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Trade: ZEC/USDT/720/HL2/T3/3934

Strategy
ZEC/USDT/720/HL2/T3/3934
Pair
ZEC_USDT
Interval
12h
Score
408684
Daily Profit
0.148926
Profit Factor
2.025244
Profitability
87.826087
Streak
152.785630
Best Strategy
Training Data Length
2395.000000
Evaluation Time
2025-10-09 21:51
Expiration Time
2025-12-20 10:24

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 356678.653 236010.2739 120668.3792 -208425.6224 88299.6089 -296725.2313
Total P&L (%) 356.6787 236.0103 120.6684 -208.4256 88.2996 -296.7252
Avg Daily Profit (%) 0.1489 0.0985 0.0504 0 0.0264 0
Buy And Hold Return (%) 96.1546 96.1546 96.1546 96.1546 96.1546 96.1546
Max Trade Drawdown -104185 -71479 -104185 -402323 -69548 -356713
Profit Factor 2.0252 2.5331 1.6221 0.6626 1.5298 0.3423
Total Trades 115 58 57 115 58 57
Winning Trades 101 51 50 38 21 17
Losing Trades 14 7 7 77 37 40
Profitability (%) 87.8261 87.931 87.7193 33.0435 36.2069 29.8246
Ratio Avg Win / Avg Loss 0.2807 0.3477 0.2271 1.3427 2.6954 0.8054
Largest Winning Trade 77707 77707 27272 58755 58755 30597
Largest Losing Trade -104185 -63907 -104185 -306198 -69548 -306198
Avg Bars in Trades 39 43 34 39 43 34
Avg Bars in Winners 20 22 18 54 62 45
Avg Bars in Losers 172 200 145 31 33 29
Bars Traded 4485 2532 1953 4485 2532 1953
Profit Streak 152.7856 152.7856 256.2856 0 0 0
Trades During Streak 22 11 11 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 408684 -237031 -385685 -585400 -506444 -769662
Evaluation Data
{
    "trading_pair": "ZEC_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4790,
    "evaluation_days": 2395,
    "actual_first_datapoint_time": 1553126400000,
    "first_datapoint_time": 1562112000000,
    "last_datapoint_time": 1760011200000,
    "evaluation_time": 1760035878458,
    "expiration_time": 1766219040000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hl2",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "t3",
        "factors": {
            "length": 209,
            "offset": 0,
            "a": 0.6244
        }
    }
}
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": [
        [
            356678.6530161652,
            236010.2738660381,
            120668.3791501271,
            -208425.6223993934,
            88299.6088987648,
            -296725.2312981583
        ],
        [
            356.678653,
            236.010274,
            120.668379,
            -208.425622,
            88.299609,
            -296.725231
        ],
        [
            0.148926,
            0.098543,
            0.050383,
            0,
            0.026428,
            0
        ],
        [
            96.154593,
            96.154593,
            96.154593,
            96.154593,
            96.154593,
            96.154593
        ],
        [
            -104185,
            -71479,
            -104185,
            -402323,
            -69548,
            -356713
        ],
        [
            2.025244,
            2.533122,
            1.622145,
            0.662642,
            1.529826,
            0.342306
        ],
        [
            115,
            58,
            57,
            115,
            58,
            57
        ],
        [
            101,
            51,
            50,
            38,
            21,
            17
        ],
        [
            14,
            7,
            7,
            77,
            37,
            40
        ],
        [
            87.826087,
            87.931034,
            87.719298,
            33.043478,
            36.206897,
            29.824561
        ],
        [
            0.280727,
            0.347683,
            0.2271,
            1.342723,
            2.695407,
            0.805427
        ],
        [
            77707,
            77707,
            27272,
            58755,
            58755,
            30597
        ],
        [
            -104185,
            -63907,
            -104185,
            -306198,
            -69548,
            -306198
        ],
        [
            39,
            43,
            34,
            39,
            43,
            34
        ],
        [
            20,
            22,
            18,
            54,
            62,
            45
        ],
        [
            172,
            200,
            145,
            31,
            33,
            29
        ],
        [
            4485,
            2532,
            1953,
            4485,
            2532,
            1953
        ],
        [
            152.78563,
            152.78563,
            256.28563,
            0,
            0,
            0
        ],
        [
            22,
            11,
            11,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            408684,
            -237031,
            -385685,
            -585400,
            -506444,
            -769662
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ZEC_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4790,
    "evaluation_days": 2395,
    "actual_first_datapoint_time": 1553126400000,
    "first_datapoint_time": 1562112000000,
    "last_datapoint_time": 1760011200000,
    "evaluation_time": 1760035878458,
    "expiration_time": 1766219040000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hl2",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "t3",
        "factors": {
            "length": 209,
            "offset": 0,
            "a": 0.6244
        }
    }
}

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)