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Trade: ZEN/USDT/720/WMA/ZLMA/9475

Strategy
ZEN/USDT/720/WMA/ZLMA/9475
Pair
ZEN_USDT
Interval
12h
Score
338869
Daily Profit
0.250077
Profit Factor
3.198197
Profitability
37.931034
Streak
0.000000
Best Strategy
Training Data Length
1919.000000
Evaluation Time
2025-10-06 18:32
Expiration Time
2025-12-03 03:40

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 520431.861 479897.1144 40534.7466 283733.8648 29966.6837 253767.1812
Total P&L (%) 520.4319 479.8971 40.5347 283.7339 29.9667 253.7672
Avg Daily Profit (%) 0.2712 0.2501 0.0211 0.0701 0.0137 0.0659
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -126298 -51954 -97445 -1240950 -548300 -692650
Profit Factor 2.0283 3.1982 1.1408 1.0855 1.0189 1.1467
Total Trades 59 29 30 59 29 30
Winning Trades 24 11 13 24 11 13
Losing Trades 35 18 17 35 18 17
Profitability (%) 40.678 37.931 43.3333 40.678 37.931 43.3333
Ratio Avg Win / Avg Loss 2.9579 5.2334 1.4919 1.583 1.6672 1.4995
Largest Winning Trade 317300 317300 59479 605940 604781 605940
Largest Losing Trade -36632 -35422 -36632 -350324 -237608 -350324
Avg Bars in Trades 63 54 71 63 54 71
Avg Bars in Winners 106 89 121 106 89 121
Avg Bars in Losers 33 33 33 33 33 33
Bars Traded 3725 1579 2146 3725 1579 2146
Profit Streak 0 0 0 0 0 0
Trades During Streak 0 0 0 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -170901 338869 -235066 -408087 -381111 -166811
Evaluation Data
{
    "trading_pair": "ZEN_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3838,
    "evaluation_days": 1919,
    "actual_first_datapoint_time": 1593993600000,
    "first_datapoint_time": 1598184000000,
    "last_datapoint_time": 1759752000000,
    "evaluation_time": 1759764750222,
    "expiration_time": 1764726048000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 98,
            "offset": 0
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 39,
            "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": [
        [
            520431.8610176413,
            479897.1144495234,
            40534.7465681175,
            283733.8648456533,
            29966.6836830754,
            253767.1811625781
        ],
        [
            520.431861,
            479.897114,
            40.534747,
            283.733865,
            29.966684,
            253.767181
        ],
        [
            0.2712,
            0.250077,
            0.021123,
            0.070102,
            0.01366,
            0.065862
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -126298,
            -51954,
            -97445,
            -1240950,
            -548300,
            -692650
        ],
        [
            2.028251,
            3.198197,
            1.140834,
            1.085517,
            1.018873,
            1.146678
        ],
        [
            59,
            29,
            30,
            59,
            29,
            30
        ],
        [
            24,
            11,
            13,
            24,
            11,
            13
        ],
        [
            35,
            18,
            17,
            35,
            18,
            17
        ],
        [
            40.677966,
            37.931034,
            43.333333,
            40.677966,
            37.931034,
            43.333333
        ],
        [
            2.957865,
            5.233414,
            1.49186,
            1.583045,
            1.667247,
            1.499503
        ],
        [
            317300,
            317300,
            59479,
            605940,
            604781,
            605940
        ],
        [
            -36632,
            -35422,
            -36632,
            -350324,
            -237608,
            -350324
        ],
        [
            63,
            54,
            71,
            63,
            54,
            71
        ],
        [
            106,
            89,
            121,
            106,
            89,
            121
        ],
        [
            33,
            33,
            33,
            33,
            33,
            33
        ],
        [
            3725,
            1579,
            2146,
            3725,
            1579,
            2146
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -170901,
            338869,
            -235066,
            -408087,
            -381111,
            -166811
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ZEN_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3838,
    "evaluation_days": 1919,
    "actual_first_datapoint_time": 1593993600000,
    "first_datapoint_time": 1598184000000,
    "last_datapoint_time": 1759752000000,
    "evaluation_time": 1759764750222,
    "expiration_time": 1764726048000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 98,
            "offset": 0
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 39,
            "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)