Zcash (ZEC) Daily/Weekly Backtest Results

Signal:                
                   
              [ What are these? | Switch to ZEC's monthly backtests ]
Fixed profit target:               -or-  
Show signal scores:       Scores:           Market sector score:       [ What are these scores? ]
Expectancy: -43.75%.   Win rate: 50.0%.   Sharpe Ratio: -0.939.   Maximum drawdown: -98.77% on 23 February 2017.
Mean CAGR: -13.78%. Time in market: 796 days.   Hypothetical return: $1000 would be worth $53.75 on 03 March 2024.
Key: change_history : profitable trade change_history : breakeven trade (minimal loss after 2 years) change_history : losing trade (not profitable in a 2 year timeframe)


*Transaction costs, taxes and dividends are excluded from these calculations. Past performance may not necessarily be a reliable guide to future performance.

Calculations for Zcash

Expectancy is the percentage profit or loss you would expect to make on the next purchase of this stock with an entry point at the specified signal and profit target as set above. Given a large enough sample size, a positive expectancy indicates the trading strategy is likely to be profitable.

Expectancy calculation for 2 signal(s) occurring before 19 March 2024 for a 7.5% profit target: (50.0% * 7.50%) + (0% * 0%) - (50.0% * 95.00%) = -43.75%.
Wins: 1 Breakevens: 0 Losses: 1

The Sharpe Ratio calculation assumes a risk free return rate of 2% per calendar year. Ideally the ratio should be a positive number. A higher positive number indicates the strategy has a more attractive risk adjusted rate of return for this particular buy signal and stock over the chart's timeframe.

Gap Up Backtest Summary (Fixed Profits System)

This table summarises how profitable it would have been to have bought this stock at each Gap Up entry signal. Hover over the icons to see more details of the particular trade, including the maximum percentage drawdown and how long it took to reach the desired percentage profit.

Key:   disabled_by_default = profit point not achieved. select_check_box = profit point achieved with CAGR above 15%.
select_check_box = profit point achieved with CAGR of between 5% and 15%. select_check_box = profit point achieved but CAGR was less than 5%.

Signal Date, Score and Sector Score Buy Signal Price Performance (mouseover for details)
5% 6% 7.5% 10% 20%
26 September 2025  bubble_chart   smart_toyLOW (64)     Gap Up $ 56.15 select_check_box electric_boltelectric_boltelectric_bolt select_check_box electric_boltelectric_boltelectric_bolt select_check_box electric_boltelectric_boltelectric_bolt select_check_box electric_boltelectric_boltelectric_bolt select_check_box electric_boltelectric_boltelectric_bolt
28 April 2025  bubble_chart   smart_toyLOW (72)     Gap Up $ 33.47 select_check_box electric_boltelectric_boltelectric_bolt select_check_box electric_boltelectric_boltelectric_bolt select_check_box electric_boltelectric_boltelectric_bolt select_check_box electric_boltelectric_boltelectric_bolt select_check_box electric_boltelectric_boltelectric_bolt
10 April 2025  bubble_chart   smart_toyHIGH (95)     Gap Up $ 36.32 select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_boltelectric_bolt
13 March 2025  bubble_chart   smart_toyLOW (67)     Gap Up $ 29.76 select_check_box electric_boltelectric_boltelectric_bolt select_check_box electric_boltelectric_boltelectric_bolt select_check_box electric_boltelectric_boltelectric_bolt select_check_box electric_boltelectric_boltelectric_bolt select_check_box electric_boltelectric_boltelectric_bolt
29 December 2023   smart_toyLOW (70)     Gap Up $ 29.71 select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt
30 October 2016   smart_toyLOW (70)     Gap Up $ 2325.00 disabled_by_default disabled_by_default disabled_by_default disabled_by_default disabled_by_default

 

The data for Zcash (exchange: CRYPTO symbol: ZEC) was last updated 16 Jul 2026 03:30. Data for this stock is available from 28 Oct 2016 - 26 Mar 2026.