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Trade: ZEN/USDT/720/WMA/DCU/8756

Strategy
ZEN/USDT/720/WMA/DCU/8756
Pair
ZEN_USDT
Interval
12h
Score
403914
Daily Profit
0.262934
Profit Factor
2.321228
Profitability
42.857143
Streak
97.879607
Best Strategy
Training Data Length
1907.000000
Evaluation Time
2025-09-26 12:06
Expiration Time
2025-11-20 19:02

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 469219.164 501415.2598 -32196.0958 -49628.8947 206727.1706 -256356.0653
Total P&L (%) 469.2192 501.4153 -32.1961 -49.6289 206.7272 -256.3561
Avg Daily Profit (%) 0.2461 0.2629 -0.0169 -0.036 0.0588 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -288165 -244556 -78168 -882531 -785047 -284838
Profit Factor 1.8641 2.3212 0.8031 0.9668 1.1934 0.3997
Total Trades 85 42 43 85 42 43
Winning Trades 35 18 17 35 18 17
Losing Trades 50 24 26 50 24 26
Profitability (%) 41.1765 42.8571 39.5349 41.1765 42.8571 39.5349
Ratio Avg Win / Avg Loss 2.6631 3.095 1.2282 1.3812 1.5913 0.6113
Largest Winning Trade 607009 607009 28408 750521 750521 42271
Largest Losing Trade -41885 -41885 -24741 -204935 -204935 -156990
Avg Bars in Trades 43 81 5 43 81 5
Avg Bars in Winners 62 113 8 62 113 8
Avg Bars in Losers 29 57 3 29 57 3
Bars Traded 3663 3421 242 3663 3421 242
Profit Streak 0 97.8796 0 0 97.8796 0
Trades During Streak 0 2 0 0 2 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 300545 403914 -582852 -582315 -122820 -584519

Evaluation Data

{
    "trading_pair": "ZEN_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3814,
    "evaluation_days": 1907,
    "actual_first_datapoint_time": 1593993600000,
    "first_datapoint_time": 1596326400000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758877598047,
    "expiration_time": 1763658144000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 55,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcu",
        "factors": {
            "length": 16,
            "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": [
        [
            469219.1639944512,
            501415.2597818689,
            -32196.0957874179,
            -49628.8947302133,
            206727.1705621522,
            -256356.0652923653
        ],
        [
            469.219164,
            501.41526,
            -32.196096,
            -49.628895,
            206.727171,
            -256.356065
        ],
        [
            0.246051,
            0.262934,
            -0.016883,
            -0.035953,
            0.05879,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -288165,
            -244556,
            -78168,
            -882531,
            -785047,
            -284838
        ],
        [
            1.864142,
            2.321228,
            0.80306,
            0.966819,
            1.193447,
            0.399713
        ],
        [
            85,
            42,
            43,
            85,
            42,
            43
        ],
        [
            35,
            18,
            17,
            35,
            18,
            17
        ],
        [
            50,
            24,
            26,
            50,
            24,
            26
        ],
        [
            41.176471,
            42.857143,
            39.534884,
            41.176471,
            42.857143,
            39.534884
        ],
        [
            2.66306,
            3.09497,
            1.228209,
            1.38117,
            1.591263,
            0.611326
        ],
        [
            607009,
            607009,
            28408,
            750521,
            750521,
            42271
        ],
        [
            -41885,
            -41885,
            -24741,
            -204935,
            -204935,
            -156990
        ],
        [
            43,
            81,
            5,
            43,
            81,
            5
        ],
        [
            62,
            113,
            8,
            62,
            113,
            8
        ],
        [
            29,
            57,
            3,
            29,
            57,
            3
        ],
        [
            3663,
            3421,
            242,
            3663,
            3421,
            242
        ],
        [
            0,
            97.879607,
            0,
            0,
            97.879607,
            0
        ],
        [
            0,
            2,
            0,
            0,
            2,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            300545,
            403914,
            -582852,
            -582315,
            -122820,
            -584519
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ZEN_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3814,
    "evaluation_days": 1907,
    "actual_first_datapoint_time": 1593993600000,
    "first_datapoint_time": 1596326400000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758877598047,
    "expiration_time": 1763658144000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 55,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcu",
        "factors": {
            "length": 16,
            "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)