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Trade: ZEN/USDT/240/WMA/BBM/5106

Strategy
ZEN/USDT/240/WMA/BBM/5106
Pair
ZEN_USDT
Interval
4h
Score
387461
Daily Profit
0.223551
Profit Factor
2.675107
Profitability
44.444444
Streak
0.000000
Best Strategy
Training Data Length
1906.500000
Evaluation Time
2025-09-26 08:29
Expiration Time
2025-11-20 18:40

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 504148.2815 426200.1591 77948.1224 245967.0363 381999.768 -136032.7317
Total P&L (%) 504.1483 426.2002 77.9481 245.967 381.9998 -136.0327
Avg Daily Profit (%) 0.2644 0.2236 0.0409 0.0651 0.0825 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -88845 -71893 -110163 -1860749 -1221746 -1978165
Profit Factor 1.8807 2.6751 1.2451 1.0353 1.1181 0.9636
Total Trades 73 36 37 73 36 37
Winning Trades 33 16 17 33 16 17
Losing Trades 40 20 20 40 20 20
Profitability (%) 45.2055 44.4444 45.9459 45.2055 44.4444 45.9459
Ratio Avg Win / Avg Loss 2.2796 3.3439 1.4648 1.2549 1.3976 1.1337
Largest Winning Trade 250237 250237 48211 986265 986265 511562
Largest Losing Trade -74280 -25461 -74280 -1354187 -539214 -1354187
Avg Bars in Trades 151 135 167 151 135 167
Avg Bars in Winners 236 209 261 236 209 261
Avg Bars in Losers 82 76 88 82 76 88
Bars Traded 11091 4878 6212 11091 4878 6212
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 -65983 387461 -140115 -365852 -175599 -580682

Evaluation Data

{
    "trading_pair": "ZEN_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11439,
    "evaluation_days": 1906.5,
    "actual_first_datapoint_time": 1594008000000,
    "first_datapoint_time": 1596931200000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758864581914,
    "expiration_time": 1763656848000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 204,
            "offset": 0
        }
    },
    "second_band": {
        "type": "bbm",
        "factors": {
            "length": 70,
            "offset": 0,
            "std": 4.26286
        }
    }
}
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": [
        [
            504148.2814872612,
            426200.1591082739,
            77948.122378987,
            245967.0362713744,
            381999.7679625399,
            -136032.731691165
        ],
        [
            504.148281,
            426.200159,
            77.948122,
            245.967036,
            381.999768,
            -136.032732
        ],
        [
            0.264437,
            0.223551,
            0.040885,
            0.065123,
            0.082529,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -88845,
            -71893,
            -110163,
            -1860749,
            -1221746,
            -1978165
        ],
        [
            1.880697,
            2.675107,
            1.245112,
            1.035266,
            1.118053,
            0.963616
        ],
        [
            73,
            36,
            37,
            73,
            36,
            37
        ],
        [
            33,
            16,
            17,
            33,
            16,
            17
        ],
        [
            40,
            20,
            20,
            40,
            20,
            20
        ],
        [
            45.205479,
            44.444444,
            45.945946,
            45.205479,
            44.444444,
            45.945946
        ],
        [
            2.279633,
            3.343883,
            1.464837,
            1.254868,
            1.397566,
            1.133665
        ],
        [
            250237,
            250237,
            48211,
            986265,
            986265,
            511562
        ],
        [
            -74280,
            -25461,
            -74280,
            -1354187,
            -539214,
            -1354187
        ],
        [
            151,
            135,
            167,
            151,
            135,
            167
        ],
        [
            236,
            209,
            261,
            236,
            209,
            261
        ],
        [
            82,
            76,
            88,
            82,
            76,
            88
        ],
        [
            11091,
            4878,
            6212,
            11091,
            4878,
            6212
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -65983,
            387461,
            -140115,
            -365852,
            -175599,
            -580682
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ZEN_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11439,
    "evaluation_days": 1906.5,
    "actual_first_datapoint_time": 1594008000000,
    "first_datapoint_time": 1596931200000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758864581914,
    "expiration_time": 1763656848000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 204,
            "offset": 0
        }
    },
    "second_band": {
        "type": "bbm",
        "factors": {
            "length": 70,
            "offset": 0,
            "std": 4.26286
        }
    }
}

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)