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Trade: ZEN/USDT/720/PSAR/WMA/2352

Strategy
ZEN/USDT/720/PSAR/WMA/2352
Pair
ZEN_USDT
Interval
12h
Score
328393
Daily Profit
0.190334
Profit Factor
1.550283
Profitability
45.625000
Streak
0.000000
Best Strategy
Training Data Length
1914.000000
Evaluation Time
2025-10-02 00:39
Expiration Time
2025-11-28 00:04

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 382578.2037 364299.4168 18278.7869 23915.0085 207303.9543 -183388.9458
Total P&L (%) 382.5782 364.2994 18.2788 23.915 207.304 -183.3889
Avg Daily Profit (%) 0.1999 0.1903 0.0096 0.0112 0.0587 0
Buy And Hold Return (%) 26.6283 26.6283 26.6283 26.6283 26.6283 26.6283
Max Trade Drawdown -150985 -145889 -146976 -410345 -243881 -341253
Profit Factor 1.2438 1.5503 1.0201 1.0088 1.1815 0.8828
Total Trades 321 160 161 321 160 161
Winning Trades 142 73 69 142 73 69
Losing Trades 179 87 92 179 87 92
Profitability (%) 44.2368 45.625 42.8571 44.2368 45.625 42.8571
Ratio Avg Win / Avg Loss 1.5679 1.8476 1.3602 1.2717 1.4081 1.1771
Largest Winning Trade 138759 138759 40105 150171 150171 74211
Largest Losing Trade -41220 -22431 -41220 -128409 -84159 -128409
Avg Bars in Trades 11 11 12 11 11 12
Avg Bars in Winners 16 15 17 16 15 17
Avg Bars in Losers 8 8 7 8 8 7
Bars Traded 3778 1847 1932 3778 1847 1932
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 294722 328393 -546427 -554741 -136611 -581323
Evaluation Data
{
    "trading_pair": "ZEN_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3828,
    "evaluation_days": 1914,
    "actual_first_datapoint_time": 1593993600000,
    "first_datapoint_time": 1594814400000,
    "last_datapoint_time": 1759320000000,
    "evaluation_time": 1759354760983,
    "expiration_time": 1764281088000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "psar",
        "factors": {
            "length": 0,
            "offset": 0,
            "af": 0,
            "af0": 0,
            "max_af": 0
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 20,
            "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": [
        [
            382578.203723159,
            364299.4168227392,
            18278.7869004198,
            23915.0084697804,
            207303.9543086289,
            -183388.9458388482
        ],
        [
            382.578204,
            364.299417,
            18.278787,
            23.915008,
            207.303954,
            -183.388946
        ],
        [
            0.199884,
            0.190334,
            0.00955,
            0.011204,
            0.058673,
            0
        ],
        [
            26.62825,
            26.62825,
            26.62825,
            26.62825,
            26.62825,
            26.62825
        ],
        [
            -150985,
            -145889,
            -146976,
            -410345,
            -243881,
            -341253
        ],
        [
            1.243798,
            1.550283,
            1.020148,
            1.008833,
            1.181484,
            0.882837
        ],
        [
            321,
            160,
            161,
            321,
            160,
            161
        ],
        [
            142,
            73,
            69,
            142,
            73,
            69
        ],
        [
            179,
            87,
            92,
            179,
            87,
            92
        ],
        [
            44.23676,
            45.625,
            42.857143,
            44.23676,
            45.625,
            42.857143
        ],
        [
            1.567886,
            1.847597,
            1.360197,
            1.271698,
            1.40807,
            1.177116
        ],
        [
            138759,
            138759,
            40105,
            150171,
            150171,
            74211
        ],
        [
            -41220,
            -22431,
            -41220,
            -128409,
            -84159,
            -128409
        ],
        [
            11,
            11,
            12,
            11,
            11,
            12
        ],
        [
            16,
            15,
            17,
            16,
            15,
            17
        ],
        [
            8,
            8,
            7,
            8,
            8,
            7
        ],
        [
            3778,
            1847,
            1932,
            3778,
            1847,
            1932
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            294722,
            328393,
            -546427,
            -554741,
            -136611,
            -581323
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ZEN_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3828,
    "evaluation_days": 1914,
    "actual_first_datapoint_time": 1593993600000,
    "first_datapoint_time": 1594814400000,
    "last_datapoint_time": 1759320000000,
    "evaluation_time": 1759354760983,
    "expiration_time": 1764281088000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "psar",
        "factors": {
            "length": 0,
            "offset": 0,
            "af": 0,
            "af0": 0,
            "max_af": 0
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 20,
            "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)