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Trade: ZEN/USDT/720/PWMA/SWMA/3883

Strategy
ZEN/USDT/720/PWMA/SWMA/3883
Pair
ZEN_USDT
Interval
12h
Score
308962
Daily Profit
0.205202
Profit Factor
2.628286
Profitability
42.424242
Streak
37.486959
Best Strategy
Training Data Length
1922.500000
Evaluation Time
2025-10-10 14:41
Expiration Time
2025-12-06 18:12

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 336556.2706 394501.634 -57945.3634 -83526.9102 52584.8876 -136111.7978
Total P&L (%) 336.5563 394.5016 -57.9454 -83.5269 52.5849 -136.1118
Avg Daily Profit (%) 0.1751 0.2052 -0.0301 -0.0938 0.022 0
Buy And Hold Return (%) 85.3617 85.3617 85.3617 85.3617 85.3617 85.3617
Max Trade Drawdown -220896 -136143 -145380 -463543 -384056 -256830
Profit Factor 1.5298 2.6283 0.8525 0.9308 1.1076 0.8103
Total Trades 67 33 34 67 33 34
Winning Trades 31 14 17 31 14 17
Losing Trades 36 19 17 36 19 17
Profitability (%) 46.2687 42.4242 50 46.2687 42.4242 50
Ratio Avg Win / Avg Loss 1.7766 3.567 0.8525 1.0809 1.5032 0.8103
Largest Winning Trade 244540 244540 59140 203184 203184 131576
Largest Losing Trade -90274 -34881 -90274 -132734 -99310 -132734
Avg Bars in Trades 55 53 57 55 53 57
Avg Bars in Winners 69 67 70 69 67 70
Avg Bars in Losers 43 42 45 43 42 45
Bars Traded 3721 1754 1967 3721 1754 1967
Profit Streak 0 37.487 0 0 37.487 0
Trades During Streak 0 1 0 0 1 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -114994 308962 -580795 -701839 -432752 -580795
Evaluation Data
{
    "trading_pair": "ZEN_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3845,
    "evaluation_days": 1922.5,
    "actual_first_datapoint_time": 1593993600000,
    "first_datapoint_time": 1599004800000,
    "last_datapoint_time": 1760054400000,
    "evaluation_time": 1760096473269,
    "expiration_time": 1765037520000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 117,
            "offset": 0
        }
    },
    "second_band": {
        "type": "swma",
        "factors": {
            "length": 52,
            "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": [
        [
            336556.2706316905,
            394501.6339968555,
            -57945.3633651651,
            -83526.9102418206,
            52584.8875637047,
            -136111.797805525
        ],
        [
            336.556271,
            394.501634,
            -57.945363,
            -83.52691,
            52.584888,
            -136.111798
        ],
        [
            0.175062,
            0.205202,
            -0.030141,
            -0.093763,
            0.021982,
            0
        ],
        [
            85.361702,
            85.361702,
            85.361702,
            85.361702,
            85.361702,
            85.361702
        ],
        [
            -220896,
            -136143,
            -145380,
            -463543,
            -384056,
            -256830
        ],
        [
            1.529811,
            2.628286,
            0.852541,
            0.93075,
            1.107604,
            0.810291
        ],
        [
            67,
            33,
            34,
            67,
            33,
            34
        ],
        [
            31,
            14,
            17,
            31,
            14,
            17
        ],
        [
            36,
            19,
            17,
            36,
            19,
            17
        ],
        [
            46.268657,
            42.424242,
            50,
            46.268657,
            42.424242,
            50
        ],
        [
            1.776554,
            3.56696,
            0.852541,
            1.080871,
            1.503177,
            0.810291
        ],
        [
            244540,
            244540,
            59140,
            203184,
            203184,
            131576
        ],
        [
            -90274,
            -34881,
            -90274,
            -132734,
            -99310,
            -132734
        ],
        [
            55,
            53,
            57,
            55,
            53,
            57
        ],
        [
            69,
            67,
            70,
            69,
            67,
            70
        ],
        [
            43,
            42,
            45,
            43,
            42,
            45
        ],
        [
            3721,
            1754,
            1967,
            3721,
            1754,
            1967
        ],
        [
            0,
            37.486959,
            0,
            0,
            37.486959,
            0
        ],
        [
            0,
            1,
            0,
            0,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -114994,
            308962,
            -580795,
            -701839,
            -432752,
            -580795
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ZEN_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3845,
    "evaluation_days": 1922.5,
    "actual_first_datapoint_time": 1593993600000,
    "first_datapoint_time": 1599004800000,
    "last_datapoint_time": 1760054400000,
    "evaluation_time": 1760096473269,
    "expiration_time": 1765037520000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 117,
            "offset": 0
        }
    },
    "second_band": {
        "type": "swma",
        "factors": {
            "length": 52,
            "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)