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Trade: ZEN/USDT/720/SINWMA/PWMA/8847

Strategy
ZEN/USDT/720/SINWMA/PWMA/8847
Pair
ZEN_USDT
Interval
12h
Score
350830
Daily Profit
0.233109
Profit Factor
2.569043
Profitability
42.105263
Streak
0.000000
Best Strategy
Training Data Length
1915.500000
Evaluation Time
2025-10-03 09:30
Expiration Time
2025-11-29 13:09

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 509109.5689 446519.7225 62589.8464 217218.5012 73508.3892 143710.1119
Total P&L (%) 509.1096 446.5197 62.5898 217.2185 73.5084 143.7101
Avg Daily Profit (%) 0.2658 0.2331 0.0327 0.0603 0.0288 0.0465
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -193880 -147204 -111994 -1671414 -1218525 -725235
Profit Factor 1.8757 2.569 1.2109 1.0601 1.0417 1.0778
Total Trades 76 38 38 76 38 38
Winning Trades 35 16 19 35 16 19
Losing Trades 41 22 19 41 22 19
Profitability (%) 46.0526 42.1053 50 46.0526 42.1053 50
Ratio Avg Win / Avg Loss 2.1973 3.5324 1.2109 1.2419 1.4323 1.0778
Largest Winning Trade 223400 223400 58122 434853 434853 406343
Largest Losing Trade -50249 -27790 -50249 -725235 -321159 -725235
Avg Bars in Trades 48 42 55 48 42 55
Avg Bars in Winners 63 49 74 63 49 74
Avg Bars in Losers 36 36 35 36 36 35
Bars Traded 3694 1599 2095 3694 1599 2095
Profit Streak 0 0 75.7711 0 0 75.7711
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -43152 350830 -149623 -322127 -332206 -265202
Evaluation Data
{
    "trading_pair": "ZEN_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3831,
    "evaluation_days": 1915.5,
    "actual_first_datapoint_time": 1593993600000,
    "first_datapoint_time": 1598097600000,
    "last_datapoint_time": 1759449600000,
    "evaluation_time": 1759473025151,
    "expiration_time": 1764414576000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 96,
            "offset": 0
        }
    },
    "second_band": {
        "type": "pwma",
        "factors": {
            "length": 35,
            "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": [
        [
            509109.5689051826,
            446519.7225464715,
            62589.8463587112,
            217218.5011749354,
            73508.3892474357,
            143710.1119274995
        ],
        [
            509.109569,
            446.519723,
            62.589846,
            217.218501,
            73.508389,
            143.710112
        ],
        [
            0.265784,
            0.233109,
            0.032675,
            0.060285,
            0.028772,
            0.046516
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -193880,
            -147204,
            -111994,
            -1671414,
            -1218525,
            -725235
        ],
        [
            1.875744,
            2.569043,
            1.210908,
            1.060126,
            1.041656,
            1.077763
        ],
        [
            76,
            38,
            38,
            76,
            38,
            38
        ],
        [
            35,
            16,
            19,
            35,
            16,
            19
        ],
        [
            41,
            22,
            19,
            41,
            22,
            19
        ],
        [
            46.052632,
            42.105263,
            50,
            46.052632,
            42.105263,
            50
        ],
        [
            2.197301,
            3.532434,
            1.210908,
            1.241862,
            1.432276,
            1.077763
        ],
        [
            223400,
            223400,
            58122,
            434853,
            434853,
            406343
        ],
        [
            -50249,
            -27790,
            -50249,
            -725235,
            -321159,
            -725235
        ],
        [
            48,
            42,
            55,
            48,
            42,
            55
        ],
        [
            63,
            49,
            74,
            63,
            49,
            74
        ],
        [
            36,
            36,
            35,
            36,
            36,
            35
        ],
        [
            3694,
            1599,
            2095,
            3694,
            1599,
            2095
        ],
        [
            0,
            0,
            75.771124,
            0,
            0,
            75.771124
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -43152,
            350830,
            -149623,
            -322127,
            -332206,
            -265202
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ZEN_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3831,
    "evaluation_days": 1915.5,
    "actual_first_datapoint_time": 1593993600000,
    "first_datapoint_time": 1598097600000,
    "last_datapoint_time": 1759449600000,
    "evaluation_time": 1759473025151,
    "expiration_time": 1764414576000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 96,
            "offset": 0
        }
    },
    "second_band": {
        "type": "pwma",
        "factors": {
            "length": 35,
            "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)