← Takaisin listaan  ·  Selaa strategioita →  ·  Oppimiskeskus →

Trade: ZEN/USDT/720/DCL/HMA/3121

Strategy
ZEN/USDT/720/DCL/HMA/3121
Pair
ZEN_USDT
Interval
12h
Score
499162
Daily Profit
0.310378
Profit Factor
1.849658
Profitability
60.162602
Streak
18.139748
Best Strategy
Training Data Length
1913.500000
Evaluation Time
2025-10-01 06:21
Expiration Time
2025-11-27 11:43

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 593907.937 515136.274 78771.6629 478105.357 499913.7143 -21808.3573
Total P&L (%) 593.9079 515.1363 78.7717 478.1054 499.9137 -21.8084
Avg Daily Profit (%) 0.3104 0.2692 0.0412 0.0917 0.0937 -0.0129
Buy And Hold Return (%) 43.361 43.361 43.361 43.361 43.361 43.361
Max Trade Drawdown -108877 -93044 -87249 -693388 -668423 -624125
Profit Factor 1.8497 2.25 1.2746 1.1486 1.2614 0.9833
Total Trades 123 61 62 123 61 62
Winning Trades 74 33 41 74 33 41
Losing Trades 49 28 21 49 28 21
Profitability (%) 60.1626 54.0984 66.129 60.1626 54.0984 66.129
Ratio Avg Win / Avg Loss 1.2248 1.9091 0.6528 0.7606 1.0703 0.5036
Largest Winning Trade 198684 198684 31238 547284 547284 234814
Largest Losing Trade -58051 -58051 -46907 -578130 -578130 -388061
Avg Bars in Trades 29 44 14 29 44 14
Avg Bars in Winners 21 31 12 21 31 12
Avg Bars in Losers 42 59 19 42 59 19
Bars Traded 3628 2712 916 3628 2712 916
Profit Streak 18.1397 0 67.6397 18.1397 0 67.6397
Trades During Streak 1 0 1 1 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 499162 -148237 -299021 -126723 -229208 -732031
Evaluation Data
{
    "trading_pair": "ZEN_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3827,
    "evaluation_days": 1913.5,
    "actual_first_datapoint_time": 1593993600000,
    "first_datapoint_time": 1600689600000,
    "last_datapoint_time": 1759276800000,
    "evaluation_time": 1759288874207,
    "expiration_time": 1764236592000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "dcl",
        "factors": {
            "length": 11,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hma",
        "factors": {
            "length": 145,
            "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": [
        [
            593907.9369620075,
            515136.2740442012,
            78771.6629178065,
            478105.3569520365,
            499913.7142765232,
            -21808.3573244867
        ],
        [
            593.907937,
            515.136274,
            78.771663,
            478.105357,
            499.913714,
            -21.808357
        ],
        [
            0.310378,
            0.269212,
            0.041166,
            0.091737,
            0.093674,
            -0.012856
        ],
        [
            43.361034,
            43.361034,
            43.361034,
            43.361034,
            43.361034,
            43.361034
        ],
        [
            -108877,
            -93044,
            -87249,
            -693388,
            -668423,
            -624125
        ],
        [
            1.849658,
            2.250006,
            1.274571,
            1.148614,
            1.261383,
            0.983282
        ],
        [
            123,
            61,
            62,
            123,
            61,
            62
        ],
        [
            74,
            33,
            41,
            74,
            33,
            41
        ],
        [
            49,
            28,
            21,
            49,
            28,
            21
        ],
        [
            60.162602,
            54.098361,
            66.129032,
            60.162602,
            54.098361,
            66.129032
        ],
        [
            1.224774,
            1.909096,
            0.652829,
            0.760569,
            1.070264,
            0.503632
        ],
        [
            198684,
            198684,
            31238,
            547284,
            547284,
            234814
        ],
        [
            -58051,
            -58051,
            -46907,
            -578130,
            -578130,
            -388061
        ],
        [
            29,
            44,
            14,
            29,
            44,
            14
        ],
        [
            21,
            31,
            12,
            21,
            31,
            12
        ],
        [
            42,
            59,
            19,
            42,
            59,
            19
        ],
        [
            3628,
            2712,
            916,
            3628,
            2712,
            916
        ],
        [
            18.139748,
            0,
            67.639748,
            18.139748,
            0,
            67.639748
        ],
        [
            1,
            0,
            1,
            1,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            499162,
            -148237,
            -299021,
            -126723,
            -229208,
            -732031
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ZEN_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3827,
    "evaluation_days": 1913.5,
    "actual_first_datapoint_time": 1593993600000,
    "first_datapoint_time": 1600689600000,
    "last_datapoint_time": 1759276800000,
    "evaluation_time": 1759288874207,
    "expiration_time": 1764236592000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "dcl",
        "factors": {
            "length": 11,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hma",
        "factors": {
            "length": 145,
            "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)