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Trade: ZEN/USDT/720/DCL/SWMA/4301

Strategy
ZEN/USDT/720/DCL/SWMA/4301
Pair
ZEN_USDT
Interval
12h
Score
424402
Daily Profit
0.249913
Profit Factor
1.520531
Profitability
67.500000
Streak
14.445191
Best Strategy
Training Data Length
1907.000000
Evaluation Time
2025-09-26 01:41
Expiration Time
2025-11-20 19:02

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 476584.6393 423123.0921 53461.5472 -249757.675 52401.9165 -302159.5915
Total P&L (%) 476.5846 423.1231 53.4615 -249.7577 52.4019 -302.1596
Avg Daily Profit (%) 0.2499 0.2219 0.028 0 0.0221 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -139903 -100882 -191034 -608350 -301452 -436866
Profit Factor 1.5205 1.7812 1.143 0.8355 1.0691 0.6025
Total Trades 160 80 80 160 80 80
Winning Trades 108 51 57 58 33 25
Losing Trades 52 29 23 102 47 55
Profitability (%) 67.5 63.75 71.25 36.25 41.25 31.25
Ratio Avg Win / Avg Loss 0.7321 1.0129 0.4612 1.4693 1.5227 1.3255
Largest Winning Trade 126737 126737 24971 213973 124316 213973
Largest Losing Trade -121827 -65927 -121827 -397322 -139760 -397322
Avg Bars in Trades 23 35 11 23 35 11
Avg Bars in Winners 12 17 8 41 59 17
Avg Bars in Losers 46 67 19 13 18 8
Bars Traded 3746 2837 909 3746 2837 909
Profit Streak 14.4452 0 63.9452 0 113.9452 0
Trades During Streak 1 0 1 0 2 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 424402 -7322 -237062 -583342 -329810 -605583

Evaluation Data

{
    "trading_pair": "ZEN_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3814,
    "evaluation_days": 1907,
    "actual_first_datapoint_time": 1593993600000,
    "first_datapoint_time": 1595678400000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758840064483,
    "expiration_time": 1763658144000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "dcl",
        "factors": {
            "length": 6,
            "offset": 0
        }
    },
    "second_band": {
        "type": "swma",
        "factors": {
            "length": 40,
            "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": [
        [
            476584.6393229105,
            423123.0921041631,
            53461.5472187473,
            -249757.6750313468,
            52401.9164725101,
            -302159.5915038567
        ],
        [
            476.584639,
            423.123092,
            53.461547,
            -249.757675,
            52.401916,
            -302.159592
        ],
        [
            0.249913,
            0.221879,
            0.028034,
            0,
            0.022097,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -139903,
            -100882,
            -191034,
            -608350,
            -301452,
            -436866
        ],
        [
            1.520531,
            1.781248,
            1.142955,
            0.835506,
            1.069114,
            0.602493
        ],
        [
            160,
            80,
            80,
            160,
            80,
            80
        ],
        [
            108,
            51,
            57,
            58,
            33,
            25
        ],
        [
            52,
            29,
            23,
            102,
            47,
            55
        ],
        [
            67.5,
            63.75,
            71.25,
            36.25,
            41.25,
            31.25
        ],
        [
            0.732107,
            1.012867,
            0.461192,
            1.469337,
            1.522677,
            1.325485
        ],
        [
            126737,
            126737,
            24971,
            213973,
            124316,
            213973
        ],
        [
            -121827,
            -65927,
            -121827,
            -397322,
            -139760,
            -397322
        ],
        [
            23,
            35,
            11,
            23,
            35,
            11
        ],
        [
            12,
            17,
            8,
            41,
            59,
            17
        ],
        [
            46,
            67,
            19,
            13,
            18,
            8
        ],
        [
            3746,
            2837,
            909,
            3746,
            2837,
            909
        ],
        [
            14.445191,
            0,
            63.945191,
            0,
            113.945191,
            0
        ],
        [
            1,
            0,
            1,
            0,
            2,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            424402,
            -7322,
            -237062,
            -583342,
            -329810,
            -605583
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ZEN_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3814,
    "evaluation_days": 1907,
    "actual_first_datapoint_time": 1593993600000,
    "first_datapoint_time": 1595678400000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758840064483,
    "expiration_time": 1763658144000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "dcl",
        "factors": {
            "length": 6,
            "offset": 0
        }
    },
    "second_band": {
        "type": "swma",
        "factors": {
            "length": 40,
            "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)