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Trade: ZEN/USDT/480/HWMA/FWMA/5265

Strategy
ZEN/USDT/480/HWMA/FWMA/5265
Pair
ZEN_USDT
Interval
8h
Score
315766
Daily Profit
0.157479
Profit Factor
1.280540
Profitability
48.852459
Streak
7.646196
Best Strategy
Training Data Length
1916.330000
Evaluation Time
2025-10-04 10:30
Expiration Time
2025-11-30 13:45

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 209316.2586 301781.9382 -92465.6796 -93933.7704 697930.8923 -791864.6628
Total P&L (%) 209.3163 301.7819 -92.4657 -93.9338 697.9309 -791.8647
Avg Daily Profit (%) 0.1092 0.1575 -0.0483 -0.1461 0.1084 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -412133 -239775 -254831 -5563935 -3197913 -2580613
Profit Factor 1.0908 1.2805 0.9247 0.9945 1.076 0.901
Total Trades 610 305 305 610 305 305
Winning Trades 313 149 164 313 149 164
Losing Trades 297 156 141 297 156 141
Profitability (%) 51.3115 48.8525 53.7705 51.3115 48.8525 53.7705
Ratio Avg Win / Avg Loss 1.0351 1.3407 0.7951 0.9437 1.1265 0.7746
Largest Winning Trade 116514 116514 33776 951258 796644 951258
Largest Losing Trade -87267 -29289 -87267 -1493006 -1493006 -555362
Avg Bars in Trades 9 9 9 9 9 9
Avg Bars in Winners 9 9 9 9 9 9
Avg Bars in Losers 9 9 9 9 9 9
Bars Traded 5612 2806 2805 5612 2806 2805
Profit Streak 4.6462 7.6462 0 4.6462 7.6462 0
Trades During Streak 1 1 0 1 1 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -163762 315766 -578971 -576759 -183205 -578971
Evaluation Data
{
    "trading_pair": "ZEN_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5749,
    "evaluation_days": 1916.33,
    "actual_first_datapoint_time": 1593993600000,
    "first_datapoint_time": 1597622400000,
    "last_datapoint_time": 1759536000000,
    "evaluation_time": 1759563031343,
    "expiration_time": 1764503136000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.2,
            "nb": 0.3522,
            "nc": 0.50336
        }
    },
    "second_band": {
        "type": "fwma",
        "factors": {
            "length": 127,
            "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": [
        [
            209316.2585889681,
            301781.9381917074,
            -92465.6796027395,
            -93933.7704329862,
            697930.8923202192,
            -791864.6627532067
        ],
        [
            209.316259,
            301.781938,
            -92.46568,
            -93.93377,
            697.930892,
            -791.864663
        ],
        [
            0.109228,
            0.157479,
            -0.048251,
            -0.146133,
            0.108435,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -412133,
            -239775,
            -254831,
            -5563935,
            -3197913,
            -2580613
        ],
        [
            1.090832,
            1.28054,
            0.924746,
            0.994532,
            1.075984,
            0.900951
        ],
        [
            610,
            305,
            305,
            610,
            305,
            305
        ],
        [
            313,
            149,
            164,
            313,
            149,
            164
        ],
        [
            297,
            156,
            141,
            297,
            156,
            141
        ],
        [
            51.311475,
            48.852459,
            53.770492,
            51.311475,
            48.852459,
            53.770492
        ],
        [
            1.035071,
            1.3407,
            0.795056,
            0.943694,
            1.126534,
            0.774598
        ],
        [
            116514,
            116514,
            33776,
            951258,
            796644,
            951258
        ],
        [
            -87267,
            -29289,
            -87267,
            -1493006,
            -1493006,
            -555362
        ],
        [
            9,
            9,
            9,
            9,
            9,
            9
        ],
        [
            9,
            9,
            9,
            9,
            9,
            9
        ],
        [
            9,
            9,
            9,
            9,
            9,
            9
        ],
        [
            5612,
            2806,
            2805,
            5612,
            2806,
            2805
        ],
        [
            4.646196,
            7.646196,
            0,
            4.646196,
            7.646196,
            0
        ],
        [
            1,
            1,
            0,
            1,
            1,
            0
        ],
        [
            0.8,
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            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -163762,
            315766,
            -578971,
            -576759,
            -183205,
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        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ZEN_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5749,
    "evaluation_days": 1916.33,
    "actual_first_datapoint_time": 1593993600000,
    "first_datapoint_time": 1597622400000,
    "last_datapoint_time": 1759536000000,
    "evaluation_time": 1759563031343,
    "expiration_time": 1764503136000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.2,
            "nb": 0.3522,
            "nc": 0.50336
        }
    },
    "second_band": {
        "type": "fwma",
        "factors": {
            "length": 127,
            "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)