← Takaisin listaan  ·  Selaa strategioita →  ·  Oppimiskeskus →

Trade: ZEN/USDT/720/JMA/VWMA/6827

Strategy
ZEN/USDT/720/JMA/VWMA/6827
Pair
ZEN_USDT
Interval
12h
Score
453519
Daily Profit
0.322341
Profit Factor
1.967149
Profitability
48.837209
Streak
0.000000
Best Strategy
Training Data Length
1914.500000
Evaluation Time
2025-10-02 13:41
Expiration Time
2025-11-28 12:26

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 617121.9351 517139.2737 99982.6614 851288.2697 1515554.7856 -664266.5159
Total P&L (%) 617.1219 517.1393 99.9827 851.2883 1515.5548 -664.2665
Avg Daily Profit (%) 0.3223 0.2701 0.0522 0.1177 0.1454 0
Buy And Hold Return (%) 23.4529 23.4529 23.4529 23.4529 23.4529 23.4529
Max Trade Drawdown -140427 -97758 -90928 -2430905 -1395298 -1789688
Profit Factor 1.9671 2.6196 1.3136 1.1112 1.4392 0.842
Total Trades 86 43 43 86 43 43
Winning Trades 42 19 23 42 19 23
Losing Trades 44 24 20 44 24 20
Profitability (%) 48.8372 44.186 53.4884 48.8372 44.186 53.4884
Ratio Avg Win / Avg Loss 2.0608 3.309 1.1423 1.1641 1.818 0.7322
Largest Winning Trade 207969 207969 51674 1467903 1467903 565603
Largest Losing Trade -58236 -44173 -58236 -1671192 -529412 -1671192
Avg Bars in Trades 42 46 39 42 46 39
Avg Bars in Winners 51 53 49 51 53 49
Avg Bars in Losers 35 40 28 35 40 28
Bars Traded 3692 1991 1700 3692 1991 1700
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 453519 411225 -124492 -133821 48795 -580274
Evaluation Data
{
    "trading_pair": "ZEN_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3829,
    "evaluation_days": 1914.5,
    "actual_first_datapoint_time": 1593993600000,
    "first_datapoint_time": 1599004800000,
    "last_datapoint_time": 1759363200000,
    "evaluation_time": 1759401693705,
    "expiration_time": 1764325584000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "jma",
        "factors": {
            "length": 117,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 23,
            "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": [
        [
            617121.9350801597,
            517139.2737201385,
            99982.6613600218,
            851288.2696581623,
            1515554.7855814467,
            -664266.5159232848
        ],
        [
            617.121935,
            517.139274,
            99.982661,
            851.28827,
            1515.554786,
            -664.266516
        ],
        [
            0.322341,
            0.270117,
            0.052224,
            0.117732,
            0.145432,
            0
        ],
        [
            23.452888,
            23.452888,
            23.452888,
            23.452888,
            23.452888,
            23.452888
        ],
        [
            -140427,
            -97758,
            -90928,
            -2430905,
            -1395298,
            -1789688
        ],
        [
            1.967149,
            2.619623,
            1.313634,
            1.11122,
            1.439227,
            0.841977
        ],
        [
            86,
            43,
            43,
            86,
            43,
            43
        ],
        [
            42,
            19,
            23,
            42,
            19,
            23
        ],
        [
            44,
            24,
            20,
            44,
            24,
            20
        ],
        [
            48.837209,
            44.186047,
            53.488372,
            48.837209,
            44.186047,
            53.488372
        ],
        [
            2.060822,
            3.308998,
            1.14229,
            1.164135,
            1.81797,
            0.732154
        ],
        [
            207969,
            207969,
            51674,
            1467903,
            1467903,
            565603
        ],
        [
            -58236,
            -44173,
            -58236,
            -1671192,
            -529412,
            -1671192
        ],
        [
            42,
            46,
            39,
            42,
            46,
            39
        ],
        [
            51,
            53,
            49,
            51,
            53,
            49
        ],
        [
            35,
            40,
            28,
            35,
            40,
            28
        ],
        [
            3692,
            1991,
            1700,
            3692,
            1991,
            1700
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            453519,
            411225,
            -124492,
            -133821,
            48795,
            -580274
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ZEN_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3829,
    "evaluation_days": 1914.5,
    "actual_first_datapoint_time": 1593993600000,
    "first_datapoint_time": 1599004800000,
    "last_datapoint_time": 1759363200000,
    "evaluation_time": 1759401693705,
    "expiration_time": 1764325584000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "jma",
        "factors": {
            "length": 117,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 23,
            "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)