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Trade: ZEN/USDT/480/PWMA/HILO/4771

Strategy
ZEN/USDT/480/PWMA/HILO/4771
Pair
ZEN_USDT
Interval
8h
Score
326023
Daily Profit
0.161755
Profit Factor
2.589652
Profitability
41.935484
Streak
0.000000
Best Strategy
Training Data Length
1908.670000
Evaluation Time
2025-09-26 18:50
Expiration Time
2025-11-22 16:14

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 321968.7149 308737.7319 13230.9829 109697.8206 196289.7837 -86591.9631
Total P&L (%) 321.9687 308.7377 13.231 109.6978 196.2898 -86.592
Avg Daily Profit (%) 0.1687 0.1618 0.0069 0.0388 0.0569 -0.1052
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -114331 -87503 -67556 -490554 -403803 -267260
Profit Factor 1.7031 2.5897 1.0502 1.057 1.2469 0.9234
Total Trades 61 31 30 61 31 30
Winning Trades 28 13 15 28 13 15
Losing Trades 33 18 15 33 18 15
Profitability (%) 45.9016 41.9355 50 45.9016 41.9355 50
Ratio Avg Win / Avg Loss 2.0072 3.5857 1.0502 1.2457 1.7265 0.9234
Largest Winning Trade 192341 192341 55892 332887 332887 206689
Largest Losing Trade -36717 -26440 -36717 -188108 -128188 -188108
Avg Bars in Trades 86 76 97 86 76 97
Avg Bars in Winners 115 84 142 115 84 142
Avg Bars in Losers 62 70 53 62 70 53
Bars Traded 5297 2361 2936 5297 2361 2936
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 -157012 326023 -414209 -466531 -119214 -580825

Evaluation Data

{
    "trading_pair": "ZEN_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5726,
    "evaluation_days": 1908.67,
    "actual_first_datapoint_time": 1593993600000,
    "first_datapoint_time": 1600502400000,
    "last_datapoint_time": 1758873600000,
    "evaluation_time": 1758901807077,
    "expiration_time": 1763820864000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 227,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "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": [
        [
            321968.7148586117,
            308737.7319311205,
            13230.9829274911,
            109697.8206311636,
            196289.7837416751,
            -86591.9631105117
        ],
        [
            321.968715,
            308.737732,
            13.230983,
            109.697821,
            196.289784,
            -86.591963
        ],
        [
            0.168687,
            0.161755,
            0.006932,
            0.038804,
            0.056923,
            -0.105218
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -114331,
            -87503,
            -67556,
            -490554,
            -403803,
            -267260
        ],
        [
            1.703084,
            2.589652,
            1.05017,
            1.056961,
            1.246887,
            0.923422
        ],
        [
            61,
            31,
            30,
            61,
            31,
            30
        ],
        [
            28,
            13,
            15,
            28,
            13,
            15
        ],
        [
            33,
            18,
            15,
            33,
            18,
            15
        ],
        [
            45.901639,
            41.935484,
            50,
            45.901639,
            41.935484,
            50
        ],
        [
            2.007206,
            3.585672,
            1.05017,
            1.245704,
            1.726459,
            0.923422
        ],
        [
            192341,
            192341,
            55892,
            332887,
            332887,
            206689
        ],
        [
            -36717,
            -26440,
            -36717,
            -188108,
            -128188,
            -188108
        ],
        [
            86,
            76,
            97,
            86,
            76,
            97
        ],
        [
            115,
            84,
            142,
            115,
            84,
            142
        ],
        [
            62,
            70,
            53,
            62,
            70,
            53
        ],
        [
            5297,
            2361,
            2936,
            5297,
            2361,
            2936
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -157012,
            326023,
            -414209,
            -466531,
            -119214,
            -580825
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ZEN_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5726,
    "evaluation_days": 1908.67,
    "actual_first_datapoint_time": 1593993600000,
    "first_datapoint_time": 1600502400000,
    "last_datapoint_time": 1758873600000,
    "evaluation_time": 1758901807077,
    "expiration_time": 1763820864000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 227,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "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)