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Trade: ZEN/USDT/480/WMA/DCM/5651

Strategy
ZEN/USDT/480/WMA/DCM/5651
Pair
ZEN_USDT
Interval
8h
Score
664295
Daily Profit
0.639604
Profit Factor
5.281561
Profitability
46.666667
Streak
0.000000
Best Strategy
Training Data Length
1920.000000
Evaluation Time
2025-10-08 00:28
Expiration Time
2025-12-04 08:24

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1165393.7281 1228039.014 -62645.2859 -59092.0794 481673.0256 -540765.105
Total P&L (%) 1165.3937 1228.039 -62.6453 -59.0921 481.673 -540.7651
Avg Daily Profit (%) 0.607 0.6396 -0.0326 -0.0465 0.0917 0
Buy And Hold Return (%) 58.8007 58.8007 58.8007 58.8007 58.8007 58.8007
Max Trade Drawdown -242180 -179647 -82401 -1473495 -861968 -622449
Profit Factor 3.4004 5.2816 0.6847 0.9682 1.4712 0.3531
Total Trades 61 30 31 61 30 31
Winning Trades 30 14 16 30 14 16
Losing Trades 31 16 15 31 16 15
Profitability (%) 49.1803 46.6667 51.6129 49.1803 46.6667 51.6129
Ratio Avg Win / Avg Loss 3.5138 6.0361 0.6419 1.0005 1.6814 0.331
Largest Winning Trade 1406837 1406837 36320 1343641 1343641 75254
Largest Losing Trade -54248 -54248 -42742 -558410 -463524 -558410
Avg Bars in Trades 89 102 77 89 102 77
Avg Bars in Winners 97 111 86 97 111 86
Avg Bars in Losers 82 94 68 82 94 68
Bars Traded 5481 3069 2412 5481 3069 2412
Profit Streak 0 0 0 0 0 0
Trades During Streak 0 0 0 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -148299 664295 -580608 -745429 -69579 -580608
Evaluation Data
{
    "trading_pair": "ZEN_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5760,
    "evaluation_days": 1920,
    "actual_first_datapoint_time": 1593993600000,
    "first_datapoint_time": 1600992000000,
    "last_datapoint_time": 1759852800000,
    "evaluation_time": 1759872486943,
    "expiration_time": 1764829440000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 244,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 105,
            "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": [
        [
            1165393.7280845256,
            1228039.0139538313,
            -62645.2858693053,
            -59092.0793975589,
            481673.0256259545,
            -540765.1050235135
        ],
        [
            1165.393728,
            1228.039014,
            -62.645286,
            -59.092079,
            481.673026,
            -540.765105
        ],
        [
            0.606976,
            0.639604,
            -0.032628,
            -0.046544,
            0.091747,
            0
        ],
        [
            58.800676,
            58.800676,
            58.800676,
            58.800676,
            58.800676,
            58.800676
        ],
        [
            -242180,
            -179647,
            -82401,
            -1473495,
            -861968,
            -622449
        ],
        [
            3.400439,
            5.281561,
            0.684679,
            0.968197,
            1.471239,
            0.353105
        ],
        [
            61,
            30,
            31,
            61,
            30,
            31
        ],
        [
            30,
            14,
            16,
            30,
            14,
            16
        ],
        [
            31,
            16,
            15,
            31,
            16,
            15
        ],
        [
            49.180328,
            46.666667,
            51.612903,
            49.180328,
            46.666667,
            51.612903
        ],
        [
            3.513787,
            6.03607,
            0.641886,
            1.00047,
            1.681416,
            0.331036
        ],
        [
            1406837,
            1406837,
            36320,
            1343641,
            1343641,
            75254
        ],
        [
            -54248,
            -54248,
            -42742,
            -558410,
            -463524,
            -558410
        ],
        [
            89,
            102,
            77,
            89,
            102,
            77
        ],
        [
            97,
            111,
            86,
            97,
            111,
            86
        ],
        [
            82,
            94,
            68,
            82,
            94,
            68
        ],
        [
            5481,
            3069,
            2412,
            5481,
            3069,
            2412
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -148299,
            664295,
            -580608,
            -745429,
            -69579,
            -580608
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ZEN_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5760,
    "evaluation_days": 1920,
    "actual_first_datapoint_time": 1593993600000,
    "first_datapoint_time": 1600992000000,
    "last_datapoint_time": 1759852800000,
    "evaluation_time": 1759872486943,
    "expiration_time": 1764829440000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 244,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 105,
            "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)