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Trade: ZEN/USDT/720/BBL/PWMA/4865

Strategy
ZEN/USDT/720/BBL/PWMA/4865
Pair
ZEN_USDT
Interval
12h
Score
396481
Daily Profit
0.198011
Profit Factor
1.416294
Profitability
57.615894
Streak
68.344574
Best Strategy
Training Data Length
1907.000000
Evaluation Time
2025-09-25 23:16
Expiration Time
2025-11-20 19:02

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 377606.3743 367894.6054 9711.769 -5164.0613 77361.5419 -82525.6032
Total P&L (%) 377.6064 367.8946 9.7118 -5.1641 77.3615 -82.5256
Avg Daily Profit (%) 0.198 0.1929 0.0051 -0.0028 0.0301 -0.0914
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -131757 -158348 -128080 -288763 -296649 -250379
Profit Factor 1.4163 1.6597 1.0278 0.9961 1.0913 0.8326
Total Trades 151 75 76 151 75 76
Winning Trades 87 40 47 87 40 47
Losing Trades 64 35 29 64 35 29
Profitability (%) 57.6159 53.3333 61.8421 57.6159 53.3333 61.8421
Ratio Avg Win / Avg Loss 1.0419 1.4522 0.6342 0.7328 0.9549 0.5137
Largest Winning Trade 169310 169310 35224 174764 174764 50818
Largest Losing Trade -58449 -58449 -39446 -148311 -148311 -107043
Avg Bars in Trades 23 41 6 23 41 6
Avg Bars in Winners 16 28 5 16 28 5
Avg Bars in Losers 34 57 7 34 57 7
Bars Traded 3616 3141 475 3616 3141 475
Profit Streak 68.3446 0 69.8446 68.3446 0 69.8446
Trades During Streak 1 0 1 1 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 396481 -46933 -590220 -578163 -330974 -627587

Evaluation Data

{
    "trading_pair": "ZEN_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3814,
    "evaluation_days": 1907,
    "actual_first_datapoint_time": 1593993600000,
    "first_datapoint_time": 1596240000000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758831371177,
    "expiration_time": 1763658144000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "bbl",
        "factors": {
            "length": 9,
            "offset": 0,
            "std": 4.27291
        }
    },
    "second_band": {
        "type": "pwma",
        "factors": {
            "length": 53,
            "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": [
        [
            377606.3743203558,
            367894.6053576518,
            9711.7689627043,
            -5164.0613024791,
            77361.5418722663,
            -82525.6031747455
        ],
        [
            377.606374,
            367.894605,
            9.711769,
            -5.164061,
            77.361542,
            -82.525603
        ],
        [
            0.198011,
            0.192918,
            0.005093,
            -0.00278,
            0.030053,
            -0.091433
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -131757,
            -158348,
            -128080,
            -288763,
            -296649,
            -250379
        ],
        [
            1.416294,
            1.6597,
            1.027796,
            0.996146,
            1.091346,
            0.832621
        ],
        [
            151,
            75,
            76,
            151,
            75,
            76
        ],
        [
            87,
            40,
            47,
            87,
            40,
            47
        ],
        [
            64,
            35,
            29,
            64,
            35,
            29
        ],
        [
            57.615894,
            53.333333,
            61.842105,
            57.615894,
            53.333333,
            61.842105
        ],
        [
            1.041872,
            1.452237,
            0.634172,
            0.732797,
            0.954928,
            0.513745
        ],
        [
            169310,
            169310,
            35224,
            174764,
            174764,
            50818
        ],
        [
            -58449,
            -58449,
            -39446,
            -148311,
            -148311,
            -107043
        ],
        [
            23,
            41,
            6,
            23,
            41,
            6
        ],
        [
            16,
            28,
            5,
            16,
            28,
            5
        ],
        [
            34,
            57,
            7,
            34,
            57,
            7
        ],
        [
            3616,
            3141,
            475,
            3616,
            3141,
            475
        ],
        [
            68.344574,
            0,
            69.844574,
            68.344574,
            0,
            69.844574
        ],
        [
            1,
            0,
            1,
            1,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            396481,
            -46933,
            -590220,
            -578163,
            -330974,
            -627587
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ZEN_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3814,
    "evaluation_days": 1907,
    "actual_first_datapoint_time": 1593993600000,
    "first_datapoint_time": 1596240000000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758831371177,
    "expiration_time": 1763658144000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "bbl",
        "factors": {
            "length": 9,
            "offset": 0,
            "std": 4.27291
        }
    },
    "second_band": {
        "type": "pwma",
        "factors": {
            "length": 53,
            "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)