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Trade: ZEN/USDT/120/ALMA/SINWMA/3607

Strategy
ZEN/USDT/120/ALMA/SINWMA/3607
Pair
ZEN_USDT
Interval
2h
Score
314108
Daily Profit
0.209987
Profit Factor
1.459539
Profitability
46.153846
Streak
0.000000
Best Strategy
Training Data Length
1906.000000
Evaluation Time
2025-09-26 06:18
Expiration Time
2025-12-02 06:47

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 400234.4935 401747.0591 -1512.5656 -58680.4383 645735.9493 -704416.3876
Total P&L (%) 400.2345 401.7471 -1.5126 -58.6804 645.7359 -704.4164
Avg Daily Profit (%) 0.21 0.2108 -0.0008 -0.0464 0.1055 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -125317 -95603 -111887 -735689 -324488 -753339
Profit Factor 1.4595 1.9652 0.9967 0.9782 1.6367 0.5807
Total Trades 130 65 65 130 65 65
Winning Trades 60 27 33 60 27 33
Losing Trades 70 38 32 70 38 32
Profitability (%) 46.1538 41.5385 50.7692 46.1538 41.5385 50.7692
Ratio Avg Win / Avg Loss 1.7028 2.7659 0.9665 1.1413 2.3036 0.5631
Largest Winning Trade 309184 309184 52718 587116 587116 166029
Largest Losing Trade -80545 -29885 -80545 -346535 -86976 -346535
Avg Bars in Trades 173 170 176 173 170 176
Avg Bars in Winners 243 256 232 243 256 232
Avg Bars in Losers 112 108 117 112 108 117
Bars Traded 22502 11061 11441 22502 11061 11441
Profit Streak 0 0 44.5544 0 0 44.5544
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 314108 -123802 -711803 -580262 -183912 -711803

Evaluation Data

{
    "trading_pair": "ZEN_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 22872,
    "evaluation_days": 1906,
    "actual_first_datapoint_time": 1594008000000,
    "first_datapoint_time": 1595404800000,
    "last_datapoint_time": 1758722400000,
    "evaluation_time": 1758856696396,
    "expiration_time": 1764650822400,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "alma",
        "factors": {
            "length": 195,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 86,
            "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": [
        [
            400234.4934644126,
            401747.059111161,
            -1512.5656467483,
            -58680.4383061963,
            645735.9492976094,
            -704416.3876038057
        ],
        [
            400.234493,
            401.747059,
            -1.512566,
            -58.680438,
            645.735949,
            -704.416388
        ],
        [
            0.209987,
            0.21078,
            -0.000794,
            -0.04636,
            0.10547,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -125317,
            -95603,
            -111887,
            -735689,
            -324488,
            -753339
        ],
        [
            1.459539,
            1.965247,
            0.996674,
            0.978219,
            1.636734,
            0.58069
        ],
        [
            130,
            65,
            65,
            130,
            65,
            65
        ],
        [
            60,
            27,
            33,
            60,
            27,
            33
        ],
        [
            70,
            38,
            32,
            70,
            38,
            32
        ],
        [
            46.153846,
            41.538462,
            50.769231,
            46.153846,
            41.538462,
            50.769231
        ],
        [
            1.702796,
            2.765903,
            0.966472,
            1.141255,
            2.303552,
            0.563094
        ],
        [
            309184,
            309184,
            52718,
            587116,
            587116,
            166029
        ],
        [
            -80545,
            -29885,
            -80545,
            -346535,
            -86976,
            -346535
        ],
        [
            173,
            170,
            176,
            173,
            170,
            176
        ],
        [
            243,
            256,
            232,
            243,
            256,
            232
        ],
        [
            112,
            108,
            117,
            112,
            108,
            117
        ],
        [
            22502,
            11061,
            11441,
            22502,
            11061,
            11441
        ],
        [
            0,
            0,
            44.554356,
            0,
            0,
            44.554356
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            314108,
            -123802,
            -711803,
            -580262,
            -183912,
            -711803
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ZEN_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 22872,
    "evaluation_days": 1906,
    "actual_first_datapoint_time": 1594008000000,
    "first_datapoint_time": 1595404800000,
    "last_datapoint_time": 1758722400000,
    "evaluation_time": 1758856696396,
    "expiration_time": 1764650822400,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "alma",
        "factors": {
            "length": 195,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 86,
            "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)