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Trade: ZEN/USDT/720/SINWMA/DCU/6545

Strategy
ZEN/USDT/720/SINWMA/DCU/6545
Pair
ZEN_USDT
Interval
12h
Score
317367
Daily Profit
0.492072
Profit Factor
2.934459
Profitability
30.588235
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 941332.8735 832734.4539 108598.4196 873374.538 145149.2138 728225.3243
Total P&L (%) 941.3329 832.7345 108.5984 873.3745 145.1492 728.2253
Avg Daily Profit (%) 0.4921 0.4353 0.0568 0.119 0.0469 0.1106
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -74963 -119488 -63165 -1154656 -869935 -439371
Profit Factor 2.9345 3.9131 1.541 1.2311 1.0649 1.472
Total Trades 85 42 43 85 42 43
Winning Trades 26 11 15 26 11 15
Losing Trades 59 31 28 59 31 28
Profitability (%) 30.5882 26.1905 34.8837 30.5882 26.1905 34.8837
Ratio Avg Win / Avg Loss 6.659 11.0278 2.8765 2.7937 3.0011 2.7478
Largest Winning Trade 730070 730070 50475 787333 787333 614720
Largest Losing Trade -35189 -26411 -35189 -312569 -179580 -312569
Avg Bars in Trades 43 48 38 43 48 38
Avg Bars in Winners 92 111 79 92 111 79
Avg Bars in Losers 22 26 16 22 26 16
Bars Traded 3714 2057 1657 3714 2057 1657
Profit Streak 0 8.1511 0 0 8.1511 0
Trades During Streak 0 1 0 0 1 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 317367 -6804 -120274 -40237 -302162 -48538
Evaluation Data
{
    "trading_pair": "ZEN_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3826,
    "evaluation_days": 1913,
    "actual_first_datapoint_time": 1593993600000,
    "first_datapoint_time": 1597838400000,
    "last_datapoint_time": 1759233600000,
    "evaluation_time": 1759246654074,
    "expiration_time": 1764192096000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 90,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcu",
        "factors": {
            "length": 7,
            "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": [
        [
            941332.8735304711,
            832734.4539187737,
            108598.4196116975,
            873374.5380393463,
            145149.2137744666,
            728225.3242648795
        ],
        [
            941.332874,
            832.734454,
            108.59842,
            873.374538,
            145.149214,
            728.225324
        ],
        [
            0.492072,
            0.435303,
            0.056769,
            0.119025,
            0.046885,
            0.110574
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -74963,
            -119488,
            -63165,
            -1154656,
            -869935,
            -439371
        ],
        [
            2.934459,
            3.91308,
            1.540956,
            1.231114,
            1.064907,
            1.472045
        ],
        [
            85,
            42,
            43,
            85,
            42,
            43
        ],
        [
            26,
            11,
            15,
            26,
            11,
            15
        ],
        [
            59,
            31,
            28,
            59,
            31,
            28
        ],
        [
            30.588235,
            26.190476,
            34.883721,
            30.588235,
            26.190476,
            34.883721
        ],
        [
            6.658964,
            11.027772,
            2.876452,
            2.793681,
            3.0011,
            2.747817
        ],
        [
            730070,
            730070,
            50475,
            787333,
            787333,
            614720
        ],
        [
            -35189,
            -26411,
            -35189,
            -312569,
            -179580,
            -312569
        ],
        [
            43,
            48,
            38,
            43,
            48,
            38
        ],
        [
            92,
            111,
            79,
            92,
            111,
            79
        ],
        [
            22,
            26,
            16,
            22,
            26,
            16
        ],
        [
            3714,
            2057,
            1657,
            3714,
            2057,
            1657
        ],
        [
            0,
            8.151089,
            0,
            0,
            8.151089,
            0
        ],
        [
            0,
            1,
            0,
            0,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            317367,
            -6804,
            -120274,
            -40237,
            -302162,
            -48538
        ]
    ]
}
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": 1597838400000,
    "last_datapoint_time": 1759233600000,
    "evaluation_time": 1759246654074,
    "expiration_time": 1764192096000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 90,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcu",
        "factors": {
            "length": 7,
            "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)