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Trade: ZEN/USDT/720/FWMA/HMA/1324

Strategy
ZEN/USDT/720/FWMA/HMA/1324
Pair
ZEN_USDT
Interval
12h
Score
506382
Daily Profit
0.345911
Profit Factor
2.349387
Profitability
50.574713
Streak
0.000000
Best Strategy
Training Data Length
1914.500000
Evaluation Time
2025-10-02 13:41
Expiration Time
2025-11-28 12:26

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 662245.7511 552893.6963 109352.0548 1232566.9378 827547.7586 405019.1792
Total P&L (%) 662.2458 552.8937 109.3521 1232.5669 827.5478 405.0192
Avg Daily Profit (%) 0.3459 0.2888 0.0571 0.1354 0.1164 0.0846
Buy And Hold Return (%) 63.1951 63.1951 63.1951 63.1951 63.1951 63.1951
Max Trade Drawdown -127004 -78578 -58568 -1689533 -924666 -990541
Profit Factor 2.3494 3.38 1.4231 1.1979 1.271 1.1275
Total Trades 87 44 43 87 44 43
Winning Trades 44 20 24 44 20 24
Losing Trades 43 24 19 43 24 19
Profitability (%) 50.5747 45.4545 55.814 50.5747 45.4545 55.814
Ratio Avg Win / Avg Loss 2.296 4.056 1.1266 1.1706 1.5252 0.8926
Largest Winning Trade 337689 337689 62072 729882 699701 729882
Largest Losing Trade -41551 -37510 -41551 -990541 -593615 -990541
Avg Bars in Trades 40 35 45 40 35 45
Avg Bars in Winners 51 46 55 51 46 55
Avg Bars in Losers 28 26 31 28 26 31
Bars Traded 3502 1566 1936 3502 1566 1936
Profit Streak 0 0 73.9455 0 0 73.9455
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 506382 487827 -123136 -14495 -37867 -160941
Evaluation Data
{
    "trading_pair": "ZEN_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3829,
    "evaluation_days": 1914.5,
    "actual_first_datapoint_time": 1593993600000,
    "first_datapoint_time": 1602547200000,
    "last_datapoint_time": 1759363200000,
    "evaluation_time": 1759401691555,
    "expiration_time": 1764325584000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "fwma",
        "factors": {
            "length": 26,
            "offset": 56
        }
    },
    "second_band": {
        "type": "hma",
        "factors": {
            "length": 187,
            "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": [
        [
            662245.7511311144,
            552893.696325358,
            109352.054805757,
            1232566.9378234919,
            827547.7585971538,
            405019.1792263371
        ],
        [
            662.245751,
            552.893696,
            109.352055,
            1232.566938,
            827.547759,
            405.019179
        ],
        [
            0.345911,
            0.288793,
            0.057118,
            0.135359,
            0.11641,
            0.084623
        ],
        [
            63.195114,
            63.195114,
            63.195114,
            63.195114,
            63.195114,
            63.195114
        ],
        [
            -127004,
            -78578,
            -58568,
            -1689533,
            -924666,
            -990541
        ],
        [
            2.349387,
            3.379971,
            1.423084,
            1.197851,
            1.271026,
            1.127509
        ],
        [
            87,
            44,
            43,
            87,
            44,
            43
        ],
        [
            44,
            20,
            24,
            44,
            20,
            24
        ],
        [
            43,
            24,
            19,
            43,
            24,
            19
        ],
        [
            50.574713,
            45.454545,
            55.813953,
            50.574713,
            45.454545,
            55.813953
        ],
        [
            2.295992,
            4.055966,
            1.126608,
            1.170627,
            1.525232,
            0.892611
        ],
        [
            337689,
            337689,
            62072,
            729882,
            699701,
            729882
        ],
        [
            -41551,
            -37510,
            -41551,
            -990541,
            -593615,
            -990541
        ],
        [
            40,
            35,
            45,
            40,
            35,
            45
        ],
        [
            51,
            46,
            55,
            51,
            46,
            55
        ],
        [
            28,
            26,
            31,
            28,
            26,
            31
        ],
        [
            3502,
            1566,
            1936,
            3502,
            1566,
            1936
        ],
        [
            0,
            0,
            73.945504,
            0,
            0,
            73.945504
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            506382,
            487827,
            -123136,
            -14495,
            -37867,
            -160941
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ZEN_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3829,
    "evaluation_days": 1914.5,
    "actual_first_datapoint_time": 1593993600000,
    "first_datapoint_time": 1602547200000,
    "last_datapoint_time": 1759363200000,
    "evaluation_time": 1759401691555,
    "expiration_time": 1764325584000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "fwma",
        "factors": {
            "length": 26,
            "offset": 56
        }
    },
    "second_band": {
        "type": "hma",
        "factors": {
            "length": 187,
            "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)