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Trade: ZEN/USDT/720/PWMA/BBU/2855

Strategy
ZEN/USDT/720/PWMA/BBU/2855
Pair
ZEN_USDT
Interval
12h
Score
588808
Daily Profit
0.450404
Profit Factor
4.378046
Profitability
47.058824
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 926982.023 862073.3132 64908.7099 450452.5624 -1452452.0998 1902904.6622
Total P&L (%) 926.982 862.0733 64.9087 450.4526 -1452.4521 1902.9047
Avg Daily Profit (%) 0.4843 0.4504 0.0339 0.0892 0 0.1567
Buy And Hold Return (%) 59.1545 59.1545 59.1545 59.1545 59.1545 59.1545
Max Trade Drawdown -193426 -142576 -88715 -3930123 -3560773 -1238908
Profit Factor 3.0966 4.378 1.3472 1.0544 0.7308 1.6583
Total Trades 68 34 34 68 34 34
Winning Trades 30 16 14 30 16 14
Losing Trades 38 18 20 38 18 20
Profitability (%) 44.1176 47.0588 41.1765 44.1176 47.0588 41.1765
Ratio Avg Win / Avg Loss 3.9224 4.9253 1.9246 1.3355 0.8222 2.3689
Largest Winning Trade 847387 847387 48640 1008009 847387 1008009
Largest Losing Trade -33393 -33393 -30862 -1055435 -1055435 -462032
Avg Bars in Trades 52 74 30 52 74 30
Avg Bars in Winners 67 87 44 67 87 44
Avg Bars in Losers 41 64 20 41 64 20
Bars Traded 3586 2548 1038 3586 2548 1038
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 -99680 588808 -285068 -350739 -581939 264956
Evaluation Data
{
    "trading_pair": "ZEN_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3828,
    "evaluation_days": 1914,
    "actual_first_datapoint_time": 1593993600000,
    "first_datapoint_time": 1601121600000,
    "last_datapoint_time": 1759320000000,
    "evaluation_time": 1759354753810,
    "expiration_time": 1764281088000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 166,
            "offset": 0
        }
    },
    "second_band": {
        "type": "bbu",
        "factors": {
            "length": 160,
            "offset": 0,
            "std": 4.15718
        }
    }
}
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": [
        [
            926982.0230367836,
            862073.3131590586,
            64908.7098777253,
            450452.5624289054,
            -1452452.0997999778,
            1902904.662228882
        ],
        [
            926.982023,
            862.073313,
            64.90871,
            450.452562,
            -1452.4521,
            1902.904662
        ],
        [
            0.484317,
            0.450404,
            0.033913,
            0.08915,
            0,
            0.156715
        ],
        [
            59.154455,
            59.154455,
            59.154455,
            59.154455,
            59.154455,
            59.154455
        ],
        [
            -193426,
            -142576,
            -88715,
            -3930123,
            -3560773,
            -1238908
        ],
        [
            3.096606,
            4.378046,
            1.347225,
            1.054357,
            0.730831,
            1.658258
        ],
        [
            68,
            34,
            34,
            68,
            34,
            34
        ],
        [
            30,
            16,
            14,
            30,
            16,
            14
        ],
        [
            38,
            18,
            20,
            38,
            18,
            20
        ],
        [
            44.117647,
            47.058824,
            41.176471,
            44.117647,
            47.058824,
            41.176471
        ],
        [
            3.922368,
            4.925302,
            1.924607,
            1.335519,
            0.822184,
            2.36894
        ],
        [
            847387,
            847387,
            48640,
            1008009,
            847387,
            1008009
        ],
        [
            -33393,
            -33393,
            -30862,
            -1055435,
            -1055435,
            -462032
        ],
        [
            52,
            74,
            30,
            52,
            74,
            30
        ],
        [
            67,
            87,
            44,
            67,
            87,
            44
        ],
        [
            41,
            64,
            20,
            41,
            64,
            20
        ],
        [
            3586,
            2548,
            1038,
            3586,
            2548,
            1038
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -99680,
            588808,
            -285068,
            -350739,
            -581939,
            264956
        ]
    ]
}
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": 1601121600000,
    "last_datapoint_time": 1759320000000,
    "evaluation_time": 1759354753810,
    "expiration_time": 1764281088000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 166,
            "offset": 0
        }
    },
    "second_band": {
        "type": "bbu",
        "factors": {
            "length": 160,
            "offset": 0,
            "std": 4.15718
        }
    }
}

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)