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Trade: ZEN/USDT/360/HWMA/HL2/1942

Strategy
ZEN/USDT/360/HWMA/HL2/1942
Pair
ZEN_USDT
Interval
6h
Score
336896
Daily Profit
0.180392
Profit Factor
1.332096
Profitability
50.210970
Streak
11.333556
Best Strategy
Training Data Length
1920.500000
Evaluation Time
2025-10-08 11:00
Expiration Time
2025-12-04 22:45

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 198198.7784 346443.7574 -148244.979 -95078.9241 1087786.4905 -1182865.4146
Total P&L (%) 198.1988 346.4438 -148.245 -95.0789 1087.7865 -1182.8654
Avg Daily Profit (%) 0.1032 0.1804 -0.0772 -0.1567 0.1289 0
Buy And Hold Return (%) 39.0026 39.0026 39.0026 39.0026 39.0026 39.0026
Max Trade Drawdown -326676 -205001 -212815 -1049693 -196266 -1321479
Profit Factor 1.0902 1.3321 0.8716 0.9656 2.6179 0.4344
Total Trades 474 237 237 474 237 237
Winning Trades 237 119 118 237 119 118
Losing Trades 237 118 119 237 118 119
Profitability (%) 50 50.211 49.789 50 50.211 49.789
Ratio Avg Win / Avg Loss 1.0902 1.3209 0.8789 0.9656 2.5959 0.4381
Largest Winning Trade 124416 124416 33727 264110 264110 121107
Largest Losing Trade -65274 -38259 -65274 -502624 -76584 -502624
Avg Bars in Trades 16 16 16 16 16 16
Avg Bars in Winners 16 16 16 16 16 16
Avg Bars in Losers 16 16 16 16 16 16
Bars Traded 7663 3831 3832 7663 3831 3832
Profit Streak 7.0836 11.3336 0 7.0836 11.3336 0
Trades During Streak 1 1 0 1 1 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -174353 336896 -579897 -577339 -13853 -579897
Evaluation Data
{
    "trading_pair": "ZEN_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7682,
    "evaluation_days": 1920.5,
    "actual_first_datapoint_time": 1593993600000,
    "first_datapoint_time": 1593993600000,
    "last_datapoint_time": 1759903200000,
    "evaluation_time": 1759910419217,
    "expiration_time": 1764881136000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.2,
            "nb": 0.1,
            "nc": 0.46046
        }
    },
    "second_band": {
        "type": "hl2",
        "factors": {
            "length": 0,
            "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": [
        [
            198198.7784132707,
            346443.7573699023,
            -148244.9789566317,
            -95078.9240912008,
            1087786.4904661037,
            -1182865.4145573035
        ],
        [
            198.198778,
            346.443757,
            -148.244979,
            -95.078924,
            1087.78649,
            -1182.865415
        ],
        [
            0.103202,
            0.180392,
            -0.077191,
            -0.156693,
            0.128939,
            0
        ],
        [
            39.002577,
            39.002577,
            39.002577,
            39.002577,
            39.002577,
            39.002577
        ],
        [
            -326676,
            -205001,
            -212815,
            -1049693,
            -196266,
            -1321479
        ],
        [
            1.090198,
            1.332096,
            0.871557,
            0.965596,
            2.617939,
            0.434387
        ],
        [
            474,
            237,
            237,
            474,
            237,
            237
        ],
        [
            237,
            119,
            118,
            237,
            119,
            118
        ],
        [
            237,
            118,
            119,
            237,
            118,
            119
        ],
        [
            50,
            50.21097,
            49.78903,
            50,
            50.21097,
            49.78903
        ],
        [
            1.090198,
            1.320902,
            0.878943,
            0.965596,
            2.59594,
            0.438069
        ],
        [
            124416,
            124416,
            33727,
            264110,
            264110,
            121107
        ],
        [
            -65274,
            -38259,
            -65274,
            -502624,
            -76584,
            -502624
        ],
        [
            16,
            16,
            16,
            16,
            16,
            16
        ],
        [
            16,
            16,
            16,
            16,
            16,
            16
        ],
        [
            16,
            16,
            16,
            16,
            16,
            16
        ],
        [
            7663,
            3831,
            3832,
            7663,
            3831,
            3832
        ],
        [
            7.083556,
            11.333556,
            0,
            7.083556,
            11.333556,
            0
        ],
        [
            1,
            1,
            0,
            1,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -174353,
            336896,
            -579897,
            -577339,
            -13853,
            -579897
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ZEN_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7682,
    "evaluation_days": 1920.5,
    "actual_first_datapoint_time": 1593993600000,
    "first_datapoint_time": 1593993600000,
    "last_datapoint_time": 1759903200000,
    "evaluation_time": 1759910419217,
    "expiration_time": 1764881136000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.2,
            "nb": 0.1,
            "nc": 0.46046
        }
    },
    "second_band": {
        "type": "hl2",
        "factors": {
            "length": 0,
            "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)