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Trade: ZEN/USDT/360/SINWMA/MIDPRICE/5762

Strategy
ZEN/USDT/360/SINWMA/MIDPRICE/5762
Pair
ZEN_USDT
Interval
6h
Score
646470
Daily Profit
0.718215
Profit Factor
4.871455
Profitability
44.186047
Streak
0.000000
Best Strategy
Training Data Length
1906.750000
Evaluation Time
2025-09-25 17:15
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 1382605.2501 1369456.3111 13148.939 32728.4 42355.5868 -9627.1868
Total P&L (%) 1382.6053 1369.4563 13.1489 32.7284 42.3556 -9.6272
Avg Daily Profit (%) 0.7251 0.7182 0.0069 0.0149 0.0185 -0.0053
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -202246 -163358 -102809 -1986505 -1642716 -703037
Profit Factor 3.5805 4.8715 1.0722 1.0069 1.0138 0.9942
Total Trades 86 43 43 86 43 43
Winning Trades 37 19 18 37 19 18
Losing Trades 49 24 25 49 24 25
Profitability (%) 43.0233 44.186 41.8605 43.0233 44.186 41.8605
Ratio Avg Win / Avg Loss 4.7418 6.1534 1.4892 1.3335 1.2806 1.3809
Largest Winning Trade 1532814 1532814 31319 1685072 1685072 366220
Largest Losing Trade -36882 -34857 -36882 -557924 -353988 -557924
Avg Bars in Trades 85 115 56 85 115 56
Avg Bars in Winners 108 144 69 108 144 69
Avg Bars in Losers 68 91 46 68 91 46
Bars Traded 7378 4947 2431 7378 4947 2431
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 604672 646470 -395614 -391292 -377712 -582225

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": 1598788800000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758809744767,
    "expiration_time": 1763657496000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 223,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 173,
            "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": [
        [
            1382605.2501344113,
            1369456.311107156,
            13148.9390272549,
            32728.3999862102,
            42355.5868023119,
            -9627.1868161013
        ],
        [
            1382.60525,
            1369.456311,
            13.148939,
            32.7284,
            42.355587,
            -9.627187
        ],
        [
            0.725111,
            0.718215,
            0.006896,
            0.01485,
            0.018523,
            -0.005309
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -202246,
            -163358,
            -102809,
            -1986505,
            -1642716,
            -703037
        ],
        [
            3.580533,
            4.871455,
            1.072227,
            1.006903,
            1.01377,
            0.994219
        ],
        [
            86,
            43,
            43,
            86,
            43,
            43
        ],
        [
            37,
            19,
            18,
            37,
            19,
            18
        ],
        [
            49,
            24,
            25,
            49,
            24,
            25
        ],
        [
            43.023256,
            44.186047,
            41.860465,
            43.023256,
            44.186047,
            41.860465
        ],
        [
            4.741786,
            6.153417,
            1.489204,
            1.333466,
            1.280552,
            1.38086
        ],
        [
            1532814,
            1532814,
            31319,
            1685072,
            1685072,
            366220
        ],
        [
            -36882,
            -34857,
            -36882,
            -557924,
            -353988,
            -557924
        ],
        [
            85,
            115,
            56,
            85,
            115,
            56
        ],
        [
            108,
            144,
            69,
            108,
            144,
            69
        ],
        [
            68,
            91,
            46,
            68,
            91,
            46
        ],
        [
            7378,
            4947,
            2431,
            7378,
            4947,
            2431
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            604672,
            646470,
            -395614,
            -391292,
            -377712,
            -582225
        ]
    ]
}
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": 1598788800000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758809744767,
    "expiration_time": 1763657496000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 223,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 173,
            "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)