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Trade: ZEN/USDT/720/PWMA/HLC3/7655

Strategy
ZEN/USDT/720/PWMA/HLC3/7655
Pair
ZEN_USDT
Interval
12h
Score
626078
Daily Profit
0.670556
Profit Factor
4.066814
Profitability
44.827586
Streak
0.000000
Best Strategy
Training Data Length
1913.000000
Evaluation Time
2025-09-30 18:37
Expiration Time
2025-11-26 23:21

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1282774.1269 1237971.6617 44802.4652 195990.4543 -124104.8535 320095.3079
Total P&L (%) 1282.7741 1237.9717 44.8025 195.9905 -124.1049 320.0953
Avg Daily Profit (%) 0.6706 0.6471 0.0234 0.0567 0 0.0751
Buy And Hold Return (%) 29.6878 29.6878 29.6878 29.6878 29.6878 29.6878
Max Trade Drawdown -212414 -123590 -125972 -3721144 -1607532 -2366835
Profit Factor 4.0668 6.3085 1.2421 1.0278 0.9664 1.095
Total Trades 87 44 43 87 44 43
Winning Trades 39 17 22 39 17 22
Losing Trades 48 27 21 48 27 21
Profitability (%) 44.8276 38.6364 51.1628 44.8276 38.6364 51.1628
Ratio Avg Win / Avg Loss 5.0053 10.0193 1.1856 1.2649 1.5348 1.0452
Largest Winning Trade 1355969 1355969 48636 1334803 1334803 606678
Largest Losing Trade -41333 -37363 -41333 -1093027 -721612 -1093027
Avg Bars in Trades 40 36 44 40 36 44
Avg Bars in Winners 58 54 61 58 54 61
Avg Bars in Losers 25 25 25 25 25 25
Bars Traded 3512 1616 1896 3512 1616 1896
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 626078 576970 -171809 -309185 -582360 -208545
Evaluation Data
{
    "trading_pair": "ZEN_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3826,
    "evaluation_days": 1913,
    "actual_first_datapoint_time": 1593993600000,
    "first_datapoint_time": 1603584000000,
    "last_datapoint_time": 1759233600000,
    "evaluation_time": 1759246653755,
    "expiration_time": 1764192096000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 223,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hlc3",
        "factors": {
            "length": 0,
            "offset": 9
        }
    }
}
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": [
        [
            1282774.1268697209,
            1237971.661671796,
            44802.4651979247,
            195990.4543057559,
            -124104.8535443811,
            320095.3078501357
        ],
        [
            1282.774127,
            1237.971662,
            44.802465,
            195.990454,
            -124.104854,
            320.095308
        ],
        [
            0.670556,
            0.647136,
            0.02342,
            0.056741,
            0,
            0.075058
        ],
        [
            29.687779,
            29.687779,
            29.687779,
            29.687779,
            29.687779,
            29.687779
        ],
        [
            -212414,
            -123590,
            -125972,
            -3721144,
            -1607532,
            -2366835
        ],
        [
            4.066814,
            6.308455,
            1.242086,
            1.027762,
            0.966373,
            1.095008
        ],
        [
            87,
            44,
            43,
            87,
            44,
            43
        ],
        [
            39,
            17,
            22,
            39,
            17,
            22
        ],
        [
            48,
            27,
            21,
            48,
            27,
            21
        ],
        [
            44.827586,
            38.636364,
            51.162791,
            44.827586,
            38.636364,
            51.162791
        ],
        [
            5.005309,
            10.019311,
            1.185628,
            1.264938,
            1.534827,
            1.045235
        ],
        [
            1355969,
            1355969,
            48636,
            1334803,
            1334803,
            606678
        ],
        [
            -41333,
            -37363,
            -41333,
            -1093027,
            -721612,
            -1093027
        ],
        [
            40,
            36,
            44,
            40,
            36,
            44
        ],
        [
            58,
            54,
            61,
            58,
            54,
            61
        ],
        [
            25,
            25,
            25,
            25,
            25,
            25
        ],
        [
            3512,
            1616,
            1896,
            3512,
            1616,
            1896
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            626078,
            576970,
            -171809,
            -309185,
            -582360,
            -208545
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ZEN_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3826,
    "evaluation_days": 1913,
    "actual_first_datapoint_time": 1593993600000,
    "first_datapoint_time": 1603584000000,
    "last_datapoint_time": 1759233600000,
    "evaluation_time": 1759246653755,
    "expiration_time": 1764192096000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 223,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hlc3",
        "factors": {
            "length": 0,
            "offset": 9
        }
    }
}

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)