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Trade: ZEN/USDT/360/SWMA/SSF/6730

Strategy
ZEN/USDT/360/SWMA/SSF/6730
Pair
ZEN_USDT
Interval
6h
Score
534392
Daily Profit
0.319963
Profit Factor
3.837120
Profitability
47.058824
Streak
0.000000
Best Strategy
Training Data Length
1906.750000
Evaluation Time
2025-09-25 17:15
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 770986.6368 610088.9119 160897.7249 2997493.0013 405554.9673 2591938.0339
Total P&L (%) 770.9866 610.0889 160.8977 2997.493 405.555 2591.938
Avg Daily Profit (%) 0.4043 0.32 0.0844 0.1802 0.085 0.1728
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -112572 -65539 -51093 -7894245 -3922424 -4090831
Profit Factor 2.7336 3.8371 1.7005 1.1611 1.0432 1.2814
Total Trades 68 34 34 68 34 34
Winning Trades 33 16 17 33 16 17
Losing Trades 35 18 17 35 18 17
Profitability (%) 48.5294 47.0588 50 48.5294 47.0588 50
Ratio Avg Win / Avg Loss 2.8993 4.3168 1.7005 1.2315 1.1736 1.2814
Largest Winning Trade 351005 351005 62512 4228101 4092483 4228101
Largest Losing Trade -32609 -22654 -32609 -2323400 -1216906 -2323400
Avg Bars in Trades 109 97 121 109 97 121
Avg Bars in Winners 170 157 182 170 157 182
Avg Bars in Losers 51 43 59 51 43 59
Bars Traded 7418 3303 4115 7418 3303 4115
Profit Streak 0 0 40.3443 0 0 40.3443
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -99349 534392 -76542 -149773 -253643 299057

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": 1596412800000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758809743991,
    "expiration_time": 1763657496000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "swma",
        "factors": {
            "length": 113,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 172,
            "offset": 0,
            "poles": 2
        }
    }
}
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": [
        [
            770986.6368304752,
            610088.9119497972,
            160897.7248806776,
            2997493.0012696893,
            405554.9673426285,
            2591938.0339270583
        ],
        [
            770.986637,
            610.088912,
            160.897725,
            2997.493001,
            405.554967,
            2591.938034
        ],
        [
            0.404346,
            0.319963,
            0.084383,
            0.180216,
            0.085023,
            0.172843
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -112572,
            -65539,
            -51093,
            -7894245,
            -3922424,
            -4090831
        ],
        [
            2.733581,
            3.83712,
            1.700474,
            1.161122,
            1.04317,
            1.281441
        ],
        [
            68,
            34,
            34,
            68,
            34,
            34
        ],
        [
            33,
            16,
            17,
            33,
            16,
            17
        ],
        [
            35,
            18,
            17,
            35,
            18,
            17
        ],
        [
            48.529412,
            47.058824,
            50,
            48.529412,
            47.058824,
            50
        ],
        [
            2.899252,
            4.31676,
            1.700474,
            1.231493,
            1.173566,
            1.281441
        ],
        [
            351005,
            351005,
            62512,
            4228101,
            4092483,
            4228101
        ],
        [
            -32609,
            -22654,
            -32609,
            -2323400,
            -1216906,
            -2323400
        ],
        [
            109,
            97,
            121,
            109,
            97,
            121
        ],
        [
            170,
            157,
            182,
            170,
            157,
            182
        ],
        [
            51,
            43,
            59,
            51,
            43,
            59
        ],
        [
            7418,
            3303,
            4115,
            7418,
            3303,
            4115
        ],
        [
            0,
            0,
            40.344259,
            0,
            0,
            40.344259
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -99349,
            534392,
            -76542,
            -149773,
            -253643,
            299057
        ]
    ]
}
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": 1596412800000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758809743991,
    "expiration_time": 1763657496000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "swma",
        "factors": {
            "length": 113,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 172,
            "offset": 0,
            "poles": 2
        }
    }
}

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)