
            45.054945,
            44.751381,
            44.444444,
            45.054945
        ],
        [
            2.237607,
            3.013619,
            1.589797,
            1.636408,
            2.167313,
            1.165965
        ],
        [
            177666,
            177666,
            51903,
            2139296,
            2139296,
            598378
        ],
        [
            -32826,
            -19465,
            -32826,
            -636514,
            -464070,
            -636514
        ],
        [
            78,
            72,
            83,
            78,
            72,
            83
        ],
        [
            121,
            118,
            124,
            121,
            118,
            124
        ],
        [
            42,
            36,
            48,
            42,
            36,
            48
        ],
        [
            14122,
            6557,
            7565,
            14122,
            6557,
            7565
        ],
        [
            6.570178,
            37.570178,
            6.570178,
            6.570178,
            37.570178,
            6.570178
        ],
        [
            2,
            2,
            1,
            2,
            2,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            422183,
            360019,
            -201778,
            326592,
            341153,
            -580656
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ZEC_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 14357,
    "evaluation_days": 2392.83,
    "actual_first_datapoint_time": 1553140800000,
    "first_datapoint_time": 1555041600000,
    "last_datapoint_time": 1759924800000,
    "evaluation_time": 1759930863351,
    "expiration_time": 1766127024000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 133,
            "offset": 0
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 50,
            "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)