← Back to list  ·  Browse strategies →  ·  Learning hub →

Trade: ZEN/USDT/720/SINWMA/SSF/3820

Strategy
ZEN/USDT/720/SINWMA/SSF/3820
Pair
ZEN_USDT
Interval
12h
Score
300189
Daily Profit
0.151159
Profit Factor
1.895002
Profitability
43.478261
Streak
0.000000
Best Strategy
Training Data Length
1914.500000
Evaluation Time
2025-10-02 06:55
Expiration Time
2025-11-28 12:26

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 219859.537 289393.4334 -69533.8964 -94562.2367 333137.0612 -427699.2979
Total P&L (%) 219.8595 289.3934 -69.5339 -94.5622 333.1371 -427.6993
Avg Daily Profit (%) 0.1148 0.1512 -0.0363 -0.152 0.0766 0
Buy And Hold Return (%) 10.4571 10.4571 10.4571 10.4571 10.4571 10.4571
Max Trade Drawdown -261033 -150798 -212307 -773059 -589312 -551542
Profit Factor 1.2914 1.895 0.8387 0.9598 1.3493 0.694
Total Trades 92 46 46 92 46 46
Winning Trades 42 20 22 42 20 22
Losing Trades 50 26 24 50 26 24
Profitability (%) 45.6522 43.4783 47.8261 45.6522 43.4783 47.8261
Ratio Avg Win / Avg Loss 1.5374 2.4635 0.915 1.1426 1.7541 0.7571
Largest Winning Trade 344132 344132 52684 602653 602653 172410
Largest Losing Trade -91093 -33791 -91093 -204310 -139986 -204310
Avg Bars in Trades 40 35 44 40 35 44
Avg Bars in Winners 56 50 61 56 50 61
Avg Bars in Losers 26 24 29 26 24 29
Bars Traded 3713 1652 2061 3713 1652 2061
Profit Streak 0 0 120.1633 0 0 120.1633
Trades During Streak 0 0 3 0 0 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -39990 300189 -580198 -580556 -91643 -580198
Evaluation Data
{
    "trading_pair": "ZEN_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3829,
    "evaluation_days": 1914.5,
    "actual_first_datapoint_time": 1593993600000,
    "first_datapoint_time": 1596369600000,
    "last_datapoint_time": 1759363200000,
    "evaluation_time": 1759377304862,
    "expiration_time": 1764325584000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 56,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 107,
            "offset": 0,
            "poles": 2
        }
    }
}
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": [
        [
            219859.5369970867,
            289393.4333915032,
            -69533.8963944165,
            -94562.236670211,
            333137.061211543,
            -427699.2978817539
        ],
        [
            219.859537,
            289.393433,
            -69.533896,
            -94.562237,
            333.137061,
            -427.699298
        ],
        [
            0.114839,
            0.151159,
            -0.03632,
            -0.151976,
            0.076597,
            0
        ],
        [
            10.457056,
            10.457056,
            10.457056,
            10.457056,
            10.457056,
            10.457056
        ],
        [
            -261033,
            -150798,
            -212307,
            -773059,
            -589312,
            -551542
        ],
        [
            1.291374,
            1.895002,
            0.838749,
            0.959786,
            1.349295,
            0.694005
        ],
        [
            92,
            46,
            46,
            92,
            46,
            46
        ],
        [
            42,
            20,
            22,
            42,
            20,
            22
        ],
        [
            50,
            26,
            24,
            50,
            26,
            24
        ],
        [
            45.652174,
            43.478261,
            47.826087,
            45.652174,
            43.478261,
            47.826087
        ],
        [
            1.53735,
            2.463502,
            0.914999,
            1.142602,
            1.754083,
            0.757097
        ],
        [
            344132,
            344132,
            52684,
            602653,
            602653,
            172410
        ],
        [
            -91093,
            -33791,
            -91093,
            -204310,
            -139986,
            -204310
        ],
        [
            40,
            35,
            44,
            40,
            35,
            44
        ],
        [
            56,
            50,
            61,
            56,
            50,
            61
        ],
        [
            26,
            24,
            29,
            26,
            24,
            29
        ],
        [
            3713,
            1652,
            2061,
            3713,
            1652,
            2061
        ],
        [
            0,
            0,
            120.163251,
            0,
            0,
            120.163251
        ],
        [
            0,
            0,
            3,
            0,
            0,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -39990,
            300189,
            -580198,
            -580556,
            -91643,
            -580198
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ZEN_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3829,
    "evaluation_days": 1914.5,
    "actual_first_datapoint_time": 1593993600000,
    "first_datapoint_time": 1596369600000,
    "last_datapoint_time": 1759363200000,
    "evaluation_time": 1759377304862,
    "expiration_time": 1764325584000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 56,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 107,
            "offset": 0,
            "poles": 2
        }
    }
}

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)