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Trade: ZEN/USDT/360/PWMA/SINWMA/9990

Strategy
ZEN/USDT/360/PWMA/SINWMA/9990
Pair
ZEN_USDT
Interval
6h
Score
524393
Daily Profit
0.277433
Profit Factor
3.081640
Profitability
48.571429
Streak
37.335907
Best Strategy
Training Data Length
1921.000000
Evaluation Time
2025-10-08 23:03
Expiration Time
2025-12-05 11:07

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 546886.0588 532947.9953 13938.0635 99541.3237 -217623.1837 317164.5074
Total P&L (%) 546.8861 532.948 13.9381 99.5413 -217.6232 317.1645
Avg Daily Profit (%) 0.2847 0.2774 0.0073 0.036 0 0.0744
Buy And Hold Return (%) 30.3066 30.3066 30.3066 30.3066 30.3066 30.3066
Max Trade Drawdown -228092 -133404 -129629 -2165911 -1673007 -1064269
Profit Factor 1.8838 3.0816 1.0384 1.0205 0.9036 1.1223
Total Trades 71 35 36 71 35 36
Winning Trades 34 17 17 34 17 17
Losing Trades 37 18 19 37 18 19
Profitability (%) 47.8873 48.5714 47.2222 47.8873 48.5714 47.2222
Ratio Avg Win / Avg Loss 2.05 3.2629 1.1606 1.1106 0.9567 1.2543
Largest Winning Trade 278529 278529 60691 774930 622311 774930
Largest Losing Trade -54907 -26414 -54907 -554268 -554268 -504698
Avg Bars in Trades 104 98 111 104 98 111
Avg Bars in Winners 134 117 151 134 117 151
Avg Bars in Losers 77 80 75 77 80 75
Bars Traded 7443 3439 4004 7443 3439 4004
Profit Streak 0 37.3359 0 0 37.3359 0
Trades During Streak 0 1 0 0 1 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -79761 524393 -528253 -437755 -580798 -180712
Evaluation Data
{
    "trading_pair": "ZEN_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7684,
    "evaluation_days": 1921,
    "actual_first_datapoint_time": 1593993600000,
    "first_datapoint_time": 1598659200000,
    "last_datapoint_time": 1759946400000,
    "evaluation_time": 1759953822393,
    "expiration_time": 1764925632000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 217,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 69,
            "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": [
        [
            546886.0587718487,
            532947.9953045135,
            13938.063467335,
            99541.3236930552,
            -217623.183662349,
            317164.5073554043
        ],
        [
            546.886059,
            532.947995,
            13.938063,
            99.541324,
            -217.623184,
            317.164507
        ],
        [
            0.284688,
            0.277433,
            0.007256,
            0.03597,
            0,
            0.07438
        ],
        [
            30.306646,
            30.306646,
            30.306646,
            30.306646,
            30.306646,
            30.306646
        ],
        [
            -228092,
            -133404,
            -129629,
            -2165911,
            -1673007,
            -1064269
        ],
        [
            1.883824,
            3.08164,
            1.038423,
            1.020523,
            0.903574,
            1.1223
        ],
        [
            71,
            35,
            36,
            71,
            35,
            36
        ],
        [
            34,
            17,
            17,
            34,
            17,
            17
        ],
        [
            37,
            18,
            19,
            37,
            18,
            19
        ],
        [
            47.887324,
            48.571429,
            47.222222,
            47.887324,
            48.571429,
            47.222222
        ],
        [
            2.050044,
            3.262913,
            1.160591,
            1.110569,
            0.956725,
            1.254335
        ],
        [
            278529,
            278529,
            60691,
            774930,
            622311,
            774930
        ],
        [
            -54907,
            -26414,
            -54907,
            -554268,
            -554268,
            -504698
        ],
        [
            104,
            98,
            111,
            104,
            98,
            111
        ],
        [
            134,
            117,
            151,
            134,
            117,
            151
        ],
        [
            77,
            80,
            75,
            77,
            80,
            75
        ],
        [
            7443,
            3439,
            4004,
            7443,
            3439,
            4004
        ],
        [
            0,
            37.335907,
            0,
            0,
            37.335907,
            0
        ],
        [
            0,
            1,
            0,
            0,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -79761,
            524393,
            -528253,
            -437755,
            -580798,
            -180712
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ZEN_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7684,
    "evaluation_days": 1921,
    "actual_first_datapoint_time": 1593993600000,
    "first_datapoint_time": 1598659200000,
    "last_datapoint_time": 1759946400000,
    "evaluation_time": 1759953822393,
    "expiration_time": 1764925632000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 217,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 69,
            "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)