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Trade: ZEN/USDT/720/DCM/HWMA/9647

Strategy
ZEN/USDT/720/DCM/HWMA/9647
Pair
ZEN_USDT
Interval
12h
Score
309170
Daily Profit
0.168586
Profit Factor
1.427305
Profitability
52.112676
Streak
0.000000
Best Strategy
Training Data Length
1913.000000
Evaluation Time
2025-09-30 16:22
Expiration Time
2025-11-26 23:21

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 263092.8285 322505.1163 -59412.2878 -85696.0934 235132.3365 -320828.4299
Total P&L (%) 263.0928 322.5051 -59.4123 -85.6961 235.1323 -320.8284
Avg Daily Profit (%) 0.1375 0.1686 -0.0311 -0.1016 0.0632 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -238330 -107272 -248268 -251516 -67430 -386238
Profit Factor 1.1694 1.4273 0.9256 0.9087 1.6517 0.4446
Total Trades 284 142 142 284 142 142
Winning Trades 144 74 70 144 74 70
Losing Trades 140 68 72 140 68 72
Profitability (%) 50.7042 52.1127 49.2958 50.7042 52.1127 49.2958
Ratio Avg Win / Avg Loss 1.1369 1.3116 0.952 0.8834 1.5178 0.4573
Largest Winning Trade 179116 179116 47944 137681 137681 44045
Largest Losing Trade -72233 -35009 -72233 -178431 -51290 -178431
Avg Bars in Trades 13 13 13 13 13 13
Avg Bars in Winners 13 13 13 13 13 13
Avg Bars in Losers 13 13 13 13 13 13
Bars Traded 3737 1874 1862 3737 1874 1862
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 -41748 309170 -580952 -578923 -104987 -580952
Evaluation Data
{
    "trading_pair": "ZEN_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3826,
    "evaluation_days": 1913,
    "actual_first_datapoint_time": 1593993600000,
    "first_datapoint_time": 1597579200000,
    "last_datapoint_time": 1759233600000,
    "evaluation_time": 1759238540412,
    "expiration_time": 1764192096000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 84,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.2,
            "nb": 0.1,
            "nc": 0.87872
        }
    }
}
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": [
        [
            263092.8285410496,
            322505.1163373207,
            -59412.2877962712,
            -85696.0934478816,
            235132.3364536972,
            -320828.4299015789
        ],
        [
            263.092829,
            322.505116,
            -59.412288,
            -85.696093,
            235.132336,
            -320.82843
        ],
        [
            0.137529,
            0.168586,
            -0.031057,
            -0.101602,
            0.063238,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -238330,
            -107272,
            -248268,
            -251516,
            -67430,
            -386238
        ],
        [
            1.169417,
            1.427305,
            0.925566,
            0.908686,
            1.65171,
            0.444633
        ],
        [
            284,
            142,
            142,
            284,
            142,
            142
        ],
        [
            144,
            74,
            70,
            144,
            74,
            70
        ],
        [
            140,
            68,
            72,
            140,
            68,
            72
        ],
        [
            50.704225,
            52.112676,
            49.295775,
            50.704225,
            52.112676,
            49.295775
        ],
        [
            1.136934,
            1.311577,
            0.95201,
            0.883445,
            1.517788,
            0.457337
        ],
        [
            179116,
            179116,
            47944,
            137681,
            137681,
            44045
        ],
        [
            -72233,
            -35009,
            -72233,
            -178431,
            -51290,
            -178431
        ],
        [
            13,
            13,
            13,
            13,
            13,
            13
        ],
        [
            13,
            13,
            13,
            13,
            13,
            13
        ],
        [
            13,
            13,
            13,
            13,
            13,
            13
        ],
        [
            3737,
            1874,
            1862,
            3737,
            1874,
            1862
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -41748,
            309170,
            -580952,
            -578923,
            -104987,
            -580952
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ZEN_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3826,
    "evaluation_days": 1913,
    "actual_first_datapoint_time": 1593993600000,
    "first_datapoint_time": 1597579200000,
    "last_datapoint_time": 1759233600000,
    "evaluation_time": 1759238540412,
    "expiration_time": 1764192096000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 84,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.2,
            "nb": 0.1,
            "nc": 0.87872
        }
    }
}

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)