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Trade: ZEN/USDT/720/JMA/FWMA/5938

Strategy
ZEN/USDT/720/JMA/FWMA/5938
Pair
ZEN_USDT
Interval
12h
Score
338977
Daily Profit
0.256108
Profit Factor
3.308328
Profitability
37.142857
Streak
0.000000
Best Strategy
Training Data Length
1916.000000
Evaluation Time
2025-10-04 02:39
Expiration Time
2025-11-30 01:31

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 517127.5478 490703.0321 26424.5157 205716.6836 1185755.7588 -980039.0752
Total P&L (%) 517.1275 490.703 26.4245 205.7167 1185.7558 -980.0391
Avg Daily Profit (%) 0.2699 0.2561 0.0138 0.0583 0.1334 0
Buy And Hold Return (%) 68.159 68.159 68.159 68.159 68.159 68.159
Max Trade Drawdown -153508 -111178 -116201 -1253717 -310686 -1183597
Profit Factor 1.9444 3.3083 1.0789 1.068 2.3828 0.5475
Total Trades 71 35 36 71 35 36
Winning Trades 29 13 16 29 13 16
Losing Trades 42 22 20 42 22 20
Profitability (%) 40.8451 37.1429 44.4444 40.8451 37.1429 44.4444
Ratio Avg Win / Avg Loss 2.816 5.5987 1.3486 1.5468 4.0324 0.6844
Largest Winning Trade 289408 289408 64274 690984 690984 286840
Largest Losing Trade -72293 -26881 -72293 -1086111 -133554 -1086111
Avg Bars in Trades 50 41 59 50 41 59
Avg Bars in Winners 94 73 110 94 73 110
Avg Bars in Losers 20 22 17 20 22 17
Bars Traded 3583 1453 2130 3583 1453 2130
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 -82509 338977 -476119 -357522 -15015 -582940
Evaluation Data
{
    "trading_pair": "ZEN_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3832,
    "evaluation_days": 1916,
    "actual_first_datapoint_time": 1593993600000,
    "first_datapoint_time": 1604232000000,
    "last_datapoint_time": 1759492800000,
    "evaluation_time": 1759534740451,
    "expiration_time": 1764459072000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "jma",
        "factors": {
            "length": 238,
            "offset": 0
        }
    },
    "second_band": {
        "type": "fwma",
        "factors": {
            "length": 19,
            "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": [
        [
            517127.5477553307,
            490703.0320948698,
            26424.515660461,
            205716.6835543746,
            1185755.7587658626,
            -980039.075211488
        ],
        [
            517.127548,
            490.703032,
            26.424516,
            205.716684,
            1185.755759,
            -980.039075
        ],
        [
            0.2699,
            0.256108,
            0.013792,
            0.058341,
            0.133384,
            0
        ],
        [
            68.159026,
            68.159026,
            68.159026,
            68.159026,
            68.159026,
            68.159026
        ],
        [
            -153508,
            -111178,
            -116201,
            -1253717,
            -310686,
            -1183597
        ],
        [
            1.944371,
            3.308328,
            1.078877,
            1.068041,
            2.382789,
            0.547515
        ],
        [
            71,
            35,
            36,
            71,
            35,
            36
        ],
        [
            29,
            13,
            16,
            29,
            13,
            16
        ],
        [
            42,
            22,
            20,
            42,
            22,
            20
        ],
        [
            40.84507,
            37.142857,
            44.444444,
            40.84507,
            37.142857,
            44.444444
        ],
        [
            2.815986,
            5.598709,
            1.348596,
            1.546818,
            4.032413,
            0.684394
        ],
        [
            289408,
            289408,
            64274,
            690984,
            690984,
            286840
        ],
        [
            -72293,
            -26881,
            -72293,
            -1086111,
            -133554,
            -1086111
        ],
        [
            50,
            41,
            59,
            50,
            41,
            59
        ],
        [
            94,
            73,
            110,
            94,
            73,
            110
        ],
        [
            20,
            22,
            17,
            20,
            22,
            17
        ],
        [
            3583,
            1453,
            2130,
            3583,
            1453,
            2130
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -82509,
            338977,
            -476119,
            -357522,
            -15015,
            -582940
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ZEN_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3832,
    "evaluation_days": 1916,
    "actual_first_datapoint_time": 1593993600000,
    "first_datapoint_time": 1604232000000,
    "last_datapoint_time": 1759492800000,
    "evaluation_time": 1759534740451,
    "expiration_time": 1764459072000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "jma",
        "factors": {
            "length": 238,
            "offset": 0
        }
    },
    "second_band": {
        "type": "fwma",
        "factors": {
            "length": 19,
            "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)