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Trade: ZEN/USDT/720/SINWMA/SINWMA/5423

Strategy
ZEN/USDT/720/SINWMA/SINWMA/5423
Pair
ZEN_USDT
Interval
12h
Score
331155
Daily Profit
0.256162
Profit Factor
2.689029
Profitability
38.235294
Streak
60.139844
Best Strategy
Training Data Length
1913.500000
Evaluation Time
2025-10-01 06:21
Expiration Time
2025-11-27 11:43

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 536530.7406 490166.477 46364.2636 224371.2555 308952.0106 -84580.7551
Total P&L (%) 536.5307 490.1665 46.3643 224.3713 308.952 -84.5808
Avg Daily Profit (%) 0.2804 0.2562 0.0242 0.0615 0.0736 -0.0977
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -132743 -94387 -83635 -1125796 -503506 -703921
Profit Factor 1.9027 2.689 1.1524 1.072 1.2167 0.95
Total Trades 68 34 34 68 34 34
Winning Trades 27 13 14 27 13 14
Losing Trades 41 21 20 41 21 20
Profitability (%) 39.7059 38.2353 41.1765 39.7059 38.2353 41.1765
Ratio Avg Win / Avg Loss 2.8892 4.3438 1.6463 1.6278 1.9655 1.3571
Largest Winning Trade 330080 330080 63834 558567 535606 558567
Largest Losing Trade -33680 -30370 -33680 -419396 -173353 -419396
Avg Bars in Trades 54 47 61 54 47 61
Avg Bars in Winners 93 74 111 93 74 111
Avg Bars in Losers 28 31 25 28 31 25
Bars Traded 3697 1622 2075 3697 1622 2075
Profit Streak 60.1398 60.1398 120.1398 60.1398 60.1398 120.1398
Trades During Streak 2 1 2 2 1 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -104466 331155 -216400 -367818 -97976 -581601
Evaluation Data
{
    "trading_pair": "ZEN_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3827,
    "evaluation_days": 1913.5,
    "actual_first_datapoint_time": 1593993600000,
    "first_datapoint_time": 1597060800000,
    "last_datapoint_time": 1759276800000,
    "evaluation_time": 1759288882542,
    "expiration_time": 1764236592000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 72,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 13,
            "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": [
        [
            536530.7405916115,
            490166.4769582695,
            46364.2636333422,
            224371.255478506,
            308952.0105950506,
            -84580.7551165449
        ],
        [
            536.530741,
            490.166477,
            46.364264,
            224.371255,
            308.952011,
            -84.580755
        ],
        [
            0.280392,
            0.256162,
            0.02423,
            0.061515,
            0.073632,
            -0.097656
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -132743,
            -94387,
            -83635,
            -1125796,
            -503506,
            -703921
        ],
        [
            1.902652,
            2.689029,
            1.15242,
            1.071989,
            1.216717,
            0.949986
        ],
        [
            68,
            34,
            34,
            68,
            34,
            34
        ],
        [
            27,
            13,
            14,
            27,
            13,
            14
        ],
        [
            41,
            21,
            20,
            41,
            21,
            20
        ],
        [
            39.705882,
            38.235294,
            41.176471,
            39.705882,
            38.235294,
            41.176471
        ],
        [
            2.889212,
            4.343816,
            1.646314,
            1.627835,
            1.965466,
            1.357123
        ],
        [
            330080,
            330080,
            63834,
            558567,
            535606,
            558567
        ],
        [
            -33680,
            -30370,
            -33680,
            -419396,
            -173353,
            -419396
        ],
        [
            54,
            47,
            61,
            54,
            47,
            61
        ],
        [
            93,
            74,
            111,
            93,
            74,
            111
        ],
        [
            28,
            31,
            25,
            28,
            31,
            25
        ],
        [
            3697,
            1622,
            2075,
            3697,
            1622,
            2075
        ],
        [
            60.139844,
            60.139844,
            120.139844,
            60.139844,
            60.139844,
            120.139844
        ],
        [
            2,
            1,
            2,
            2,
            1,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -104466,
            331155,
            -216400,
            -367818,
            -97976,
            -581601
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ZEN_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3827,
    "evaluation_days": 1913.5,
    "actual_first_datapoint_time": 1593993600000,
    "first_datapoint_time": 1597060800000,
    "last_datapoint_time": 1759276800000,
    "evaluation_time": 1759288882542,
    "expiration_time": 1764236592000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 72,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 13,
            "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)