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Trade: ZEN/USDT/240/SINWMA/SINWMA/8096

Strategy
ZEN/USDT/240/SINWMA/SINWMA/8096
Pair
ZEN_USDT
Interval
4h
Score
318531
Daily Profit
0.200647
Profit Factor
2.522282
Profitability
39.393939
Streak
53.631627
Best Strategy
Training Data Length
1906.500000
Evaluation Time
2025-09-25 22:09
Expiration Time
2025-11-20 18:40

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 408139.7584 382534.0775 25605.6809 88574.3168 99236.3338 -10662.017
Total P&L (%) 408.1398 382.5341 25.6057 88.5743 99.2363 -10.662
Avg Daily Profit (%) 0.2141 0.2006 0.0134 0.0333 0.0362 -0.0059
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -122292 -94710 -96778 -567471 -521875 -326796
Profit Factor 1.7095 2.5223 1.079 1.0375 1.0896 0.9915
Total Trades 66 33 33 66 33 33
Winning Trades 27 13 14 27 13 14
Losing Trades 39 20 19 39 20 19
Profitability (%) 40.9091 39.3939 42.4242 40.9091 39.3939 42.4242
Ratio Avg Win / Avg Loss 2.4693 3.8804 1.4644 1.4986 1.6763 1.3456
Largest Winning Trade 238107 238107 59040 286969 286969 276662
Largest Losing Trade -40391 -26440 -40391 -185161 -185161 -176184
Avg Bars in Trades 168 147 189 168 147 189
Avg Bars in Winners 280 222 334 280 222 334
Avg Bars in Losers 90 98 82 90 98 82
Bars Traded 11104 4861 6243 11104 4861 6243
Profit Streak 53.6316 53.6316 113.7983 53.6316 53.6316 113.7983
Trades During Streak 2 1 2 2 1 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -120347 318531 -313995 -459081 -269037 -581124

Evaluation Data

{
    "trading_pair": "ZEN_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11439,
    "evaluation_days": 1906.5,
    "actual_first_datapoint_time": 1594008000000,
    "first_datapoint_time": 1597161600000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758827372594,
    "expiration_time": 1763656848000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 220,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 51,
            "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": [
        [
            408139.7583997174,
            382534.0774730878,
            25605.6809266296,
            88574.3167960263,
            99236.3338430663,
            -10662.0170470397
        ],
        [
            408.139758,
            382.534077,
            25.605681,
            88.574317,
            99.236334,
            -10.662017
        ],
        [
            0.214078,
            0.200647,
            0.013431,
            0.033277,
            0.036163,
            -0.005913
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -122292,
            -94710,
            -96778,
            -567471,
            -521875,
            -326796
        ],
        [
            1.709505,
            2.522282,
            1.079041,
            1.037464,
            1.089595,
            0.991516
        ],
        [
            66,
            33,
            33,
            66,
            33,
            33
        ],
        [
            27,
            13,
            14,
            27,
            13,
            14
        ],
        [
            39,
            20,
            19,
            39,
            20,
            19
        ],
        [
            40.909091,
            39.393939,
            42.424242,
            40.909091,
            39.393939,
            42.424242
        ],
        [
            2.469285,
            3.880433,
            1.464412,
            1.498559,
            1.676301,
            1.345628
        ],
        [
            238107,
            238107,
            59040,
            286969,
            286969,
            276662
        ],
        [
            -40391,
            -26440,
            -40391,
            -185161,
            -185161,
            -176184
        ],
        [
            168,
            147,
            189,
            168,
            147,
            189
        ],
        [
            280,
            222,
            334,
            280,
            222,
            334
        ],
        [
            90,
            98,
            82,
            90,
            98,
            82
        ],
        [
            11104,
            4861,
            6243,
            11104,
            4861,
            6243
        ],
        [
            53.631627,
            53.631627,
            113.798294,
            53.631627,
            53.631627,
            113.798294
        ],
        [
            2,
            1,
            2,
            2,
            1,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -120347,
            318531,
            -313995,
            -459081,
            -269037,
            -581124
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ZEN_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11439,
    "evaluation_days": 1906.5,
    "actual_first_datapoint_time": 1594008000000,
    "first_datapoint_time": 1597161600000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758827372594,
    "expiration_time": 1763656848000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 220,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 51,
            "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)