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Trade: ZEN/USDT/480/HWMA/DCM/4153

Strategy
ZEN/USDT/480/HWMA/DCM/4153
Pair
ZEN_USDT
Interval
8h
Score
301196
Daily Profit
0.242807
Profit Factor
1.484083
Profitability
41.269841
Streak
8.668682
Best Strategy
Training Data Length
1909.670000
Evaluation Time
2025-09-27 19:02
Expiration Time
2025-11-23 16:57

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 463681.151 706053.6428 -242372.4918 -99415.3393 520310.6734 -619726.0126
Total P&L (%) 463.6812 706.0536 -242.3725 -99.4153 520.3107 -619.726
Avg Daily Profit (%) 0.2428 0.3697 -0.1269 -0.2689 0.0956 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -499980 -282578 -248390 -957218 -306790 -736365
Profit Factor 1.4841 2.5046 0.5039 0.9148 2.4863 0.2412
Total Trades 126 63 63 126 63 63
Winning Trades 52 24 28 52 24 28
Losing Trades 74 39 35 74 39 35
Profitability (%) 41.2698 38.0952 44.4444 41.2698 38.0952 44.4444
Ratio Avg Win / Avg Loss 2.112 4.0699 0.6299 1.3018 4.0402 0.3015
Largest Winning Trade 959795 959795 27148 738355 738355 136425
Largest Losing Trade -61331 -51229 -61331 -319277 -82740 -319277
Avg Bars in Trades 43 44 42 43 44 42
Avg Bars in Winners 56 51 59 56 51 59
Avg Bars in Losers 34 39 28 34 39 28
Bars Traded 5468 2787 2681 5468 2787 2681
Profit Streak 8.6687 8.6687 9.6687 8.6687 8.6687 9.6687
Trades During Streak 2 1 1 2 1 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 301196 -136655 -729231 -581051 -211081 -729231
Evaluation Data
{
    "trading_pair": "ZEN_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5729,
    "evaluation_days": 1909.67,
    "actual_first_datapoint_time": 1593993600000,
    "first_datapoint_time": 1599782400000,
    "last_datapoint_time": 1758960000000,
    "evaluation_time": 1758988974148,
    "expiration_time": 1763909856000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 201,
            "na": 0.36004,
            "nb": 0.1,
            "nc": 0.4827
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 87,
            "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": [
        [
            463681.1509787025,
            706053.6427939272,
            -242372.4918152249,
            -99415.3392533691,
            520310.6733808102,
            -619726.0126341794
        ],
        [
            463.681151,
            706.053643,
            -242.372492,
            -99.415339,
            520.310673,
            -619.726013
        ],
        [
            0.242807,
            0.369725,
            -0.126919,
            -0.268893,
            0.095615,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -499980,
            -282578,
            -248390,
            -957218,
            -306790,
            -736365
        ],
        [
            1.484083,
            2.50458,
            0.503931,
            0.914794,
            2.486265,
            0.241175
        ],
        [
            126,
            63,
            63,
            126,
            63,
            63
        ],
        [
            52,
            24,
            28,
            52,
            24,
            28
        ],
        [
            74,
            39,
            35,
            74,
            39,
            35
        ],
        [
            41.269841,
            38.095238,
            44.444444,
            41.269841,
            38.095238,
            44.444444
        ],
        [
            2.111964,
            4.069943,
            0.629913,
            1.301823,
            4.04018,
            0.301469
        ],
        [
            959795,
            959795,
            27148,
            738355,
            738355,
            136425
        ],
        [
            -61331,
            -51229,
            -61331,
            -319277,
            -82740,
            -319277
        ],
        [
            43,
            44,
            42,
            43,
            44,
            42
        ],
        [
            56,
            51,
            59,
            56,
            51,
            59
        ],
        [
            34,
            39,
            28,
            34,
            39,
            28
        ],
        [
            5468,
            2787,
            2681,
            5468,
            2787,
            2681
        ],
        [
            8.668682,
            8.668682,
            9.668682,
            8.668682,
            8.668682,
            9.668682
        ],
        [
            2,
            1,
            1,
            2,
            1,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            301196,
            -136655,
            -729231,
            -581051,
            -211081,
            -729231
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ZEN_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5729,
    "evaluation_days": 1909.67,
    "actual_first_datapoint_time": 1593993600000,
    "first_datapoint_time": 1599782400000,
    "last_datapoint_time": 1758960000000,
    "evaluation_time": 1758988974148,
    "expiration_time": 1763909856000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 201,
            "na": 0.36004,
            "nb": 0.1,
            "nc": 0.4827
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 87,
            "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)