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Trade: ZEN/USDT/120/SWMA/SSF/3416

Strategy
ZEN/USDT/120/SWMA/SSF/3416
Pair
ZEN_USDT
Interval
2h
Score
311768
Daily Profit
0.246919
Profit Factor
1.512034
Profitability
42.857143
Streak
20.257478
Best Strategy
Training Data Length
1913.170000
Evaluation Time
2025-10-01 23:10
Expiration Time
2025-12-09 16:58

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 472397.9892 471982.5594 415.4297 -23712.0017 539575.2858 -563287.2875
Total P&L (%) 472.398 471.9826 0.4154 -23.712 539.5753 -563.2873
Avg Daily Profit (%) 0.2469 0.2467 0.0002 -0.0141 0.097 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -154569 -137278 -124655 -1566807 -1144697 -754444
Profit Factor 1.512 2.0026 1.0009 0.9948 1.2292 0.741
Total Trades 140 70 70 140 70 70
Winning Trades 60 28 32 60 28 32
Losing Trades 80 42 38 80 42 38
Profitability (%) 42.8571 40 45.7143 42.8571 40 45.7143
Ratio Avg Win / Avg Loss 2.016 3.0039 1.1886 1.3264 1.8438 0.88
Largest Winning Trade 340192 340192 39896 911632 911632 317530
Largest Losing Trade -62298 -32292 -62298 -401355 -401355 -308235
Avg Bars in Trades 160 155 165 160 155 165
Avg Bars in Winners 231 223 238 231 223 238
Avg Bars in Losers 107 110 104 107 110 104
Bars Traded 22506 10914 11592 22506 10914 11592
Profit Streak 20.2575 32.1741 0 20.2575 32.1741 0
Trades During Streak 1 1 0 1 1 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 311768 -85980 -673935 -580963 -160047 -676902
Evaluation Data
{
    "trading_pair": "ZEN_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 22958,
    "evaluation_days": 1913.17,
    "actual_first_datapoint_time": 1594008000000,
    "first_datapoint_time": 1595685600000,
    "last_datapoint_time": 1759341600000,
    "evaluation_time": 1759349446131,
    "expiration_time": 1765292313600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "swma",
        "factors": {
            "length": 234,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 134,
            "offset": 0,
            "poles": 3
        }
    }
}
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": [
        [
            472397.989164596,
            471982.5594234549,
            415.4297411412,
            -23712.0017143303,
            539575.285750144,
            -563287.2874644744
        ],
        [
            472.397989,
            471.982559,
            0.41543,
            -23.712002,
            539.575286,
            -563.287287
        ],
        [
            0.246919,
            0.246702,
            0.000217,
            -0.014146,
            0.09704,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -154569,
            -137278,
            -124655,
            -1566807,
            -1144697,
            -754444
        ],
        [
            1.512034,
            2.00261,
            1.000919,
            0.994765,
            1.229195,
            0.741019
        ],
        [
            140,
            70,
            70,
            140,
            70,
            70
        ],
        [
            60,
            28,
            32,
            60,
            28,
            32
        ],
        [
            80,
            42,
            38,
            80,
            42,
            38
        ],
        [
            42.857143,
            40,
            45.714286,
            42.857143,
            40,
            45.714286
        ],
        [
            2.016045,
            3.003915,
            1.188592,
            1.326353,
            1.843793,
            0.87996
        ],
        [
            340192,
            340192,
            39896,
            911632,
            911632,
            317530
        ],
        [
            -62298,
            -32292,
            -62298,
            -401355,
            -401355,
            -308235
        ],
        [
            160,
            155,
            165,
            160,
            155,
            165
        ],
        [
            231,
            223,
            238,
            231,
            223,
            238
        ],
        [
            107,
            110,
            104,
            107,
            110,
            104
        ],
        [
            22506,
            10914,
            11592,
            22506,
            10914,
            11592
        ],
        [
            20.257478,
            32.174145,
            0,
            20.257478,
            32.174145,
            0
        ],
        [
            1,
            1,
            0,
            1,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            311768,
            -85980,
            -673935,
            -580963,
            -160047,
            -676902
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ZEN_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 22958,
    "evaluation_days": 1913.17,
    "actual_first_datapoint_time": 1594008000000,
    "first_datapoint_time": 1595685600000,
    "last_datapoint_time": 1759341600000,
    "evaluation_time": 1759349446131,
    "expiration_time": 1765292313600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "swma",
        "factors": {
            "length": 234,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 134,
            "offset": 0,
            "poles": 3
        }
    }
}

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)