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Trade: ZEN/USDT/360/ALMA/HWMA/3192

Strategy
ZEN/USDT/360/ALMA/HWMA/3192
Pair
ZEN_USDT
Interval
6h
Score
362916
Daily Profit
0.192058
Profit Factor
1.362283
Profitability
46.540881
Streak
26.342847
Best Strategy
Training Data Length
1906.750000
Evaluation Time
2025-09-26 05:13
Expiration Time
2025-11-20 18:51

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 366206.4086 424938.3589 -58731.9503 -301556.7679 -208262.4677 -93294.3003
Total P&L (%) 366.2064 424.9384 -58.732 -301.5568 -208.2625 -93.2943
Avg Daily Profit (%) 0.1921 0.2229 -0.0308 0 0 -0.1416
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -383054 -137603 -268936 -7914497 -3846066 -5084817
Profit Factor 1.3623 1.8905 0.8899 0.9814 0.9755 0.988
Total Trades 159 79 80 159 79 80
Winning Trades 74 31 43 80 41 39
Losing Trades 85 48 37 79 38 41
Profitability (%) 46.5409 39.2405 53.75 50.3145 51.8987 48.75
Ratio Avg Win / Avg Loss 1.5648 2.9273 0.7658 0.9692 0.9041 1.0386
Largest Winning Trade 314072 314072 50136 1171900 774937 1171900
Largest Losing Trade -168393 -44811 -168393 -1796985 -1463965 -1796985
Avg Bars in Trades 47 44 50 47 44 50
Avg Bars in Winners 61 60 63 58 54 62
Avg Bars in Losers 34 33 35 35 33 38
Bars Traded 7498 3487 4011 7498 3487 4011
Profit Streak 26.3428 26.3428 29.3428 0 0 0
Trades During Streak 3 1 2 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 362916 -19195 -598744 -579904 -607489 -599055

Evaluation Data

{
    "trading_pair": "ZEN_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7627,
    "evaluation_days": 1906.75,
    "actual_first_datapoint_time": 1593993600000,
    "first_datapoint_time": 1596110400000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758852822017,
    "expiration_time": 1763657496000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "alma",
        "factors": {
            "length": 99,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 19,
            "na": 0.2,
            "nb": 0.1,
            "nc": 0.1
        }
    }
}
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": [
        [
            366206.4086210069,
            424938.3589112997,
            -58731.9502902925,
            -301556.7679221759,
            -208262.467666601,
            -93294.3002555719
        ],
        [
            366.206409,
            424.938359,
            -58.73195,
            -301.556768,
            -208.262468,
            -93.2943
        ],
        [
            0.192058,
            0.22286,
            -0.030802,
            0,
            0,
            -0.141618
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -383054,
            -137603,
            -268936,
            -7914497,
            -3846066,
            -5084817
        ],
        [
            1.362283,
            1.890549,
            0.889946,
            0.98144,
            0.975453,
            0.987983
        ],
        [
            159,
            79,
            80,
            159,
            79,
            80
        ],
        [
            74,
            31,
            43,
            80,
            41,
            39
        ],
        [
            85,
            48,
            37,
            79,
            38,
            41
        ],
        [
            46.540881,
            39.240506,
            53.75,
            50.314465,
            51.898734,
            48.75
        ],
        [
            1.564784,
            2.927302,
            0.765768,
            0.969172,
            0.904078,
            1.038648
        ],
        [
            314072,
            314072,
            50136,
            1171900,
            774937,
            1171900
        ],
        [
            -168393,
            -44811,
            -168393,
            -1796985,
            -1463965,
            -1796985
        ],
        [
            47,
            44,
            50,
            47,
            44,
            50
        ],
        [
            61,
            60,
            63,
            58,
            54,
            62
        ],
        [
            34,
            33,
            35,
            35,
            33,
            38
        ],
        [
            7498,
            3487,
            4011,
            7498,
            3487,
            4011
        ],
        [
            26.342847,
            26.342847,
            29.342847,
            0,
            0,
            0
        ],
        [
            3,
            1,
            2,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            362916,
            -19195,
            -598744,
            -579904,
            -607489,
            -599055
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ZEN_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7627,
    "evaluation_days": 1906.75,
    "actual_first_datapoint_time": 1593993600000,
    "first_datapoint_time": 1596110400000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758852822017,
    "expiration_time": 1763657496000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "alma",
        "factors": {
            "length": 99,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 19,
            "na": 0.2,
            "nb": 0.1,
            "nc": 0.1
        }
    }
}

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)