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Trade: ZEN/USDT/30/SWMA/WMA/5014

Strategy
ZEN/USDT/30/SWMA/WMA/5014
Pair
ZEN_USDT
Interval
30m
Score
304165
Daily Profit
0.177966
Profit Factor
1.255367
Profitability
53.435115
Streak
10.467848
Best Strategy
Training Data Length
520.830000
Evaluation Time
2025-10-06 08:43
Expiration Time
2025-12-20 07:30

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 62794.9339 92689.8086 -29894.8747 -50229.6467 70078.5862 -120308.2328
Total P&L (%) 62.7949 92.6898 -29.8949 -50.2296 70.0786 -120.3082
Avg Daily Profit (%) 0.1206 0.178 -0.0574 -0.1339 0.102 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -94350 -77610 -106399 -128970 -61162 -159504
Profit Factor 1.0817 1.2554 0.9262 0.9249 1.2489 0.6894
Total Trades 261 131 130 261 131 130
Winning Trades 137 70 67 137 70 67
Losing Trades 124 61 63 124 61 63
Profitability (%) 52.4904 53.4351 51.5385 52.4904 53.4351 51.5385
Ratio Avg Win / Avg Loss 0.9791 1.094 0.8709 0.8371 1.0884 0.6482
Largest Winning Trade 55840 55840 21404 47233 47233 21881
Largest Losing Trade -54679 -30637 -54679 -89175 -31074 -89175
Avg Bars in Trades 94 98 90 94 98 90
Avg Bars in Winners 87 84 89 87 84 89
Avg Bars in Losers 103 114 91 103 114 91
Bars Traded 24735 12937 11798 24735 12937 11798
Profit Streak 1.4887 10.4678 0 1.4887 10.4678 0
Trades During Streak 1 3 0 1 3 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -166216 304165 -581356 -582182 -55800 -581356
Evaluation Data
{
    "trading_pair": "ZEN_USDT",
    "interval": "30m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 520.83,
    "actual_first_datapoint_time": 1714730400000,
    "first_datapoint_time": 1715077800000,
    "last_datapoint_time": 1759728600000,
    "evaluation_time": 1759729422062,
    "expiration_time": 1766208600000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "swma",
        "factors": {
            "length": 92,
            "offset": 0
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 194,
            "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": [
        [
            62794.9338714287,
            92689.8086186882,
            -29894.8747472597,
            -50229.6466570133,
            70078.5861815816,
            -120308.2328385948
        ],
        [
            62.794934,
            92.689809,
            -29.894875,
            -50.229647,
            70.078586,
            -120.308233
        ],
        [
            0.120567,
            0.177966,
            -0.057399,
            -0.133879,
            0.102022,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -94350,
            -77610,
            -106399,
            -128970,
            -61162,
            -159504
        ],
        [
            1.081738,
            1.255367,
            0.926237,
            0.924896,
            1.248931,
            0.689356
        ],
        [
            261,
            131,
            130,
            261,
            131,
            130
        ],
        [
            137,
            70,
            67,
            137,
            70,
            67
        ],
        [
            124,
            61,
            63,
            124,
            61,
            63
        ],
        [
            52.490421,
            53.435115,
            51.538462,
            52.490421,
            53.435115,
            51.538462
        ],
        [
            0.979091,
            1.093963,
            0.870939,
            0.837133,
            1.088354,
            0.648201
        ],
        [
            55840,
            55840,
            21404,
            47233,
            47233,
            21881
        ],
        [
            -54679,
            -30637,
            -54679,
            -89175,
            -31074,
            -89175
        ],
        [
            94,
            98,
            90,
            94,
            98,
            90
        ],
        [
            87,
            84,
            89,
            87,
            84,
            89
        ],
        [
            103,
            114,
            91,
            103,
            114,
            91
        ],
        [
            24735,
            12937,
            11798,
            24735,
            12937,
            11798
        ],
        [
            1.488681,
            10.467848,
            0,
            1.488681,
            10.467848,
            0
        ],
        [
            1,
            3,
            0,
            1,
            3,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -166216,
            304165,
            -581356,
            -582182,
            -55800,
            -581356
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ZEN_USDT",
    "interval": "30m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 520.83,
    "actual_first_datapoint_time": 1714730400000,
    "first_datapoint_time": 1715077800000,
    "last_datapoint_time": 1759728600000,
    "evaluation_time": 1759729422062,
    "expiration_time": 1766208600000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "swma",
        "factors": {
            "length": 92,
            "offset": 0
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 194,
            "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)