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Trade: ZEN/USDT/480/SINWMA/ALMA/3434

Strategy
ZEN/USDT/480/SINWMA/ALMA/3434
Pair
ZEN_USDT
Interval
8h
Score
452951
Daily Profit
0.280179
Profit Factor
1.892449
Profitability
50.000000
Streak
0.000000
Best Strategy
Training Data Length
1908.000000
Evaluation Time
2025-09-26 04:09
Expiration Time
2025-11-21 23:45

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 534581.976 450971.8473 83610.1287 502534.3652 -45593.732 548128.0972
Total P&L (%) 534.582 450.9718 83.6101 502.5344 -45.5937 548.1281
Avg Daily Profit (%) 0.2802 0.2364 0.0438 0.0942 -0.0319 0.098
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -143448 -91882 -83634 -1263666 -906045 -550943
Profit Factor 1.8924 2.5564 1.2704 1.1321 0.9782 1.3199
Total Trades 100 50 50 100 50 50
Winning Trades 50 23 27 50 23 27
Losing Trades 50 27 23 50 27 23
Profitability (%) 50 46 54 50 46 54
Ratio Avg Win / Avg Loss 1.8924 3.001 1.0822 1.1321 1.1483 1.1244
Largest Winning Trade 258216 258216 57015 425768 351478 425768
Largest Losing Trade -37957 -33024 -37957 -389891 -389891 -255046
Avg Bars in Trades 55 47 63 55 47 63
Avg Bars in Winners 79 63 93 79 63 93
Avg Bars in Losers 31 34 28 31 34 28
Bars Traded 5558 2391 3167 5558 2391 3167
Profit Streak 0 0 29.0482 0 0 29.0482
Trades During Streak 0 0 2 0 0 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 452951 -168805 -313006 -141816 -760722 -240047

Evaluation Data

{
    "trading_pair": "ZEN_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5724,
    "evaluation_days": 1908,
    "actual_first_datapoint_time": 1593993600000,
    "first_datapoint_time": 1597622400000,
    "last_datapoint_time": 1758816000000,
    "evaluation_time": 1758848966532,
    "expiration_time": 1763761536000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 127,
            "offset": 0
        }
    },
    "second_band": {
        "type": "alma",
        "factors": {
            "length": 18,
            "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": [
        [
            534581.9760091075,
            450971.847335999,
            83610.1286731087,
            502534.3651571983,
            -45593.732041416,
            548128.0971986146
        ],
        [
            534.581976,
            450.971847,
            83.610129,
            502.534365,
            -45.593732,
            548.128097
        ],
        [
            0.280179,
            0.236358,
            0.043821,
            0.094173,
            -0.031897,
            0.098
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -143448,
            -91882,
            -83634,
            -1263666,
            -906045,
            -550943
        ],
        [
            1.892449,
            2.556424,
            1.270358,
            1.132064,
            0.978205,
            1.319923
        ],
        [
            100,
            50,
            50,
            100,
            50,
            50
        ],
        [
            50,
            23,
            27,
            50,
            23,
            27
        ],
        [
            50,
            27,
            23,
            50,
            27,
            23
        ],
        [
            50,
            46,
            54,
            50,
            46,
            54
        ],
        [
            1.892449,
            3.001019,
            1.082157,
            1.132064,
            1.148327,
            1.124379
        ],
        [
            258216,
            258216,
            57015,
            425768,
            351478,
            425768
        ],
        [
            -37957,
            -33024,
            -37957,
            -389891,
            -389891,
            -255046
        ],
        [
            55,
            47,
            63,
            55,
            47,
            63
        ],
        [
            79,
            63,
            93,
            79,
            63,
            93
        ],
        [
            31,
            34,
            28,
            31,
            34,
            28
        ],
        [
            5558,
            2391,
            3167,
            5558,
            2391,
            3167
        ],
        [
            0,
            0,
            29.048224,
            0,
            0,
            29.048224
        ],
        [
            0,
            0,
            2,
            0,
            0,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            452951,
            -168805,
            -313006,
            -141816,
            -760722,
            -240047
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ZEN_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5724,
    "evaluation_days": 1908,
    "actual_first_datapoint_time": 1593993600000,
    "first_datapoint_time": 1597622400000,
    "last_datapoint_time": 1758816000000,
    "evaluation_time": 1758848966532,
    "expiration_time": 1763761536000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 127,
            "offset": 0
        }
    },
    "second_band": {
        "type": "alma",
        "factors": {
            "length": 18,
            "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)