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Trade: ZEN/USDT/480/RMA/PWMA/3241

Strategy
ZEN/USDT/480/RMA/PWMA/3241
Pair
ZEN_USDT
Interval
8h
Score
430768
Daily Profit
0.314770
Profit Factor
3.422329
Profitability
38.095238
Streak
46.620885
Best Strategy
Training Data Length
1911.670000
Evaluation Time
2025-09-29 17:54
Expiration Time
2025-11-25 18:24

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 647778.1147 601736.1996 46041.9151 197565.1012 -293052.0913 490617.1925
Total P&L (%) 647.7781 601.7362 46.0419 197.5651 -293.0521 490.6172
Avg Daily Profit (%) 0.3389 0.3148 0.0241 0.0571 0 0.0929
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -161367 -133410 -76710 -1416595 -1526962 -473111
Profit Factor 2.3776 3.4223 1.2076 1.0516 0.873 1.3224
Total Trades 84 42 42 84 42 42
Winning Trades 34 16 18 34 16 18
Losing Trades 50 26 24 50 26 24
Profitability (%) 40.4762 38.0952 42.8571 40.4762 38.0952 42.8571
Ratio Avg Win / Avg Loss 3.4964 5.5613 1.6101 1.5465 1.4186 1.7632
Largest Winning Trade 609846 609846 55037 1082190 1082190 592317
Largest Losing Trade -26681 -26681 -25969 -416542 -416542 -140853
Avg Bars in Trades 65 50 79 65 50 79
Avg Bars in Winners 105 83 125 105 83 125
Avg Bars in Losers 37 30 45 37 30 45
Bars Traded 5475 2129 3346 5475 2129 3346
Profit Streak 46.6209 46.6209 47.6209 46.6209 46.6209 47.6209
Trades During Streak 4 2 2 4 2 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 423506 430768 -163493 -281384 -582709 -69292
Evaluation Data
{
    "trading_pair": "ZEN_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5735,
    "evaluation_days": 1911.67,
    "actual_first_datapoint_time": 1593993600000,
    "first_datapoint_time": 1596643200000,
    "last_datapoint_time": 1759132800000,
    "evaluation_time": 1759157644493,
    "expiration_time": 1764087840000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "rma",
        "factors": {
            "length": 93,
            "offset": 0
        }
    },
    "second_band": {
        "type": "pwma",
        "factors": {
            "length": 20,
            "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": [
        [
            647778.1147210863,
            601736.1995838874,
            46041.9151371992,
            197565.1012168195,
            -293052.0913120838,
            490617.192528903
        ],
        [
            647.778115,
            601.7362,
            46.041915,
            197.565101,
            -293.052091,
            490.617193
        ],
        [
            0.338855,
            0.31477,
            0.024085,
            0.057059,
            0,
            0.092946
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -161367,
            -133410,
            -76710,
            -1416595,
            -1526962,
            -473111
        ],
        [
            2.377581,
            3.422329,
            1.207568,
            1.05159,
            0.873013,
            1.322388
        ],
        [
            84,
            42,
            42,
            84,
            42,
            42
        ],
        [
            34,
            16,
            18,
            34,
            16,
            18
        ],
        [
            50,
            26,
            24,
            50,
            26,
            24
        ],
        [
            40.47619,
            38.095238,
            42.857143,
            40.47619,
            38.095238,
            42.857143
        ],
        [
            3.496442,
            5.561285,
            1.61009,
            1.546455,
            1.418646,
            1.763184
        ],
        [
            609846,
            609846,
            55037,
            1082190,
            1082190,
            592317
        ],
        [
            -26681,
            -26681,
            -25969,
            -416542,
            -416542,
            -140853
        ],
        [
            65,
            50,
            79,
            65,
            50,
            79
        ],
        [
            105,
            83,
            125,
            105,
            83,
            125
        ],
        [
            37,
            30,
            45,
            37,
            30,
            45
        ],
        [
            5475,
            2129,
            3346,
            5475,
            2129,
            3346
        ],
        [
            46.620885,
            46.620885,
            47.620885,
            46.620885,
            46.620885,
            47.620885
        ],
        [
            4,
            2,
            2,
            4,
            2,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            423506,
            430768,
            -163493,
            -281384,
            -582709,
            -69292
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ZEN_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5735,
    "evaluation_days": 1911.67,
    "actual_first_datapoint_time": 1593993600000,
    "first_datapoint_time": 1596643200000,
    "last_datapoint_time": 1759132800000,
    "evaluation_time": 1759157644493,
    "expiration_time": 1764087840000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "rma",
        "factors": {
            "length": 93,
            "offset": 0
        }
    },
    "second_band": {
        "type": "pwma",
        "factors": {
            "length": 20,
            "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)