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Trade: ZEN/USDT/480/FWMA/HILO/9132

Strategy
ZEN/USDT/480/FWMA/HILO/9132
Pair
ZEN_USDT
Interval
8h
Score
437325
Daily Profit
0.541079
Profit Factor
4.810316
Profitability
33.333333
Streak
0.000000
Best Strategy
Training Data Length
1910.670000
Evaluation Time
2025-09-28 11:29
Expiration Time
2025-11-24 17:40

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1007645.7447 1033823.2165 -26177.4718 -28088.3911 87375.8263 -115464.2174
Total P&L (%) 1007.6457 1033.8232 -26.1775 -28.0884 87.3758 -115.4642
Avg Daily Profit (%) 0.5274 0.5411 -0.0137 -0.0173 0.0329 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -245874 -164338 -131805 -1399871 -1170129 -644075
Profit Factor 2.8898 4.8103 0.9 0.9919 1.0502 0.9324
Total Trades 78 39 39 78 39 39
Winning Trades 30 13 17 30 13 17
Losing Trades 48 26 22 48 26 22
Profitability (%) 38.4615 33.3333 43.5897 38.4615 33.3333 43.5897
Ratio Avg Win / Avg Loss 4.6237 9.6206 1.1648 1.587 2.1004 1.2066
Largest Winning Trade 1196891 1196891 49129 1257505 1257505 358645
Largest Losing Trade -40347 -27618 -40347 -420359 -243221 -420359
Avg Bars in Trades 70 61 79 70 61 79
Avg Bars in Winners 99 78 115 99 78 115
Avg Bars in Losers 51 52 50 51 52 50
Bars Traded 5462 2380 3082 5462 2380 3082
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 -26911 437325 -581583 -621264 -319651 -581583
Evaluation Data
{
    "trading_pair": "ZEN_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5732,
    "evaluation_days": 1910.67,
    "actual_first_datapoint_time": 1593993600000,
    "first_datapoint_time": 1598947200000,
    "last_datapoint_time": 1759046400000,
    "evaluation_time": 1759048179993,
    "expiration_time": 1763998848000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "fwma",
        "factors": {
            "length": 11,
            "offset": 162
        }
    },
    "second_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "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": [
        [
            1007645.74469016,
            1033823.2164944094,
            -26177.47180425,
            -28088.3911028701,
            87375.8262859529,
            -115464.2173888227
        ],
        [
            1007.645745,
            1033.823216,
            -26.177472,
            -28.088391,
            87.375826,
            -115.464217
        ],
        [
            0.527378,
            0.541079,
            -0.013701,
            -0.017256,
            0.032871,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -245874,
            -164338,
            -131805,
            -1399871,
            -1170129,
            -644075
        ],
        [
            2.889832,
            4.810316,
            0.900037,
            0.991857,
            1.050185,
            0.932406
        ],
        [
            78,
            39,
            39,
            78,
            39,
            39
        ],
        [
            30,
            13,
            17,
            30,
            13,
            17
        ],
        [
            48,
            26,
            22,
            48,
            26,
            22
        ],
        [
            38.461538,
            33.333333,
            43.589744,
            38.461538,
            33.333333,
            43.589744
        ],
        [
            4.623732,
            9.620631,
            1.164753,
            1.586971,
            2.10037,
            1.206643
        ],
        [
            1196891,
            1196891,
            49129,
            1257505,
            1257505,
            358645
        ],
        [
            -40347,
            -27618,
            -40347,
            -420359,
            -243221,
            -420359
        ],
        [
            70,
            61,
            79,
            70,
            61,
            79
        ],
        [
            99,
            78,
            115,
            99,
            78,
            115
        ],
        [
            51,
            52,
            50,
            51,
            52,
            50
        ],
        [
            5462,
            2380,
            3082,
            5462,
            2380,
            3082
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -26911,
            437325,
            -581583,
            -621264,
            -319651,
            -581583
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ZEN_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5732,
    "evaluation_days": 1910.67,
    "actual_first_datapoint_time": 1593993600000,
    "first_datapoint_time": 1598947200000,
    "last_datapoint_time": 1759046400000,
    "evaluation_time": 1759048179993,
    "expiration_time": 1763998848000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "fwma",
        "factors": {
            "length": 11,
            "offset": 162
        }
    },
    "second_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "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)