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Trade: ZEN/USDT/120/HWMA/SINWMA/8408

Strategy
ZEN/USDT/120/HWMA/SINWMA/8408
Pair
ZEN_USDT
Interval
2h
Score
304678
Daily Profit
0.169134
Profit Factor
1.386448
Profitability
47.457627
Streak
0.000000
Best Strategy
Training Data Length
1906.000000
Evaluation Time
2025-09-26 15:57
Expiration Time
2025-12-02 06:47

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 258729.0076 322370.3194 -63641.3118 -91287.8065 386164.0974 -477451.9039
Total P&L (%) 258.729 322.3703 -63.6413 -91.2878 386.1641 -477.4519
Avg Daily Profit (%) 0.1357 0.1691 -0.0334 -0.128 0.083 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -200687 -75525 -238969 -572881 -34859 -608127
Profit Factor 1.1463 1.3864 0.9318 0.9206 2.364 0.4495
Total Trades 354 177 177 354 177 177
Winning Trades 173 84 89 173 84 89
Losing Trades 181 93 88 181 93 88
Profitability (%) 48.8701 47.4576 50.2825 48.8701 47.4576 50.2825
Ratio Avg Win / Avg Loss 1.1994 1.535 0.9214 0.9632 2.6173 0.4444
Largest Winning Trade 105410 105410 31205 134663 134663 61511
Largest Losing Trade -88633 -41104 -88633 -514404 -33518 -514404
Avg Bars in Trades 64 64 64 64 64 64
Avg Bars in Winners 64 64 64 64 64 64
Avg Bars in Losers 64 64 64 64 64 64
Bars Traded 22730 11362 11368 22730 11362 11368
Profit Streak 9.8736 0 15.2069 9.8736 0 15.2069
Trades During Streak 1 0 1 1 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -69287 304678 -579785 -578702 -78250 -579785

Evaluation Data

{
    "trading_pair": "ZEN_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 22872,
    "evaluation_days": 1906,
    "actual_first_datapoint_time": 1594008000000,
    "first_datapoint_time": 1594281600000,
    "last_datapoint_time": 1758722400000,
    "evaluation_time": 1758891478569,
    "expiration_time": 1764650822400,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.0094,
            "nb": 0.1,
            "nc": 0.14028
        }
    },
    "second_band": {
        "type": "sinwma",
        "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": [
        [
            258729.00760135,
            322370.3194012929,
            -63641.3117999428,
            -91287.8065132104,
            386164.097396637,
            -477451.9039098476
        ],
        [
            258.729008,
            322.370319,
            -63.641312,
            -91.287807,
            386.164097,
            -477.451904
        ],
        [
            0.135744,
            0.169134,
            -0.03339,
            -0.127958,
            0.083003,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -200687,
            -75525,
            -238969,
            -572881,
            -34859,
            -608127
        ],
        [
            1.146344,
            1.386448,
            0.931844,
            0.920645,
            2.364007,
            0.449472
        ],
        [
            354,
            177,
            177,
            354,
            177,
            177
        ],
        [
            173,
            84,
            89,
            173,
            84,
            89
        ],
        [
            181,
            93,
            88,
            181,
            93,
            88
        ],
        [
            48.870056,
            47.457627,
            50.282486,
            48.870056,
            47.457627,
            50.282486
        ],
        [
            1.199354,
            1.534996,
            0.921374,
            0.963218,
            2.617294,
            0.444422
        ],
        [
            105410,
            105410,
            31205,
            134663,
            134663,
            61511
        ],
        [
            -88633,
            -41104,
            -88633,
            -514404,
            -33518,
            -514404
        ],
        [
            64,
            64,
            64,
            64,
            64,
            64
        ],
        [
            64,
            64,
            64,
            64,
            64,
            64
        ],
        [
            64,
            64,
            64,
            64,
            64,
            64
        ],
        [
            22730,
            11362,
            11368,
            22730,
            11362,
            11368
        ],
        [
            9.873594,
            0,
            15.206928,
            9.873595,
            0,
            15.206928
        ],
        [
            1,
            0,
            1,
            1,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -69287,
            304678,
            -579785,
            -578702,
            -78250,
            -579785
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ZEN_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 22872,
    "evaluation_days": 1906,
    "actual_first_datapoint_time": 1594008000000,
    "first_datapoint_time": 1594281600000,
    "last_datapoint_time": 1758722400000,
    "evaluation_time": 1758891478569,
    "expiration_time": 1764650822400,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.0094,
            "nb": 0.1,
            "nc": 0.14028
        }
    },
    "second_band": {
        "type": "sinwma",
        "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)