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Trade: ZEN/USDT/240/WMA/DEMA/5850

Strategy
ZEN/USDT/240/WMA/DEMA/5850
Pair
ZEN_USDT
Interval
4h
Score
503569
Daily Profit
0.215042
Profit Factor
2.193650
Profitability
58.333333
Streak
52.681040
Best Strategy
Training Data Length
1915.670000
Evaluation Time
2025-10-03 23:20
Expiration Time
2025-11-30 05:16

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 445810.9921 411950.047 33860.9452 -78442.6627 45714.7044 -124157.367
Total P&L (%) 445.811 411.95 33.8609 -78.4427 45.7147 -124.1574
Avg Daily Profit (%) 0.2327 0.215 0.0177 -0.0801 0.0197 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -185188 -102196 -126152 -127144 -58062 -139918
Profit Factor 1.6324 2.1937 1.0941 0.8282 1.2396 0.5326
Total Trades 71 36 35 71 36 35
Winning Trades 40 21 19 40 21 19
Losing Trades 31 15 16 31 15 16
Profitability (%) 56.338 58.3333 54.2857 56.338 58.3333 54.2857
Ratio Avg Win / Avg Loss 1.2651 1.5669 0.9214 0.6418 0.8854 0.4485
Largest Winning Trade 160018 160018 55630 59627 59627 25148
Largest Losing Trade -90299 -50262 -90299 -108084 -37037 -108084
Avg Bars in Trades 158 127 190 158 127 190
Avg Bars in Winners 173 115 236 173 115 236
Avg Bars in Losers 139 143 135 139 143 135
Bars Traded 11243 4577 6666 11243 4577 6666
Profit Streak 52.681 52.681 68.0144 52.681 52.681 68.0144
Trades During Streak 4 2 2 4 2 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -78823 503569 -289156 -669482 -168201 -579262
Evaluation Data
{
    "trading_pair": "ZEN_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11494,
    "evaluation_days": 1915.67,
    "actual_first_datapoint_time": 1594008000000,
    "first_datapoint_time": 1595808000000,
    "last_datapoint_time": 1759507200000,
    "evaluation_time": 1759522841891,
    "expiration_time": 1764472608000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 63,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dema",
        "factors": {
            "length": 126,
            "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": [
        [
            445810.992142538,
            411950.0469832605,
            33860.9451592774,
            -78442.6626671971,
            45714.7043758069,
            -124157.3670430041
        ],
        [
            445.810992,
            411.950047,
            33.860945,
            -78.442663,
            45.714704,
            -124.157367
        ],
        [
            0.232718,
            0.215042,
            0.017676,
            -0.080068,
            0.019655,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -185188,
            -102196,
            -126152,
            -127144,
            -58062,
            -139918
        ],
        [
            1.632448,
            2.19365,
            1.094116,
            0.82815,
            1.239585,
            0.532632
        ],
        [
            71,
            36,
            35,
            71,
            36,
            35
        ],
        [
            40,
            21,
            19,
            40,
            21,
            19
        ],
        [
            31,
            15,
            16,
            31,
            15,
            16
        ],
        [
            56.338028,
            58.333333,
            54.285714,
            56.338028,
            58.333333,
            54.285714
        ],
        [
            1.265147,
            1.566893,
            0.921361,
            0.641816,
            0.885418,
            0.448532
        ],
        [
            160018,
            160018,
            55630,
            59627,
            59627,
            25148
        ],
        [
            -90299,
            -50262,
            -90299,
            -108084,
            -37037,
            -108084
        ],
        [
            158,
            127,
            190,
            158,
            127,
            190
        ],
        [
            173,
            115,
            236,
            173,
            115,
            236
        ],
        [
            139,
            143,
            135,
            139,
            143,
            135
        ],
        [
            11243,
            4577,
            6666,
            11243,
            4577,
            6666
        ],
        [
            52.68104,
            52.68104,
            68.014374,
            52.68104,
            52.68104,
            68.014374
        ],
        [
            4,
            2,
            2,
            4,
            2,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -78823,
            503569,
            -289156,
            -669482,
            -168201,
            -579262
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ZEN_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11494,
    "evaluation_days": 1915.67,
    "actual_first_datapoint_time": 1594008000000,
    "first_datapoint_time": 1595808000000,
    "last_datapoint_time": 1759507200000,
    "evaluation_time": 1759522841891,
    "expiration_time": 1764472608000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 63,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dema",
        "factors": {
            "length": 126,
            "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)