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Trade: ZEN/USDT/480/RMA/PWMA/2492

Strategy
ZEN/USDT/480/RMA/PWMA/2492
Pair
ZEN_USDT
Interval
8h
Score
609042
Daily Profit
0.357524
Profit Factor
3.339635
Profitability
54.838710
Streak
57.738258
Best Strategy
Training Data Length
1914.670000
Evaluation Time
2025-10-02 12:43
Expiration Time
2025-11-28 20:33

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 615701.4495 684540.5171 -68839.0675 -158235.2665 9815.5915 -168050.858
Total P&L (%) 615.7015 684.5405 -68.8391 -158.2353 9.8156 -168.0509
Avg Daily Profit (%) 0.3216 0.3575 -0.036 0 0.0049 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -136904 -120704 -134709 -373456 -196962 -283741
Profit Factor 2.0197 3.3396 0.7788 0.832 1.0203 0.6328
Total Trades 62 31 31 62 31 31
Winning Trades 34 17 17 29 15 14
Losing Trades 28 14 14 33 16 17
Profitability (%) 54.8387 54.8387 54.8387 46.7742 48.3871 45.1613
Ratio Avg Win / Avg Loss 1.6633 2.7503 0.6414 0.9468 1.0883 0.7684
Largest Winning Trade 683993 683993 59159 134015 134015 83641
Largest Losing Trade -126116 -61248 -126116 -186043 -186043 -131345
Avg Bars in Trades 86 60 113 86 60 113
Avg Bars in Winners 101 62 141 58 55 61
Avg Bars in Losers 68 58 78 111 65 155
Bars Traded 5385 1881 3504 5385 1881 3504
Profit Streak 56.4049 57.7383 0 0 0 111.0716
Trades During Streak 1 1 0 0 0 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -144396 609042 -580190 -740532 -550969 -581741
Evaluation Data
{
    "trading_pair": "ZEN_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5744,
    "evaluation_days": 1914.67,
    "actual_first_datapoint_time": 1593993600000,
    "first_datapoint_time": 1597766400000,
    "last_datapoint_time": 1759392000000,
    "evaluation_time": 1759398185512,
    "expiration_time": 1764354816000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "rma",
        "factors": {
            "length": 132,
            "offset": 0
        }
    },
    "second_band": {
        "type": "pwma",
        "factors": {
            "length": 70,
            "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": [
        [
            615701.449517339,
            684540.517057087,
            -68839.0675397479,
            -158235.266461872,
            9815.5915456621,
            -168050.858007534
        ],
        [
            615.70145,
            684.540517,
            -68.839068,
            -158.235266,
            9.815592,
            -168.050858
        ],
        [
            0.321571,
            0.357524,
            -0.035953,
            0,
            0.00489,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -136904,
            -120704,
            -134709,
            -373456,
            -196962,
            -283741
        ],
        [
            2.019685,
            3.339635,
            0.778817,
            0.832043,
            1.020263,
            0.632837
        ],
        [
            62,
            31,
            31,
            62,
            31,
            31
        ],
        [
            34,
            17,
            17,
            29,
            15,
            14
        ],
        [
            28,
            14,
            14,
            33,
            16,
            17
        ],
        [
            54.83871,
            54.83871,
            54.83871,
            46.774194,
            48.387097,
            45.16129
        ],
        [
            1.66327,
            2.750288,
            0.641379,
            0.946808,
            1.08828,
            0.768445
        ],
        [
            683993,
            683993,
            59159,
            134015,
            134015,
            83641
        ],
        [
            -126116,
            -61248,
            -126116,
            -186043,
            -186043,
            -131345
        ],
        [
            86,
            60,
            113,
            86,
            60,
            113
        ],
        [
            101,
            62,
            141,
            58,
            55,
            61
        ],
        [
            68,
            58,
            78,
            111,
            65,
            155
        ],
        [
            5385,
            1881,
            3504,
            5385,
            1881,
            3504
        ],
        [
            56.404925,
            57.738258,
            0,
            0,
            0,
            111.071592
        ],
        [
            1,
            1,
            0,
            0,
            0,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -144396,
            609042,
            -580190,
            -740532,
            -550969,
            -581741
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ZEN_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5744,
    "evaluation_days": 1914.67,
    "actual_first_datapoint_time": 1593993600000,
    "first_datapoint_time": 1597766400000,
    "last_datapoint_time": 1759392000000,
    "evaluation_time": 1759398185512,
    "expiration_time": 1764354816000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "rma",
        "factors": {
            "length": 132,
            "offset": 0
        }
    },
    "second_band": {
        "type": "pwma",
        "factors": {
            "length": 70,
            "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)