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Trade: ZEN/USDT/360/PWMA/SWMA/9601

Strategy
ZEN/USDT/360/PWMA/SWMA/9601
Pair
ZEN_USDT
Interval
6h
Score
332041
Daily Profit
0.193467
Profit Factor
1.357611
Profitability
51.428571
Streak
9.349864
Best Strategy
Training Data Length
1906.750000
Evaluation Time
2025-09-25 11:23
Expiration Time
2025-11-20 18:51

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 368892.6741 448756.0964 -79863.4223 -84202.6487 359684.6036 -443887.2523
Total P&L (%) 368.8927 448.7561 -79.8634 -84.2026 359.6846 -443.8873
Avg Daily Profit (%) 0.1935 0.2354 -0.0419 -0.0967 0.08 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -341541 -212236 -179462 -823204 -313323 -542830
Profit Factor 1.3576 1.9515 0.8574 0.9494 1.6762 0.6085
Total Trades 140 70 70 140 70 70
Winning Trades 72 35 37 72 35 37
Losing Trades 68 35 33 68 35 33
Profitability (%) 51.4286 50 52.8571 51.4286 50 52.8571
Ratio Avg Win / Avg Loss 1.2822 1.9515 0.7647 0.8967 1.6762 0.5427
Largest Winning Trade 314271 314271 47350 254329 192355 254329
Largest Losing Trade -72271 -35257 -72271 -343939 -181531 -343939
Avg Bars in Trades 52 56 48 52 56 48
Avg Bars in Winners 54 56 52 54 56 52
Avg Bars in Losers 50 56 44 50 56 44
Bars Traded 7362 3961 3401 7362 3961 3401
Profit Streak 9.3499 19.5999 0 9.3499 19.5999 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 332041 -82271 -674587 -579555 -176825 -674587

Evaluation Data

{
    "trading_pair": "ZEN_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7627,
    "evaluation_days": 1906.75,
    "actual_first_datapoint_time": 1593993600000,
    "first_datapoint_time": 1598983200000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758788628237,
    "expiration_time": 1763657496000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 232,
            "offset": 0
        }
    },
    "second_band": {
        "type": "swma",
        "factors": {
            "length": 208,
            "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": [
        [
            368892.6741203273,
            448756.0964236219,
            -79863.422303295,
            -84202.6486554438,
            359684.6036083439,
            -443887.2522637874
        ],
        [
            368.892674,
            448.756096,
            -79.863422,
            -84.202649,
            359.684604,
            -443.887252
        ],
        [
            0.193467,
            0.235351,
            -0.041885,
            -0.096732,
            0.08003,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -341541,
            -212236,
            -179462,
            -823204,
            -313323,
            -542830
        ],
        [
            1.357611,
            1.951514,
            0.857367,
            0.949446,
            1.676214,
            0.608459
        ],
        [
            140,
            70,
            70,
            140,
            70,
            70
        ],
        [
            72,
            35,
            37,
            72,
            35,
            37
        ],
        [
            68,
            35,
            33,
            68,
            35,
            33
        ],
        [
            51.428571,
            50,
            52.857143,
            51.428571,
            50,
            52.857143
        ],
        [
            1.282188,
            1.951514,
            0.764679,
            0.896699,
            1.676214,
            0.542679
        ],
        [
            314271,
            314271,
            47350,
            254329,
            192355,
            254329
        ],
        [
            -72271,
            -35257,
            -72271,
            -343939,
            -181531,
            -343939
        ],
        [
            52,
            56,
            48,
            52,
            56,
            48
        ],
        [
            54,
            56,
            52,
            54,
            56,
            52
        ],
        [
            50,
            56,
            44,
            50,
            56,
            44
        ],
        [
            7362,
            3961,
            3401,
            7362,
            3961,
            3401
        ],
        [
            9.349864,
            19.599864,
            0,
            9.349864,
            19.599864,
            0
        ],
        [
            1,
            1,
            0,
            1,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            332041,
            -82271,
            -674587,
            -579555,
            -176825,
            -674587
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ZEN_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7627,
    "evaluation_days": 1906.75,
    "actual_first_datapoint_time": 1593993600000,
    "first_datapoint_time": 1598983200000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758788628237,
    "expiration_time": 1763657496000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 232,
            "offset": 0
        }
    },
    "second_band": {
        "type": "swma",
        "factors": {
            "length": 208,
            "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)