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Trade: ZEN/USDT/360/WMA/SINWMA/9323

Strategy
ZEN/USDT/360/WMA/SINWMA/9323
Pair
ZEN_USDT
Interval
6h
Score
340536
Daily Profit
0.223880
Profit Factor
2.491463
Profitability
41.860465
Streak
0.000000
Best Strategy
Training Data Length
1916.500000
Evaluation Time
2025-10-04 14:51
Expiration Time
2025-11-30 19:52

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 404543.5159 429066.5669 -24523.051 -5543.1737 326776.0532 -332319.2269
Total P&L (%) 404.5435 429.0666 -24.5231 -5.5432 326.7761 -332.3192
Avg Daily Profit (%) 0.2111 0.2239 -0.0128 -0.003 0.0757 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -148391 -100611 -105843 -873034 -586618 -472315
Profit Factor 1.6183 2.4915 0.9331 0.9981 1.2509 0.7849
Total Trades 87 43 44 87 43 44
Winning Trades 37 18 19 37 18 19
Losing Trades 50 25 25 50 25 25
Profitability (%) 42.5287 41.8605 43.1818 42.5287 41.8605 43.1818
Ratio Avg Win / Avg Loss 2.1868 3.4604 1.2278 1.3487 1.7373 1.0327
Largest Winning Trade 312966 312966 60934 408576 408576 218396
Largest Losing Trade -47424 -40431 -47424 -241020 -216385 -241020
Avg Bars in Trades 85 73 97 85 73 97
Avg Bars in Winners 145 121 168 145 121 168
Avg Bars in Losers 41 39 43 41 39 43
Bars Traded 7449 3170 4279 7449 3170 4279
Profit Streak 0 0 0 0 0 0
Trades During Streak 0 0 0 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 291822 340536 -581704 -581784 -94034 -581704
Evaluation Data
{
    "trading_pair": "ZEN_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7666,
    "evaluation_days": 1916.5,
    "actual_first_datapoint_time": 1593993600000,
    "first_datapoint_time": 1598378400000,
    "last_datapoint_time": 1759557600000,
    "evaluation_time": 1759578713475,
    "expiration_time": 1764525168000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 204,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 26,
            "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": [
        [
            404543.5159060516,
            429066.5668604682,
            -24523.0509544165,
            -5543.1736676505,
            326776.0532436184,
            -332319.2269112692
        ],
        [
            404.543516,
            429.066567,
            -24.523051,
            -5.543174,
            326.776053,
            -332.319227
        ],
        [
            0.211085,
            0.22388,
            -0.012796,
            -0.002976,
            0.075744,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -148391,
            -100611,
            -105843,
            -873034,
            -586618,
            -472315
        ],
        [
            1.618252,
            2.491463,
            0.933116,
            0.998053,
            1.250879,
            0.784889
        ],
        [
            87,
            43,
            44,
            87,
            43,
            44
        ],
        [
            37,
            18,
            19,
            37,
            18,
            19
        ],
        [
            50,
            25,
            25,
            50,
            25,
            25
        ],
        [
            42.528736,
            41.860465,
            43.181818,
            42.528736,
            41.860465,
            43.181818
        ],
        [
            2.186827,
            3.460365,
            1.227785,
            1.348721,
            1.737331,
            1.032749
        ],
        [
            312966,
            312966,
            60934,
            408576,
            408576,
            218396
        ],
        [
            -47424,
            -40431,
            -47424,
            -241020,
            -216385,
            -241020
        ],
        [
            85,
            73,
            97,
            85,
            73,
            97
        ],
        [
            145,
            121,
            168,
            145,
            121,
            168
        ],
        [
            41,
            39,
            43,
            41,
            39,
            43
        ],
        [
            7449,
            3170,
            4279,
            7449,
            3170,
            4279
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            291822,
            340536,
            -581704,
            -581784,
            -94034,
            -581704
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ZEN_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7666,
    "evaluation_days": 1916.5,
    "actual_first_datapoint_time": 1593993600000,
    "first_datapoint_time": 1598378400000,
    "last_datapoint_time": 1759557600000,
    "evaluation_time": 1759578713475,
    "expiration_time": 1764525168000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 204,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 26,
            "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)