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Trade: ZEN/USDT/480/DCL/FWMA/5957

Strategy
ZEN/USDT/480/DCL/FWMA/5957
Pair
ZEN_USDT
Interval
8h
Score
422974
Daily Profit
0.233502
Profit Factor
2.314472
Profitability
48.571429
Streak
0.000000
Best Strategy
Training Data Length
1912.000000
Evaluation Time
2025-09-29 21:52
Expiration Time
2025-11-26 02:38

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 525830.4551 446455.083 79375.3721 299701.8468 -296236.1267 595937.9735
Total P&L (%) 525.8305 446.4551 79.3754 299.7018 -296.2361 595.938
Avg Daily Profit (%) 0.275 0.2335 0.0415 0.0725 0 0.1015
Buy And Hold Return (%) 19.4737 19.4737 19.4737 19.4737 19.4737 19.4737
Max Trade Drawdown -114222 -148618 -52376 -1227852 -1148989 -78863
Profit Factor 2.1163 2.3145 1.6041 1.1102 0.8797 3.3107
Total Trades 71 35 36 71 35 36
Winning Trades 38 17 21 38 17 21
Losing Trades 33 18 15 33 18 15
Profitability (%) 53.5211 48.5714 58.3333 53.5211 48.5714 58.3333
Ratio Avg Win / Avg Loss 1.8378 2.4506 1.1458 0.9641 0.9314 2.3648
Largest Winning Trade 290550 290550 29831 1137088 1137088 106036
Largest Losing Trade -60507 -60507 -38325 -769848 -769848 -63146
Avg Bars in Trades 72 138 7 72 138 7
Avg Bars in Winners 52 108 7 52 108 7
Avg Bars in Losers 94 166 6 94 166 6
Bars Traded 5115 4847 268 5115 4847 268
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 -77839 422974 -136327 -287674 -581343 -49342
Evaluation Data
{
    "trading_pair": "ZEN_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5736,
    "evaluation_days": 1912,
    "actual_first_datapoint_time": 1593993600000,
    "first_datapoint_time": 1600416000000,
    "last_datapoint_time": 1759161600000,
    "evaluation_time": 1759171935877,
    "expiration_time": 1764117504000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "dcl",
        "factors": {
            "length": 139,
            "offset": 0
        }
    },
    "second_band": {
        "type": "fwma",
        "factors": {
            "length": 78,
            "offset": 146
        }
    }
}
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": [
        [
            525830.4550651473,
            446455.0829596359,
            79375.3721055117,
            299701.846815143,
            -296236.1266708583,
            595937.973486001
        ],
        [
            525.830455,
            446.455083,
            79.375372,
            299.701847,
            -296.236127,
            595.937973
        ],
        [
            0.275016,
            0.233502,
            0.041514,
            0.072492,
            0,
            0.101521
        ],
        [
            19.473684,
            19.473684,
            19.473684,
            19.473684,
            19.473684,
            19.473684
        ],
        [
            -114222,
            -148618,
            -52376,
            -1227852,
            -1148989,
            -78863
        ],
        [
            2.116302,
            2.314472,
            1.60407,
            1.110194,
            0.87967,
            3.310722
        ],
        [
            71,
            35,
            36,
            71,
            35,
            36
        ],
        [
            38,
            17,
            21,
            38,
            17,
            21
        ],
        [
            33,
            18,
            15,
            33,
            18,
            15
        ],
        [
            53.521127,
            48.571429,
            58.333333,
            53.521127,
            48.571429,
            58.333333
        ],
        [
            1.837841,
            2.450617,
            1.145764,
            0.964116,
            0.931415,
            2.364802
        ],
        [
            290550,
            290550,
            29831,
            1137088,
            1137088,
            106036
        ],
        [
            -60507,
            -60507,
            -38325,
            -769848,
            -769848,
            -63146
        ],
        [
            72,
            138,
            7,
            72,
            138,
            7
        ],
        [
            52,
            108,
            7,
            52,
            108,
            7
        ],
        [
            94,
            166,
            6,
            94,
            166,
            6
        ],
        [
            5115,
            4847,
            268,
            5115,
            4847,
            268
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -77839,
            422974,
            -136327,
            -287674,
            -581343,
            -49342
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ZEN_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5736,
    "evaluation_days": 1912,
    "actual_first_datapoint_time": 1593993600000,
    "first_datapoint_time": 1600416000000,
    "last_datapoint_time": 1759161600000,
    "evaluation_time": 1759171935877,
    "expiration_time": 1764117504000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "dcl",
        "factors": {
            "length": 139,
            "offset": 0
        }
    },
    "second_band": {
        "type": "fwma",
        "factors": {
            "length": 78,
            "offset": 146
        }
    }
}

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)