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Trade: ZEN/USDT/120/MIDPRICE/SINWMA/9115

Strategy
ZEN/USDT/120/MIDPRICE/SINWMA/9115
Pair
ZEN_USDT
Interval
2h
Score
331451
Daily Profit
0.271684
Profit Factor
1.675641
Profitability
42.335766
Streak
0.000000
Best Strategy
Training Data Length
1906.000000
Evaluation Time
2025-09-27 04:11
Expiration Time
2025-12-02 06:47

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 517829.6145 461096.095 56733.5195 183581.1815 -50000.692 233581.8735
Total P&L (%) 517.8296 461.0961 56.7335 183.5812 -50.0007 233.5819
Avg Daily Profit (%) 0.2717 0.2419 0.0298 0.0547 -0.0364 0.0632
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -171970 -117272 -161010 -1721334 -1418105 -891321
Profit Factor 1.6756 2.306 1.1372 1.0331 0.9827 1.0882
Total Trades 137 68 69 137 68 69
Winning Trades 58 29 29 58 29 29
Losing Trades 79 39 40 79 39 40
Profitability (%) 42.3358 42.6471 42.029 42.3358 42.6471 42.029
Ratio Avg Win / Avg Loss 2.2823 3.1012 1.5686 1.4072 1.3216 1.5009
Largest Winning Trade 291289 291289 51840 617208 617208 468988
Largest Losing Trade -57347 -30211 -57347 -445370 -445370 -311180
Avg Bars in Trades 162 137 186 162 137 186
Avg Bars in Winners 223 191 254 223 191 254
Avg Bars in Losers 117 97 136 117 97 136
Bars Traded 22205 9359 12846 22205 9359 12846
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 331451 -99947 -327504 -306582 -691428 -335980
Evaluation Data
{
    "trading_pair": "ZEN_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 22872,
    "evaluation_days": 1906,
    "actual_first_datapoint_time": 1594008000000,
    "first_datapoint_time": 1596031200000,
    "last_datapoint_time": 1758722400000,
    "evaluation_time": 1758935487030,
    "expiration_time": 1764650822400,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 164,
            "offset": 118
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 243,
            "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": [
        [
            517829.6144945358,
            461096.0949807127,
            56733.5195138228,
            183581.1815473627,
            -50000.6919510974,
            233581.873498461
        ],
        [
            517.829614,
            461.096095,
            56.73352,
            183.581182,
            -50.000692,
            233.581873
        ],
        [
            0.271684,
            0.241918,
            0.029766,
            0.054702,
            -0.036361,
            0.063227
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -171970,
            -117272,
            -161010,
            -1721334,
            -1418105,
            -891321
        ],
        [
            1.675641,
            2.305992,
            1.137248,
            1.033121,
            0.982722,
            1.088179
        ],
        [
            137,
            68,
            69,
            137,
            68,
            69
        ],
        [
            58,
            29,
            29,
            58,
            29,
            29
        ],
        [
            79,
            39,
            40,
            79,
            39,
            40
        ],
        [
            42.335766,
            42.647059,
            42.028986,
            42.335766,
            42.647059,
            42.028986
        ],
        [
            2.282338,
            3.101162,
            1.568618,
            1.407181,
            1.321591,
            1.500936
        ],
        [
            291289,
            291289,
            51840,
            617208,
            617208,
            468988
        ],
        [
            -57347,
            -30211,
            -57347,
            -445370,
            -445370,
            -311180
        ],
        [
            162,
            137,
            186,
            162,
            137,
            186
        ],
        [
            223,
            191,
            254,
            223,
            191,
            254
        ],
        [
            117,
            97,
            136,
            117,
            97,
            136
        ],
        [
            22205,
            9359,
            12846,
            22205,
            9359,
            12846
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            331451,
            -99947,
            -327504,
            -306582,
            -691428,
            -335980
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ZEN_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 22872,
    "evaluation_days": 1906,
    "actual_first_datapoint_time": 1594008000000,
    "first_datapoint_time": 1596031200000,
    "last_datapoint_time": 1758722400000,
    "evaluation_time": 1758935487030,
    "expiration_time": 1764650822400,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 164,
            "offset": 118
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 243,
            "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)