← Takaisin listaan  ·  Selaa strategioita →  ·  Oppimiskeskus →

Trade: ZEN/USDT/360/WMA/PWMA/6133

Strategy
ZEN/USDT/360/WMA/PWMA/6133
Pair
ZEN_USDT
Interval
6h
Score
400955
Daily Profit
0.198384
Profit Factor
1.390860
Profitability
57.553957
Streak
45.111600
Best Strategy
Training Data Length
1906.750000
Evaluation Time
2025-09-26 11:40
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 378268.5814 408267.5334 -29998.952 -198688.9053 68867.3229 -267556.2282
Total P&L (%) 378.2686 408.2675 -29.999 -198.6889 68.8673 -267.5562
Avg Daily Profit (%) 0.1984 0.2141 -0.0157 0 0.0275 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -187478 -89314 -166917 -741277 -313141 -498900
Profit Factor 1.3909 2.0992 0.9497 0.9146 1.0729 0.8065
Total Trades 139 69 70 139 69 70
Winning Trades 80 39 41 60 33 27
Losing Trades 59 30 29 79 36 43
Profitability (%) 57.554 56.5217 58.5714 43.1655 47.8261 38.5714
Ratio Avg Win / Avg Loss 1.0258 1.6147 0.6717 1.2043 1.1704 1.2844
Largest Winning Trade 174831 174831 51005 214930 137768 214930
Largest Losing Trade -134936 -33243 -134936 -315800 -142948 -315800
Avg Bars in Trades 52 43 62 52 43 62
Avg Bars in Winners 48 33 63 59 53 66
Avg Bars in Losers 58 56 60 48 34 59
Bars Traded 7366 2994 4372 7366 2994 4372
Profit Streak 45.1116 45.1116 61.3616 0 0 0
Trades During Streak 5 2 3 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 400955 -88113 -672456 -581401 -399378 -678013

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": 1598918400000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758876042242,
    "expiration_time": 1763657496000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 229,
            "offset": 0
        }
    },
    "second_band": {
        "type": "pwma",
        "factors": {
            "length": 101,
            "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": [
        [
            378268.5813954454,
            408267.5333857775,
            -29998.9519903323,
            -198688.9052571681,
            68867.3229067747,
            -267556.2281639428
        ],
        [
            378.268581,
            408.267533,
            -29.998952,
            -198.688905,
            68.867323,
            -267.556228
        ],
        [
            0.198384,
            0.214117,
            -0.015733,
            0,
            0.027482,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -187478,
            -89314,
            -166917,
            -741277,
            -313141,
            -498900
        ],
        [
            1.39086,
            2.099153,
            0.949695,
            0.914633,
            1.072901,
            0.80651
        ],
        [
            139,
            69,
            70,
            139,
            69,
            70
        ],
        [
            80,
            39,
            41,
            60,
            33,
            27
        ],
        [
            59,
            30,
            29,
            79,
            36,
            43
        ],
        [
            57.553957,
            56.521739,
            58.571429,
            43.165468,
            47.826087,
            38.571429
        ],
        [
            1.02576,
            1.614733,
            0.671736,
            1.204267,
            1.170437,
            1.284441
        ],
        [
            174831,
            174831,
            51005,
            214930,
            137768,
            214930
        ],
        [
            -134936,
            -33243,
            -134936,
            -315800,
            -142948,
            -315800
        ],
        [
            52,
            43,
            62,
            52,
            43,
            62
        ],
        [
            48,
            33,
            63,
            59,
            53,
            66
        ],
        [
            58,
            56,
            60,
            48,
            34,
            59
        ],
        [
            7366,
            2994,
            4372,
            7366,
            2994,
            4372
        ],
        [
            45.1116,
            45.1116,
            61.3616,
            0,
            0,
            0
        ],
        [
            5,
            2,
            3,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            400955,
            -88113,
            -672456,
            -581401,
            -399378,
            -678013
        ]
    ]
}
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": 1598918400000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758876042242,
    "expiration_time": 1763657496000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 229,
            "offset": 0
        }
    },
    "second_band": {
        "type": "pwma",
        "factors": {
            "length": 101,
            "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)