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Trade: ZEN/USDT/360/WMA/DEMA/5620

Strategy
ZEN/USDT/360/WMA/DEMA/5620
Pair
ZEN_USDT
Interval
6h
Score
450180
Daily Profit
0.153333
Profit Factor
1.734108
Profitability
62.500000
Streak
57.836011
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 202027.2253 294551.8922 -92524.6669 -101263.549 -36312.8076 -64950.7414
Total P&L (%) 202.0272 294.5519 -92.5247 -101.2635 -36.3128 -64.9507
Avg Daily Profit (%) 0.1052 0.1533 -0.0482 0 -0.0235 -0.0546
Buy And Hold Return (%) 34.3627 34.3627 34.3627 34.3627 34.3627 34.3627
Max Trade Drawdown -215380 -132850 -144760 -71151 -5850 -8985
Profit Factor 1.2179 1.7341 0.8241 0.2032 0.2866 0.1475
Total Trades 95 48 47 95 48 47
Winning Trades 63 30 33 30 18 12
Losing Trades 32 18 14 65 30 35
Profitability (%) 66.3158 62.5 70.2128 31.5789 37.5 25.5319
Ratio Avg Win / Avg Loss 0.6186 1.0405 0.3496 0.4403 0.4777 0.4302
Largest Winning Trade 167170 167170 38565 3829 3285 3829
Largest Losing Trade -123586 -55108 -123586 -59743 -36886 -59743
Avg Bars in Trades 78 60 97 78 60 97
Avg Bars in Winners 65 45 84 98 87 115
Avg Bars in Losers 104 86 127 69 44 90
Bars Traded 7484 2915 4569 7484 2915 4569
Profit Streak 57.836 57.836 71.836 0 0 0
Trades During Streak 6 3 3 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -51198 450180 -576700 -587410 -585272 -608167
Evaluation Data
{
    "trading_pair": "ZEN_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7684,
    "evaluation_days": 1921,
    "actual_first_datapoint_time": 1593993600000,
    "first_datapoint_time": 1596045600000,
    "last_datapoint_time": 1759946400000,
    "evaluation_time": 1759953831394,
    "expiration_time": 1764925632000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 41,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dema",
        "factors": {
            "length": 96,
            "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": [
        [
            202027.2252611648,
            294551.8921907909,
            -92524.6669296262,
            -101263.5490446496,
            -36312.8075993462,
            -64950.7414453034
        ],
        [
            202.027225,
            294.551892,
            -92.524667,
            -101.263549,
            -36.312808,
            -64.950741
        ],
        [
            0.105168,
            0.153333,
            -0.048165,
            0,
            -0.023484,
            -0.054562
        ],
        [
            34.362697,
            34.362697,
            34.362697,
            34.362697,
            34.362697,
            34.362697
        ],
        [
            -215380,
            -132850,
            -144760,
            -71151,
            -5850,
            -8985
        ],
        [
            1.217893,
            1.734108,
            0.82408,
            0.203222,
            0.286617,
            0.147506
        ],
        [
            95,
            48,
            47,
            95,
            48,
            47
        ],
        [
            63,
            30,
            33,
            30,
            18,
            12
        ],
        [
            32,
            18,
            14,
            65,
            30,
            35
        ],
        [
            66.315789,
            62.5,
            70.212766,
            31.578947,
            37.5,
            25.531915
        ],
        [
            0.618612,
            1.040465,
            0.34961,
            0.440315,
            0.477694,
            0.430227
        ],
        [
            167170,
            167170,
            38565,
            3829,
            3285,
            3829
        ],
        [
            -123586,
            -55108,
            -123586,
            -59743,
            -36886,
            -59743
        ],
        [
            78,
            60,
            97,
            78,
            60,
            97
        ],
        [
            65,
            45,
            84,
            98,
            87,
            115
        ],
        [
            104,
            86,
            127,
            69,
            44,
            90
        ],
        [
            7484,
            2915,
            4569,
            7484,
            2915,
            4569
        ],
        [
            57.836011,
            57.836011,
            71.836011,
            0,
            0,
            0
        ],
        [
            6,
            3,
            3,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -51198,
            450180,
            -576700,
            -587410,
            -585272,
            -608167
        ]
    ]
}
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": 1596045600000,
    "last_datapoint_time": 1759946400000,
    "evaluation_time": 1759953831394,
    "expiration_time": 1764925632000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 41,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dema",
        "factors": {
            "length": 96,
            "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)