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Trade: ZEN/USDT/360/WMA/MIDPOINT/7443

Strategy
ZEN/USDT/360/WMA/MIDPOINT/7443
Pair
ZEN_USDT
Interval
6h
Score
304611
Daily Profit
0.225794
Profit Factor
1.482597
Profitability
44.444444
Streak
0.000000
Best Strategy
Training Data Length
1924.500000
Evaluation Time
2025-10-12 12:05
Expiration Time
2025-12-09 01:38

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 434539.6128 372726.0145 61813.5983 294522.1359 275749.7414 18772.3945
Total P&L (%) 434.5396 372.726 61.8136 294.5221 275.7497 18.7724
Avg Daily Profit (%) 0.2258 0.1937 0.0321 0.0713 0.0688 0.0089
Buy And Hold Return (%) 71.4824 71.4824 71.4824 71.4824 71.4824 71.4824
Max Trade Drawdown -186833 -184122 -93044 -945259 -479592 -465667
Profit Factor 1.4826 1.719 1.1618 1.1026 1.1735 1.0147
Total Trades 207 103 104 207 103 104
Winning Trades 92 44 48 92 44 48
Losing Trades 115 59 56 115 59 56
Profitability (%) 44.4444 42.7184 46.1538 44.4444 42.7184 46.1538
Ratio Avg Win / Avg Loss 1.8532 2.305 1.3555 1.3783 1.5736 1.1838
Largest Winning Trade 118185 118185 48611 302232 268961 302232
Largest Losing Trade -30557 -27750 -30557 -281031 -279522 -281031
Avg Bars in Trades 35 39 32 35 39 32
Avg Bars in Winners 47 52 43 47 52 43
Avg Bars in Losers 26 30 22 26 30 22
Bars Traded 7450 4106 3344 7450 4106 3344
Profit Streak 0 0 0 0 0 0
Trades During Streak 0 0 0 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 304611 234824 -360063 -208494 -135082 -552832
Evaluation Data
{
    "trading_pair": "ZEN_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7698,
    "evaluation_days": 1924.5,
    "actual_first_datapoint_time": 1593993600000,
    "first_datapoint_time": 1596650400000,
    "last_datapoint_time": 1760248800000,
    "evaluation_time": 1760259909227,
    "expiration_time": 1765237104000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 124,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 59,
            "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": [
        [
            434539.6127888929,
            372726.0144739611,
            61813.5983149318,
            294522.1359104487,
            275749.7414472864,
            18772.3944631628
        ],
        [
            434.539613,
            372.726014,
            61.813598,
            294.522136,
            275.749741,
            18.772394
        ],
        [
            0.225794,
            0.193674,
            0.032119,
            0.071343,
            0.068808,
            0.00894
        ],
        [
            71.482399,
            71.482399,
            71.482399,
            71.482399,
            71.482399,
            71.482399
        ],
        [
            -186833,
            -184122,
            -93044,
            -945259,
            -479592,
            -465667
        ],
        [
            1.482597,
            1.71897,
            1.161814,
            1.102643,
            1.173506,
            1.014665
        ],
        [
            207,
            103,
            104,
            207,
            103,
            104
        ],
        [
            92,
            44,
            48,
            92,
            44,
            48
        ],
        [
            115,
            59,
            56,
            115,
            59,
            56
        ],
        [
            44.444444,
            42.718447,
            46.153846,
            44.444444,
            42.718447,
            46.153846
        ],
        [
            1.853246,
            2.304983,
            1.35545,
            1.378304,
            1.573565,
            1.183776
        ],
        [
            118185,
            118185,
            48611,
            302232,
            268961,
            302232
        ],
        [
            -30557,
            -27750,
            -30557,
            -281031,
            -279522,
            -281031
        ],
        [
            35,
            39,
            32,
            35,
            39,
            32
        ],
        [
            47,
            52,
            43,
            47,
            52,
            43
        ],
        [
            26,
            30,
            22,
            26,
            30,
            22
        ],
        [
            7450,
            4106,
            3344,
            7450,
            4106,
            3344
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
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            1.45,
            0.8,
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            1.45
        ],
        [
            304611,
            234824,
            -360063,
            -208494,
            -135082,
            -552832
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ZEN_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7698,
    "evaluation_days": 1924.5,
    "actual_first_datapoint_time": 1593993600000,
    "first_datapoint_time": 1596650400000,
    "last_datapoint_time": 1760248800000,
    "evaluation_time": 1760259909227,
    "expiration_time": 1765237104000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 124,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 59,
            "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)