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Trade: ZEN/USDT/120/JMA/DEMA/3659

Strategy
ZEN/USDT/120/JMA/DEMA/3659
Pair
ZEN_USDT
Interval
2h
Score
329453
Daily Profit
0.267874
Profit Factor
1.399077
Profitability
40.625000
Streak
22.757160
Best Strategy
Training Data Length
1919.920000
Evaluation Time
2025-10-08 15:10
Expiration Time
2025-12-16 16:48

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 514296.3506 463976.9796 50319.371 275030.6331 282595.6738 -7565.0407
Total P&L (%) 514.2964 463.977 50.3194 275.0306 282.5957 -7.565
Avg Daily Profit (%) 0.2679 0.2417 0.0262 0.0689 0.0699 -0.0041
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -130283 -121514 -170318 -228936 -114040 -260410
Profit Factor 1.3991 1.8601 1.0672 1.1846 1.448 0.9912
Total Trades 256 128 128 256 128 128
Winning Trades 104 52 52 104 52 52
Losing Trades 152 76 76 152 76 76
Profitability (%) 40.625 40.625 40.625 40.625 40.625 40.625
Ratio Avg Win / Avg Loss 2.0448 2.7185 1.5597 1.7313 2.1163 1.4487
Largest Winning Trade 112936 112936 52432 115901 115901 115047
Largest Losing Trade -40177 -21332 -40177 -102916 -67519 -102916
Avg Bars in Trades 88 91 86 88 91 86
Avg Bars in Winners 141 135 146 141 135 146
Avg Bars in Losers 53 60 45 53 60 45
Bars Traded 22734 11673 11061 22734 11673 11061
Profit Streak 22.7572 22.7572 42.0072 22.7572 22.7572 42.0072
Trades During Streak 2 1 2 2 1 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 329453 294992 -307585 -118619 -100802 -581984
Evaluation Data
{
    "trading_pair": "ZEN_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 23039,
    "evaluation_days": 1919.92,
    "actual_first_datapoint_time": 1594008000000,
    "first_datapoint_time": 1595700000000,
    "last_datapoint_time": 1759924800000,
    "evaluation_time": 1759925418629,
    "expiration_time": 1765896508800,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "jma",
        "factors": {
            "length": 236,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dema",
        "factors": {
            "length": 87,
            "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": [
        [
            514296.3505913444,
            463976.9796364814,
            50319.3709548632,
            275030.6330964902,
            282595.6737820674,
            -7565.0406855774
        ],
        [
            514.296351,
            463.97698,
            50.319371,
            275.030633,
            282.595674,
            -7.565041
        ],
        [
            0.267874,
            0.241665,
            0.026209,
            0.068872,
            0.069913,
            -0.004097
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -130283,
            -121514,
            -170318,
            -228936,
            -114040,
            -260410
        ],
        [
            1.399077,
            1.860055,
            1.067161,
            1.184582,
            1.447978,
            0.991195
        ],
        [
            256,
            128,
            128,
            256,
            128,
            128
        ],
        [
            104,
            52,
            52,
            104,
            52,
            52
        ],
        [
            152,
            76,
            76,
            152,
            76,
            76
        ],
        [
            40.625,
            40.625,
            40.625,
            40.625,
            40.625,
            40.625
        ],
        [
            2.044806,
            2.718542,
            1.559696,
            1.731313,
            2.116276,
            1.44867
        ],
        [
            112936,
            112936,
            52432,
            115901,
            115901,
            115047
        ],
        [
            -40177,
            -21332,
            -40177,
            -102916,
            -67519,
            -102916
        ],
        [
            88,
            91,
            86,
            88,
            91,
            86
        ],
        [
            141,
            135,
            146,
            141,
            135,
            146
        ],
        [
            53,
            60,
            45,
            53,
            60,
            45
        ],
        [
            22734,
            11673,
            11061,
            22734,
            11673,
            11061
        ],
        [
            22.75716,
            22.75716,
            42.00716,
            22.75716,
            22.75716,
            42.00716
        ],
        [
            2,
            1,
            2,
            2,
            1,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            329453,
            294992,
            -307585,
            -118619,
            -100802,
            -581984
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ZEN_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 23039,
    "evaluation_days": 1919.92,
    "actual_first_datapoint_time": 1594008000000,
    "first_datapoint_time": 1595700000000,
    "last_datapoint_time": 1759924800000,
    "evaluation_time": 1759925418629,
    "expiration_time": 1765896508800,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "jma",
        "factors": {
            "length": 236,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dema",
        "factors": {
            "length": 87,
            "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)