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Trade: ZEN/USDT/480/PWMA/LINREG/9101

Strategy
ZEN/USDT/480/PWMA/LINREG/9101
Pair
ZEN_USDT
Interval
8h
Score
375463
Daily Profit
0.245651
Profit Factor
2.929733
Profitability
41.935484
Streak
0.000000
Best Strategy
Training Data Length
1914.330000
Evaluation Time
2025-10-02 07:16
Expiration Time
2025-11-28 12:19

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 530111.6865 470257.8248 59853.8617 281388.5744 -925508.6956 1206897.2701
Total P&L (%) 530.1117 470.2578 59.8539 281.3886 -925.5087 1206.8973
Avg Daily Profit (%) 0.2769 0.2457 0.0313 0.07 0 0.1344
Buy And Hold Return (%) 16.483 16.483 16.483 16.483 16.483 16.483
Max Trade Drawdown -235966 -136965 -125518 -3498834 -2447546 -1711571
Profit Factor 2.1159 2.9297 1.2587 1.0401 0.7731 1.4104
Total Trades 62 31 31 62 31 31
Winning Trades 26 13 13 26 13 13
Losing Trades 36 18 18 36 18 18
Profitability (%) 41.9355 41.9355 41.9355 41.9355 41.9355 41.9355
Ratio Avg Win / Avg Loss 2.9297 4.0566 1.7428 1.4401 1.0704 1.9528
Largest Winning Trade 329007 329007 56625 1193732 667741 1193732
Largest Losing Trade -36169 -35328 -36169 -740521 -740521 -431533
Avg Bars in Trades 88 79 97 88 79 97
Avg Bars in Winners 133 121 146 133 121 146
Avg Bars in Losers 55 48 61 55 48 61
Bars Traded 5472 2453 3019 5472 2453 3019
Profit Streak 0 0 73.8451 0 0 73.8451
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -149194 375463 -155343 -437882 -582287 -14001
Evaluation Data
{
    "trading_pair": "ZEN_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5743,
    "evaluation_days": 1914.33,
    "actual_first_datapoint_time": 1593993600000,
    "first_datapoint_time": 1598544000000,
    "last_datapoint_time": 1759363200000,
    "evaluation_time": 1759378613310,
    "expiration_time": 1764325152000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 136,
            "offset": 0
        }
    },
    "second_band": {
        "type": "linreg",
        "factors": {
            "length": 159,
            "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": [
        [
            530111.6864539378,
            470257.8247787381,
            59853.8616751993,
            281388.5744108025,
            -925508.6956402977,
            1206897.2700510996
        ],
        [
            530.111686,
            470.257825,
            59.853862,
            281.388574,
            -925.508696,
            1206.89727
        ],
        [
            0.276918,
            0.245651,
            0.031266,
            0.069952,
            0,
            0.134353
        ],
        [
            16.48299,
            16.48299,
            16.48299,
            16.48299,
            16.48299,
            16.48299
        ],
        [
            -235966,
            -136965,
            -125518,
            -3498834,
            -2447546,
            -1711571
        ],
        [
            2.115928,
            2.929733,
            1.258715,
            1.040087,
            0.773062,
            1.410352
        ],
        [
            62,
            31,
            31,
            62,
            31,
            31
        ],
        [
            26,
            13,
            13,
            26,
            13,
            13
        ],
        [
            36,
            18,
            18,
            36,
            18,
            18
        ],
        [
            41.935484,
            41.935484,
            41.935484,
            41.935484,
            41.935484,
            41.935484
        ],
        [
            2.929746,
            4.056554,
            1.742836,
            1.440121,
            1.070394,
            1.952796
        ],
        [
            329007,
            329007,
            56625,
            1193732,
            667741,
            1193732
        ],
        [
            -36169,
            -35328,
            -36169,
            -740521,
            -740521,
            -431533
        ],
        [
            88,
            79,
            97,
            88,
            79,
            97
        ],
        [
            133,
            121,
            146,
            133,
            121,
            146
        ],
        [
            55,
            48,
            61,
            55,
            48,
            61
        ],
        [
            5472,
            2453,
            3019,
            5472,
            2453,
            3019
        ],
        [
            0,
            0,
            73.845061,
            0,
            0,
            73.845061
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -149194,
            375463,
            -155343,
            -437882,
            -582287,
            -14001
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ZEN_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5743,
    "evaluation_days": 1914.33,
    "actual_first_datapoint_time": 1593993600000,
    "first_datapoint_time": 1598544000000,
    "last_datapoint_time": 1759363200000,
    "evaluation_time": 1759378613310,
    "expiration_time": 1764325152000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 136,
            "offset": 0
        }
    },
    "second_band": {
        "type": "linreg",
        "factors": {
            "length": 159,
            "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)