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Trade: ZEN/USDT/360/SINWMA/DCU/2435

Strategy
ZEN/USDT/360/SINWMA/DCU/2435
Pair
ZEN_USDT
Interval
6h
Score
349921
Daily Profit
0.312154
Profit Factor
2.037730
Profitability
41.237113
Streak
0.000000
Best Strategy
Training Data Length
1906.750000
Evaluation Time
2025-09-25 22:26
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 595199.5042 598716.3261 -3516.8219 7232.2719 226395.9981 -219163.7262
Total P&L (%) 595.1995 598.7163 -3.5168 7.2323 226.396 -219.1637
Avg Daily Profit (%) 0.3122 0.314 -0.0018 0.0037 0.0621 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -202721 -203430 -33583 -945810 -811296 -248533
Profit Factor 2.0377 2.2695 0.9655 1.0043 1.1717 0.4071
Total Trades 97 48 49 97 48 49
Winning Trades 40 17 23 40 17 23
Losing Trades 57 31 26 57 31 26
Profitability (%) 41.2371 35.4167 46.9388 41.2371 35.4167 46.9388
Ratio Avg Win / Avg Loss 2.9038 4.1385 1.0914 1.4311 2.1366 0.4602
Largest Winning Trade 582451 582451 12493 591372 591372 17843
Largest Losing Trade -41769 -41769 -11951 -263159 -263159 -98037
Avg Bars in Trades 75 147 4 75 147 4
Avg Bars in Winners 102 235 4 102 235 4
Avg Bars in Losers 56 99 3 56 99 3
Bars Traded 7287 7088 199 7287 7088 199
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 349921 278993 -579927 -572665 -146197 -581594

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": 1595095200000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758828383318,
    "expiration_time": 1763657496000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 52,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcu",
        "factors": {
            "length": 26,
            "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": [
        [
            595199.5042112976,
            598716.3260875833,
            -3516.8218762856,
            7232.2719181284,
            226395.9981087211,
            -219163.7261905925
        ],
        [
            595.199504,
            598.716326,
            -3.516822,
            7.232272,
            226.395998,
            -219.163726
        ],
        [
            0.312154,
            0.313998,
            -0.001844,
            0.003662,
            0.062059,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -202721,
            -203430,
            -33583,
            -945810,
            -811296,
            -248533
        ],
        [
            2.03773,
            2.269512,
            0.965504,
            1.004284,
            1.171693,
            0.407095
        ],
        [
            97,
            48,
            49,
            97,
            48,
            49
        ],
        [
            40,
            17,
            23,
            40,
            17,
            23
        ],
        [
            57,
            31,
            26,
            57,
            31,
            26
        ],
        [
            41.237113,
            35.416667,
            46.938776,
            41.237113,
            35.416667,
            46.938776
        ],
        [
            2.903766,
            4.138522,
            1.091439,
            1.431105,
            2.136617,
            0.460194
        ],
        [
            582451,
            582451,
            12493,
            591372,
            591372,
            17843
        ],
        [
            -41769,
            -41769,
            -11951,
            -263159,
            -263159,
            -98037
        ],
        [
            75,
            147,
            4,
            75,
            147,
            4
        ],
        [
            102,
            235,
            4,
            102,
            235,
            4
        ],
        [
            56,
            99,
            3,
            56,
            99,
            3
        ],
        [
            7287,
            7088,
            199,
            7287,
            7088,
            199
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            349921,
            278993,
            -579927,
            -572665,
            -146197,
            -581594
        ]
    ]
}
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": 1595095200000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758828383318,
    "expiration_time": 1763657496000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 52,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcu",
        "factors": {
            "length": 26,
            "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)