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Trade: ZEC/USDT/720/JMA/LINREG/5548

Strategy
ZEC/USDT/720/JMA/LINREG/5548
Pair
ZEC_USDT
Interval
12h
Score
420314
Daily Profit
0.155247
Profit Factor
2.697362
Profitability
45.714286
Streak
71.716949
Best Strategy
Training Data Length
2393.500000
Evaluation Time
2025-10-08 08:12
Expiration Time
2025-12-18 21:19

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 373565.13 371584.747 1980.3829 -155677.3749 -60483.3985 -95193.9764
Total P&L (%) 373.5651 371.5847 1.9804 -155.6774 -60.4834 -95.194
Avg Daily Profit (%) 0.1561 0.1552 0.0008 0 -0.0388 -0.1267
Buy And Hold Return (%) 13.8994 13.8994 13.8994 13.8994 13.8994 13.8994
Max Trade Drawdown -137438 -110357 -115986 -741151 -520891 -517810
Profit Factor 1.6568 2.6974 1.0057 0.9147 0.9168 0.9133
Total Trades 69 35 34 69 35 34
Winning Trades 32 16 16 29 14 15
Losing Trades 37 19 18 40 21 19
Profitability (%) 46.3768 45.7143 47.0588 42.029 40 44.1176
Ratio Avg Win / Avg Loss 1.9157 3.2031 1.1314 1.2616 1.3751 1.1568
Largest Winning Trade 125820 125820 58930 168289 145081 168289
Largest Losing Trade -105256 -31017 -105256 -404227 -105021 -404227
Avg Bars in Trades 65 54 77 65 54 77
Avg Bars in Winners 86 70 103 87 77 96
Avg Bars in Losers 47 40 54 50 38 62
Bars Traded 4544 1901 2643 4544 1901 2643
Profit Streak 9.2169 71.7169 0 0 0 87.2169
Trades During Streak 1 2 0 0 0 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -96635 420314 -572942 -688488 -583009 -580455
Evaluation Data
{
    "trading_pair": "ZEC_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4787,
    "evaluation_days": 2393.5,
    "actual_first_datapoint_time": 1553126400000,
    "first_datapoint_time": 1561809600000,
    "last_datapoint_time": 1759881600000,
    "evaluation_time": 1759900344386,
    "expiration_time": 1766085552000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "jma",
        "factors": {
            "length": 202,
            "offset": 0
        }
    },
    "second_band": {
        "type": "linreg",
        "factors": {
            "length": 186,
            "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": [
        [
            373565.1299814116,
            371584.7470473626,
            1980.3829340493,
            -155677.3748773626,
            -60483.398480114,
            -95193.9763972486
        ],
        [
            373.56513,
            371.584747,
            1.980383,
            -155.677375,
            -60.483398,
            -95.193976
        ],
        [
            0.156075,
            0.155247,
            0.000827,
            0,
            -0.038783,
            -0.126734
        ],
        [
            13.899377,
            13.899377,
            13.899377,
            13.899377,
            13.899377,
            13.899377
        ],
        [
            -137438,
            -110357,
            -115986,
            -741151,
            -520891,
            -517810
        ],
        [
            1.656816,
            2.697362,
            1.005661,
            0.914652,
            0.916754,
            0.913261
        ],
        [
            69,
            35,
            34,
            69,
            35,
            34
        ],
        [
            32,
            16,
            16,
            29,
            14,
            15
        ],
        [
            37,
            19,
            18,
            40,
            21,
            19
        ],
        [
            46.376812,
            45.714286,
            47.058824,
            42.028986,
            40,
            44.117647
        ],
        [
            1.915694,
            3.203118,
            1.131369,
            1.26159,
            1.375131,
            1.156798
        ],
        [
            125820,
            125820,
            58930,
            168289,
            145081,
            168289
        ],
        [
            -105256,
            -31017,
            -105256,
            -404227,
            -105021,
            -404227
        ],
        [
            65,
            54,
            77,
            65,
            54,
            77
        ],
        [
            86,
            70,
            103,
            87,
            77,
            96
        ],
        [
            47,
            40,
            54,
            50,
            38,
            62
        ],
        [
            4544,
            1901,
            2643,
            4544,
            1901,
            2643
        ],
        [
            9.216949,
            71.716949,
            0,
            0,
            0,
            87.216949
        ],
        [
            1,
            2,
            0,
            0,
            0,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -96635,
            420314,
            -572942,
            -688488,
            -583009,
            -580455
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ZEC_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4787,
    "evaluation_days": 2393.5,
    "actual_first_datapoint_time": 1553126400000,
    "first_datapoint_time": 1561809600000,
    "last_datapoint_time": 1759881600000,
    "evaluation_time": 1759900344386,
    "expiration_time": 1766085552000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "jma",
        "factors": {
            "length": 202,
            "offset": 0
        }
    },
    "second_band": {
        "type": "linreg",
        "factors": {
            "length": 186,
            "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)