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Trade: ZEN/USDT/720/WMA/SUPERTREND/2401

Strategy
ZEN/USDT/720/WMA/SUPERTREND/2401
Pair
ZEN_USDT
Interval
12h
Score
556295
Daily Profit
0.392010
Profit Factor
3.321255
Profitability
45.161290
Streak
320.379663
Best Strategy
Training Data Length
1907.000000
Evaluation Time
2025-09-26 12:06
Expiration Time
2025-11-20 19:02

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 763820.4033 747563.3104 16257.093 43387.0942 322584.7766 -279197.6823
Total P&L (%) 763.8204 747.5633 16.2571 43.3871 322.5848 -279.1977
Avg Daily Profit (%) 0.4005 0.392 0.0085 0.0189 0.0756 0
Buy And Hold Return (%) 29.0298 29.0298 29.0298 29.0298 29.0298 29.0298
Max Trade Drawdown -201021 -138734 -101775 -1166895 -648783 -606501
Profit Factor 2.3319 3.3213 1.0647 1.0258 1.3654 0.6498
Total Trades 62 31 31 62 31 31
Winning Trades 28 14 14 28 14 14
Losing Trades 34 17 17 34 17 17
Profitability (%) 45.1613 45.1613 45.1613 45.1613 45.1613 45.1613
Ratio Avg Win / Avg Loss 2.8316 4.033 1.2928 1.2456 1.6579 0.789
Largest Winning Trade 759457 759457 36616 879481 879481 214726
Largest Losing Trade -66660 -41535 -66660 -542250 -396559 -542250
Avg Bars in Trades 55 63 47 55 63 47
Avg Bars in Winners 63 67 60 63 67 60
Avg Bars in Losers 48 61 36 48 61 36
Bars Traded 3451 1981 1470 3451 1981 1470
Profit Streak 319.8797 320.3797 319.8797 319.8797 320.3797 319.8797
Trades During Streak 6 3 3 6 3 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -144781 556295 -497194 -530615 -90982 -581354

Evaluation Data

{
    "trading_pair": "ZEN_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3814,
    "evaluation_days": 1907,
    "actual_first_datapoint_time": 1593993600000,
    "first_datapoint_time": 1604577600000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758877602897,
    "expiration_time": 1763658144000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 246,
            "offset": 0
        }
    },
    "second_band": {
        "type": "supertrend",
        "factors": {
            "length": 243,
            "offset": 0,
            "multiplier": 3.29811
        }
    }
}
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": [
        [
            763820.4033329237,
            747563.3103732726,
            16257.0929596507,
            43387.0942344341,
            322584.7765526209,
            -279197.6823181869
        ],
        [
            763.820403,
            747.56331,
            16.257093,
            43.387094,
            322.584777,
            -279.197682
        ],
        [
            0.400535,
            0.39201,
            0.008525,
            0.018899,
            0.075604,
            0
        ],
        [
            29.029794,
            29.029794,
            29.029794,
            29.029794,
            29.029794,
            29.029794
        ],
        [
            -201021,
            -138734,
            -101775,
            -1166895,
            -648783,
            -606501
        ],
        [
            2.331911,
            3.321255,
            1.06466,
            1.025823,
            1.365351,
            0.649791
        ],
        [
            62,
            31,
            31,
            62,
            31,
            31
        ],
        [
            28,
            14,
            14,
            28,
            14,
            14
        ],
        [
            34,
            17,
            17,
            34,
            17,
            17
        ],
        [
            45.16129,
            45.16129,
            45.16129,
            45.16129,
            45.16129,
            45.16129
        ],
        [
            2.831607,
            4.032953,
            1.292801,
            1.245642,
            1.657927,
            0.789032
        ],
        [
            759457,
            759457,
            36616,
            879481,
            879481,
            214726
        ],
        [
            -66660,
            -41535,
            -66660,
            -542250,
            -396559,
            -542250
        ],
        [
            55,
            63,
            47,
            55,
            63,
            47
        ],
        [
            63,
            67,
            60,
            63,
            67,
            60
        ],
        [
            48,
            61,
            36,
            48,
            61,
            36
        ],
        [
            3451,
            1981,
            1470,
            3451,
            1981,
            1470
        ],
        [
            319.879663,
            320.379663,
            319.879663,
            319.879663,
            320.379663,
            319.879663
        ],
        [
            6,
            3,
            3,
            6,
            3,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -144781,
            556295,
            -497194,
            -530615,
            -90982,
            -581354
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ZEN_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3814,
    "evaluation_days": 1907,
    "actual_first_datapoint_time": 1593993600000,
    "first_datapoint_time": 1604577600000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758877602897,
    "expiration_time": 1763658144000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 246,
            "offset": 0
        }
    },
    "second_band": {
        "type": "supertrend",
        "factors": {
            "length": 243,
            "offset": 0,
            "multiplier": 3.29811
        }
    }
}

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)