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Trade: ZEN/USDT/360/SWMA/ZLMA/4017

Strategy
ZEN/USDT/360/SWMA/ZLMA/4017
Pair
ZEN_USDT
Interval
6h
Score
434199
Daily Profit
0.163601
Profit Factor
1.781613
Profitability
61.904762
Streak
35.200819
Best Strategy
Training Data Length
1915.750000
Evaluation Time
2025-10-03 19:49
Expiration Time
2025-11-30 01:20

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 233957.2714 313418.9731 -79461.7017 -114622.0866 37674.1744 -152296.261
Total P&L (%) 233.9573 313.419 -79.4617 -114.6221 37.6742 -152.2963
Avg Daily Profit (%) 0.1221 0.1636 -0.0415 0 0.0167 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -222352 -100629 -265833 -230772 -56022 -231678
Profit Factor 1.2106 1.7816 0.8881 0.7978 1.2396 0.6281
Total Trades 168 84 84 168 84 84
Winning Trades 104 52 52 69 35 34
Losing Trades 64 32 32 99 49 50
Profitability (%) 61.9048 61.9048 61.9048 41.0714 41.6667 40.4762
Ratio Avg Win / Avg Loss 0.745 1.0964 0.5465 1.1446 1.7354 0.9237
Largest Winning Trade 93439 93439 41844 51516 26212 51516
Largest Losing Trade -133403 -40193 -133403 -196470 -34301 -196470
Avg Bars in Trades 43 36 50 43 36 50
Avg Bars in Winners 36 29 42 53 45 61
Avg Bars in Losers 56 47 64 37 30 44
Bars Traded 7372 3090 4282 7372 3090 4282
Profit Streak 34.2008 35.2008 34.2008 0 0 0
Trades During Streak 3 2 1 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -28236 434199 -578744 -581703 -175726 -584811
Evaluation Data
{
    "trading_pair": "ZEN_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7663,
    "evaluation_days": 1915.75,
    "actual_first_datapoint_time": 1593993600000,
    "first_datapoint_time": 1596996000000,
    "last_datapoint_time": 1759492800000,
    "evaluation_time": 1759510150785,
    "expiration_time": 1764458424000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "swma",
        "factors": {
            "length": 17,
            "offset": 0
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 140,
            "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": [
        [
            233957.2714249183,
            313418.9731168968,
            -79461.7016919786,
            -114622.0865979164,
            37674.1743636193,
            -152296.2609615356
        ],
        [
            233.957271,
            313.418973,
            -79.461702,
            -114.622087,
            37.674174,
            -152.296261
        ],
        [
            0.122123,
            0.163601,
            -0.041478,
            0,
            0.01669,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -222352,
            -100629,
            -265833,
            -230772,
            -56022,
            -231678
        ],
        [
            1.210607,
            1.781613,
            0.888063,
            0.797754,
            1.239581,
            0.628088
        ],
        [
            168,
            84,
            84,
            168,
            84,
            84
        ],
        [
            104,
            52,
            52,
            69,
            35,
            34
        ],
        [
            64,
            32,
            32,
            99,
            49,
            50
        ],
        [
            61.904762,
            61.904762,
            61.904762,
            41.071429,
            41.666667,
            40.47619
        ],
        [
            0.744989,
            1.096377,
            0.5465,
            1.144603,
            1.735414,
            0.923659
        ],
        [
            93439,
            93439,
            41844,
            51516,
            26212,
            51516
        ],
        [
            -133403,
            -40193,
            -133403,
            -196470,
            -34301,
            -196470
        ],
        [
            43,
            36,
            50,
            43,
            36,
            50
        ],
        [
            36,
            29,
            42,
            53,
            45,
            61
        ],
        [
            56,
            47,
            64,
            37,
            30,
            44
        ],
        [
            7372,
            3090,
            4282,
            7372,
            3090,
            4282
        ],
        [
            34.200819,
            35.200819,
            34.200819,
            0,
            0,
            0
        ],
        [
            3,
            2,
            1,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -28236,
            434199,
            -578744,
            -581703,
            -175726,
            -584811
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ZEN_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7663,
    "evaluation_days": 1915.75,
    "actual_first_datapoint_time": 1593993600000,
    "first_datapoint_time": 1596996000000,
    "last_datapoint_time": 1759492800000,
    "evaluation_time": 1759510150785,
    "expiration_time": 1764458424000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "swma",
        "factors": {
            "length": 17,
            "offset": 0
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 140,
            "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)