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Trade: ZEN/USDT/120/HMA/MIDPOINT/1113

Strategy
ZEN/USDT/120/HMA/MIDPOINT/1113
Pair
ZEN_USDT
Interval
2h
Score
312370
Daily Profit
0.203034
Profit Factor
1.245276
Profitability
42.181070
Streak
8.634818
Best Strategy
Training Data Length
1917.330000
Evaluation Time
2025-10-06 02:14
Expiration Time
2025-12-14 00:34

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 389283.7309 342201.2123 47082.5186 68791.4477 126396.8466 -57605.3989
Total P&L (%) 389.2837 342.2012 47.0825 68.7914 126.3968 -57.6054
Avg Daily Profit (%) 0.203 0.1785 0.0246 0.0273 0.0426 -0.0447
Buy And Hold Return (%) 14.314 14.314 14.314 14.314 14.314 14.314
Max Trade Drawdown -114283 -107186 -234077 -148956 -93443 -220485
Profit Factor 1.2453 1.4877 1.0532 1.0701 1.2868 0.8936
Total Trades 486 243 243 486 243 243
Winning Trades 205 96 109 205 96 109
Losing Trades 281 147 134 281 147 134
Profitability (%) 42.1811 39.5062 44.856 42.1811 39.5062 44.856
Ratio Avg Win / Avg Loss 1.7069 2.278 1.2947 1.4668 1.9704 1.0985
Largest Winning Trade 116354 116354 39757 64113 64113 22354
Largest Losing Trade -51819 -34867 -51819 -85696 -43039 -85696
Avg Bars in Trades 46 47 45 46 47 45
Avg Bars in Winners 67 72 63 67 72 63
Avg Bars in Losers 31 31 30 31 31 30
Bars Traded 22594 11635 10959 22594 11635 10959
Profit Streak 8.6348 0 15.3848 8.6348 0 15.3848
Trades During Streak 1 0 2 1 0 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 312370 230897 -325164 -301203 -138221 -579324
Evaluation Data
{
    "trading_pair": "ZEN_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 23008,
    "evaluation_days": 1917.33,
    "actual_first_datapoint_time": 1594008000000,
    "first_datapoint_time": 1595844000000,
    "last_datapoint_time": 1759701600000,
    "evaluation_time": 1759706048320,
    "expiration_time": 1765665273600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hma",
        "factors": {
            "length": 242,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 29,
            "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": [
        [
            389283.7308907839,
            342201.2122513321,
            47082.5186394521,
            68791.4477021656,
            126396.8466057754,
            -57605.3989036099
        ],
        [
            389.283731,
            342.201212,
            47.082519,
            68.791448,
            126.396847,
            -57.605399
        ],
        [
            0.203034,
            0.178478,
            0.024556,
            0.027307,
            0.042627,
            -0.044747
        ],
        [
            14.314,
            14.314,
            14.314,
            14.314,
            14.314,
            14.314
        ],
        [
            -114283,
            -107186,
            -234077,
            -148956,
            -93443,
            -220485
        ],
        [
            1.245276,
            1.487651,
            1.053177,
            1.070052,
            1.286776,
            0.893572
        ],
        [
            486,
            243,
            243,
            486,
            243,
            243
        ],
        [
            205,
            96,
            109,
            205,
            96,
            109
        ],
        [
            281,
            147,
            134,
            281,
            147,
            134
        ],
        [
            42.18107,
            39.506173,
            44.855967,
            42.18107,
            39.506173,
            44.855967
        ],
        [
            1.70694,
            2.277966,
            1.294732,
            1.466754,
            1.970376,
            1.098519
        ],
        [
            116354,
            116354,
            39757,
            64113,
            64113,
            22354
        ],
        [
            -51819,
            -34867,
            -51819,
            -85696,
            -43039,
            -85696
        ],
        [
            46,
            47,
            45,
            46,
            47,
            45
        ],
        [
            67,
            72,
            63,
            67,
            72,
            63
        ],
        [
            31,
            31,
            30,
            31,
            31,
            30
        ],
        [
            22594,
            11635,
            10959,
            22594,
            11635,
            10959
        ],
        [
            8.634818,
            0,
            15.384818,
            8.634818,
            0,
            15.384818
        ],
        [
            1,
            0,
            2,
            1,
            0,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            312370,
            230897,
            -325164,
            -301203,
            -138221,
            -579324
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ZEN_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 23008,
    "evaluation_days": 1917.33,
    "actual_first_datapoint_time": 1594008000000,
    "first_datapoint_time": 1595844000000,
    "last_datapoint_time": 1759701600000,
    "evaluation_time": 1759706048320,
    "expiration_time": 1765665273600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hma",
        "factors": {
            "length": 242,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 29,
            "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)