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Trade: ZEN/USDT/720/FWMA/HILO/8082

Strategy
ZEN/USDT/720/FWMA/HILO/8082
Pair
ZEN_USDT
Interval
12h
Score
585299
Daily Profit
0.761160
Profit Factor
6.129636
Profitability
36.842105
Streak
0.000000
Best Strategy
Training Data Length
1918.500000
Evaluation Time
2025-10-06 15:27
Expiration Time
2025-12-02 15:19

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1482637.605 1460285.3293 22352.2756 86776.3123 111594.177 -24817.8647
Total P&L (%) 1482.6376 1460.2853 22.3523 86.7763 111.5942 -24.8179
Avg Daily Profit (%) 0.7728 0.7612 0.0117 0.0326 0.0391 -0.0149
Buy And Hold Return (%) 59.7243 59.7243 59.7243 59.7243 59.7243 59.7243
Max Trade Drawdown -172815 -153399 -107699 -1552937 -1501621 -684480
Profit Factor 4.1089 6.1296 1.1163 1.0218 1.0454 0.9837
Total Trades 75 38 37 75 38 37
Winning Trades 30 14 16 30 14 16
Losing Trades 45 24 21 45 24 21
Profitability (%) 40 36.8421 43.2432 40 36.8421 43.2432
Ratio Avg Win / Avg Loss 6.1634 10.5079 1.4651 1.5327 1.7921 1.2911
Largest Winning Trade 1613215 1613215 40576 1613215 1613215 345571
Largest Losing Trade -38230 -33529 -38230 -482552 -482552 -293568
Avg Bars in Trades 46 41 52 46 41 52
Avg Bars in Winners 69 51 85 69 51 85
Avg Bars in Losers 31 35 27 31 35 27
Bars Traded 3502 1560 1942 3502 1560 1942
Profit Streak 0 0 73.0191 0 0 73.0191
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -45091 585299 -437729 -434850 -323053 -581175
Evaluation Data
{
    "trading_pair": "ZEN_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3837,
    "evaluation_days": 1918.5,
    "actual_first_datapoint_time": 1593993600000,
    "first_datapoint_time": 1602504000000,
    "last_datapoint_time": 1759708800000,
    "evaluation_time": 1759753652279,
    "expiration_time": 1764681552000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "fwma",
        "factors": {
            "length": 86,
            "offset": 112
        }
    },
    "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": [
        [
            1482637.604982824,
            1460285.3293427373,
            22352.2756400865,
            86776.3122902389,
            111594.177008791,
            -24817.8647185527
        ],
        [
            1482.637605,
            1460.285329,
            22.352276,
            86.776312,
            111.594177,
            -24.817865
        ],
        [
            0.772811,
            0.76116,
            0.011651,
            0.032569,
            0.039075,
            -0.014868
        ],
        [
            59.72425,
            59.72425,
            59.72425,
            59.72425,
            59.72425,
            59.72425
        ],
        [
            -172815,
            -153399,
            -107699,
            -1552937,
            -1501621,
            -684480
        ],
        [
            4.108908,
            6.129636,
            1.116283,
            1.021794,
            1.045399,
            0.98371
        ],
        [
            75,
            38,
            37,
            75,
            38,
            37
        ],
        [
            30,
            14,
            16,
            30,
            14,
            16
        ],
        [
            45,
            24,
            21,
            45,
            24,
            21
        ],
        [
            40,
            36.842105,
            43.243243,
            40,
            36.842105,
            43.243243
        ],
        [
            6.163362,
            10.507948,
            1.465121,
            1.532692,
            1.792112,
            1.291119
        ],
        [
            1613215,
            1613215,
            40576,
            1613215,
            1613215,
            345571
        ],
        [
            -38230,
            -33529,
            -38230,
            -482552,
            -482552,
            -293568
        ],
        [
            46,
            41,
            52,
            46,
            41,
            52
        ],
        [
            69,
            51,
            85,
            69,
            51,
            85
        ],
        [
            31,
            35,
            27,
            31,
            35,
            27
        ],
        [
            3502,
            1560,
            1942,
            3502,
            1560,
            1942
        ],
        [
            0,
            0,
            73.019124,
            0,
            0,
            73.019124
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -45091,
            585299,
            -437729,
            -434850,
            -323053,
            -581175
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ZEN_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3837,
    "evaluation_days": 1918.5,
    "actual_first_datapoint_time": 1593993600000,
    "first_datapoint_time": 1602504000000,
    "last_datapoint_time": 1759708800000,
    "evaluation_time": 1759753652279,
    "expiration_time": 1764681552000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "fwma",
        "factors": {
            "length": 86,
            "offset": 112
        }
    },
    "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)