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Trade: ZEN/USDT/480/SSF/WMA/1227

Strategy
ZEN/USDT/480/SSF/WMA/1227
Pair
ZEN_USDT
Interval
8h
Score
364966
Daily Profit
0.181792
Profit Factor
1.775720
Profitability
46.788991
Streak
30.378425
Best Strategy
Training Data Length
1909.670000
Evaluation Time
2025-09-27 20:04
Expiration Time
2025-11-23 16:57

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 375433.5499 347162.9569 28270.5929 -84297.4305 143054.5014 -227351.9319
Total P&L (%) 375.4336 347.163 28.2706 -84.2974 143.0545 -227.3519
Avg Daily Profit (%) 0.1966 0.1818 0.0148 -0.0969 0.0465 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -152319 -135306 -177299 -215213 -41580 -255400
Profit Factor 1.3203 1.7757 1.039 0.7766 2.9703 0.254
Total Trades 218 109 109 218 109 109
Winning Trades 107 51 56 107 51 56
Losing Trades 111 58 53 111 58 53
Profitability (%) 49.0826 46.789 51.3761 49.0826 46.789 51.3761
Ratio Avg Win / Avg Loss 1.3696 2.0194 0.9833 0.8056 3.378 0.2404
Largest Winning Trade 103114 103114 37265 109305 109305 16160
Largest Losing Trade -97165 -28776 -97165 -210594 -26898 -210594
Avg Bars in Trades 25 27 24 25 27 24
Avg Bars in Winners 32 33 31 32 33 31
Avg Bars in Losers 19 21 17 19 21 17
Bars Traded 5643 2959 2684 5643 2959 2684
Profit Streak 30.3784 30.3784 69.3784 30.3784 30.3784 69.3784
Trades During Streak 2 1 3 2 1 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 355088 364966 -354048 -578714 -125805 -579206
Evaluation Data
{
    "trading_pair": "ZEN_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5729,
    "evaluation_days": 1909.67,
    "actual_first_datapoint_time": 1593993600000,
    "first_datapoint_time": 1595404800000,
    "last_datapoint_time": 1758960000000,
    "evaluation_time": 1758992695905,
    "expiration_time": 1763909856000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 70,
            "offset": 0,
            "poles": 2
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 50,
            "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": [
        [
            375433.5498507125,
            347162.9569254681,
            28270.5929252445,
            -84297.4304902449,
            143054.5013819292,
            -227351.931872174
        ],
        [
            375.43355,
            347.162957,
            28.270593,
            -84.29743,
            143.054501,
            -227.351932
        ],
        [
            0.196596,
            0.181792,
            0.014804,
            -0.096899,
            0.046517,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -152319,
            -135306,
            -177299,
            -215213,
            -41580,
            -255400
        ],
        [
            1.320252,
            1.77572,
            1.039006,
            0.77661,
            2.970275,
            0.253969
        ],
        [
            218,
            109,
            109,
            218,
            109,
            109
        ],
        [
            107,
            51,
            56,
            107,
            51,
            56
        ],
        [
            111,
            58,
            53,
            111,
            58,
            53
        ],
        [
            49.082569,
            46.788991,
            51.376147,
            49.082569,
            46.788991,
            51.376147
        ],
        [
            1.369607,
            2.019446,
            0.983345,
            0.805642,
            3.377959,
            0.240364
        ],
        [
            103114,
            103114,
            37265,
            109305,
            109305,
            16160
        ],
        [
            -97165,
            -28776,
            -97165,
            -210594,
            -26898,
            -210594
        ],
        [
            25,
            27,
            24,
            25,
            27,
            24
        ],
        [
            32,
            33,
            31,
            32,
            33,
            31
        ],
        [
            19,
            21,
            17,
            19,
            21,
            17
        ],
        [
            5643,
            2959,
            2684,
            5643,
            2959,
            2684
        ],
        [
            30.378425,
            30.378425,
            69.378425,
            30.378425,
            30.378425,
            69.378425
        ],
        [
            2,
            1,
            3,
            2,
            1,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            355088,
            364966,
            -354048,
            -578714,
            -125805,
            -579206
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ZEN_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5729,
    "evaluation_days": 1909.67,
    "actual_first_datapoint_time": 1593993600000,
    "first_datapoint_time": 1595404800000,
    "last_datapoint_time": 1758960000000,
    "evaluation_time": 1758992695905,
    "expiration_time": 1763909856000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 70,
            "offset": 0,
            "poles": 2
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 50,
            "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)