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Trade: ZEN/USDT/240/MIDPRICE/JMA/6295

Strategy
ZEN/USDT/240/MIDPRICE/JMA/6295
Pair
ZEN_USDT
Interval
4h
Score
324278
Daily Profit
0.199897
Profit Factor
1.423948
Profitability
51.515152
Streak
0.000000
Best Strategy
Training Data Length
1916.170000
Evaluation Time
2025-10-04 10:38
Expiration Time
2025-11-30 17:38

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 383036.3767 390263.1847 -7226.808 -21905.1385 17088.5549 -38993.6934
Total P&L (%) 383.0364 390.2632 -7.2268 -21.9051 17.0886 -38.9937
Avg Daily Profit (%) 0.1999 0.2037 -0.0038 -0.0129 0.0082 -0.0258
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -201732 -104385 -168846 -391113 -273356 -208305
Profit Factor 1.4239 1.9791 0.9857 0.9814 1.0275 0.9304
Total Trades 132 66 66 132 66 66
Winning Trades 68 35 33 68 35 33
Losing Trades 64 31 33 64 31 33
Profitability (%) 51.5152 53.0303 50 51.5152 53.0303 50
Ratio Avg Win / Avg Loss 1.3402 1.7529 0.9857 0.9237 0.9101 0.9304
Largest Winning Trade 200428 200428 62887 122819 122819 102064
Largest Losing Trade -52567 -41766 -52567 -105364 -105364 -92211
Avg Bars in Trades 84 59 108 84 59 108
Avg Bars in Winners 79 47 114 79 47 114
Avg Bars in Losers 89 74 103 89 74 103
Bars Traded 11129 3953 7176 11129 3953 7176
Profit Streak 0 0 75.3184 0 0 75.3184
Trades During Streak 0 0 3 0 0 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 324278 -112375 -703585 -580231 -506339 -703585
Evaluation Data
{
    "trading_pair": "ZEN_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11497,
    "evaluation_days": 1916.17,
    "actual_first_datapoint_time": 1594008000000,
    "first_datapoint_time": 1597334400000,
    "last_datapoint_time": 1759550400000,
    "evaluation_time": 1759563512964,
    "expiration_time": 1764517104000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 165,
            "offset": 0
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 232,
            "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": [
        [
            383036.3766694498,
            390263.1846811245,
            -7226.8080116745,
            -21905.1385004006,
            17088.5549134357,
            -38993.6934138363
        ],
        [
            383.036377,
            390.263185,
            -7.226808,
            -21.905139,
            17.088555,
            -38.993693
        ],
        [
            0.199897,
            0.203668,
            -0.003771,
            -0.012902,
            0.008233,
            -0.025787
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -201732,
            -104385,
            -168846,
            -391113,
            -273356,
            -208305
        ],
        [
            1.423948,
            1.979127,
            0.985687,
            0.981444,
            1.027546,
            0.930387
        ],
        [
            132,
            66,
            66,
            132,
            66,
            66
        ],
        [
            68,
            35,
            33,
            68,
            35,
            33
        ],
        [
            64,
            31,
            33,
            64,
            31,
            33
        ],
        [
            51.515152,
            53.030303,
            50,
            51.515152,
            53.030303,
            50
        ],
        [
            1.340186,
            1.752941,
            0.985687,
            0.923712,
            0.910112,
            0.930387
        ],
        [
            200428,
            200428,
            62887,
            122819,
            122819,
            102064
        ],
        [
            -52567,
            -41766,
            -52567,
            -105364,
            -105364,
            -92211
        ],
        [
            84,
            59,
            108,
            84,
            59,
            108
        ],
        [
            79,
            47,
            114,
            79,
            47,
            114
        ],
        [
            89,
            74,
            103,
            89,
            74,
            103
        ],
        [
            11129,
            3953,
            7176,
            11129,
            3953,
            7176
        ],
        [
            0,
            0,
            75.318437,
            0,
            0,
            75.318437
        ],
        [
            0,
            0,
            3,
            0,
            0,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            324278,
            -112375,
            -703585,
            -580231,
            -506339,
            -703585
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ZEN_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11497,
    "evaluation_days": 1916.17,
    "actual_first_datapoint_time": 1594008000000,
    "first_datapoint_time": 1597334400000,
    "last_datapoint_time": 1759550400000,
    "evaluation_time": 1759563512964,
    "expiration_time": 1764517104000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 165,
            "offset": 0
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 232,
            "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)