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Trade: ZEN/USDT/720/HILO/SWMA/8533

Strategy
ZEN/USDT/720/HILO/SWMA/8533
Pair
ZEN_USDT
Interval
12h
Score
329752
Daily Profit
0.234706
Profit Factor
2.063927
Profitability
42.857143
Streak
0.000000
Best Strategy
Training Data Length
1921.000000
Evaluation Time
2025-10-08 19:32
Expiration Time
2025-12-05 05:07

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 277069.1118 450870.2805 -173801.1686 -96687.4372 762618.6064 -859306.0436
Total P&L (%) 277.0691 450.8703 -173.8012 -96.6874 762.6186 -859.306
Avg Daily Profit (%) 0.1442 0.2347 -0.0905 -0.1772 0.1122 0
Buy And Hold Return (%) 61.4849 61.4849 61.4849 61.4849 61.4849 61.4849
Max Trade Drawdown -356979 -228240 -174900 -1431701 -591407 -855204
Profit Factor 1.3161 2.0639 0.6162 0.955 1.8292 0.3002
Total Trades 98 49 49 98 49 49
Winning Trades 42 21 21 42 21 21
Losing Trades 56 28 28 56 28 28
Profitability (%) 42.8571 42.8571 42.8571 42.8571 42.8571 42.8571
Ratio Avg Win / Avg Loss 1.7548 2.7519 0.8216 1.2733 2.4389 0.4003
Largest Winning Trade 464400 464400 42389 919906 919906 161661
Largest Losing Trade -62791 -49419 -62791 -588287 -588287 -462836
Avg Bars in Trades 36 42 30 36 42 30
Avg Bars in Winners 33 31 34 33 31 34
Avg Bars in Losers 39 49 28 39 49 28
Bars Traded 3583 2069 1514 3583 2069 1514
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 -3492 329752 -583459 -581628 -41955 -583459
Evaluation Data
{
    "trading_pair": "ZEN_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3842,
    "evaluation_days": 1921,
    "actual_first_datapoint_time": 1593993600000,
    "first_datapoint_time": 1603065600000,
    "last_datapoint_time": 1759924800000,
    "evaluation_time": 1759941120525,
    "expiration_time": 1764904032000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "offset": 120
        }
    },
    "second_band": {
        "type": "swma",
        "factors": {
            "length": 211,
            "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": [
        [
            277069.1118242349,
            450870.2804505929,
            -173801.1686263578,
            -96687.4372301013,
            762618.6064166649,
            -859306.0436467658
        ],
        [
            277.069112,
            450.87028,
            -173.801169,
            -96.687437,
            762.618606,
            -859.306044
        ],
        [
            0.144232,
            0.234706,
            -0.090474,
            -0.177222,
            0.112234,
            0
        ],
        [
            61.484879,
            61.484879,
            61.484879,
            61.484879,
            61.484879,
            61.484879
        ],
        [
            -356979,
            -228240,
            -174900,
            -1431701,
            -591407,
            -855204
        ],
        [
            1.316072,
            2.063927,
            0.616182,
            0.95498,
            1.829166,
            0.300193
        ],
        [
            98,
            49,
            49,
            98,
            49,
            49
        ],
        [
            42,
            21,
            21,
            42,
            21,
            21
        ],
        [
            56,
            28,
            28,
            56,
            28,
            28
        ],
        [
            42.857143,
            42.857143,
            42.857143,
            42.857143,
            42.857143,
            42.857143
        ],
        [
            1.754763,
            2.751903,
            0.821575,
            1.273307,
            2.438888,
            0.400258
        ],
        [
            464400,
            464400,
            42389,
            919906,
            919906,
            161661
        ],
        [
            -62791,
            -49419,
            -62791,
            -588287,
            -588287,
            -462836
        ],
        [
            36,
            42,
            30,
            36,
            42,
            30
        ],
        [
            33,
            31,
            34,
            33,
            31,
            34
        ],
        [
            39,
            49,
            28,
            39,
            49,
            28
        ],
        [
            3583,
            2069,
            1514,
            3583,
            2069,
            1514
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -3492,
            329752,
            -583459,
            -581628,
            -41955,
            -583459
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ZEN_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3842,
    "evaluation_days": 1921,
    "actual_first_datapoint_time": 1593993600000,
    "first_datapoint_time": 1603065600000,
    "last_datapoint_time": 1759924800000,
    "evaluation_time": 1759941120525,
    "expiration_time": 1764904032000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "offset": 120
        }
    },
    "second_band": {
        "type": "swma",
        "factors": {
            "length": 211,
            "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)