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Trade: ZEN/USDT/720/FWMA/ZLMA/2701

Strategy
ZEN/USDT/720/FWMA/ZLMA/2701
Pair
ZEN_USDT
Interval
12h
Score
321672
Daily Profit
0.167478
Profit Factor
1.440301
Profitability
50.617284
Streak
0.000000
Best Strategy
Training Data Length
1915.500000
Evaluation Time
2025-10-03 09:30
Expiration Time
2025-11-29 13:09

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 234143.7335 320803.6454 -86659.9119 -95331.8228 158515.9141 -253847.7369
Total P&L (%) 234.1437 320.8036 -86.6599 -95.3318 158.5159 -253.8477
Avg Daily Profit (%) 0.1222 0.1675 -0.0452 -0.1599 0.0496 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -222759 -167305 -205288 -287730 -221674 -369597
Profit Factor 1.1436 1.4403 0.904 0.9388 1.2384 0.7159
Total Trades 325 162 163 325 162 163
Winning Trades 161 82 79 161 82 79
Losing Trades 164 80 84 164 80 84
Profitability (%) 49.5385 50.6173 48.4663 49.5385 50.6173 48.4663
Ratio Avg Win / Avg Loss 1.1649 1.4052 0.9612 0.9563 1.2082 0.7612
Largest Winning Trade 175951 175951 36238 106339 106339 45743
Largest Losing Trade -76855 -42011 -76855 -179532 -89801 -179532
Avg Bars in Trades 11 10 13 11 10 13
Avg Bars in Winners 12 9 14 12 9 14
Avg Bars in Losers 10 10 11 10 10 11
Bars Traded 3741 1620 2121 3741 1620 2121
Profit Streak 13.2711 0 14.7711 13.2711 0 14.7711
Trades During Streak 1 0 1 1 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -90034 321672 -580209 -578375 -126318 -580209
Evaluation Data
{
    "trading_pair": "ZEN_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3831,
    "evaluation_days": 1915.5,
    "actual_first_datapoint_time": 1593993600000,
    "first_datapoint_time": 1597017600000,
    "last_datapoint_time": 1759449600000,
    "evaluation_time": 1759473021192,
    "expiration_time": 1764414576000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "fwma",
        "factors": {
            "length": 67,
            "offset": 4
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 60,
            "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": [
        [
            234143.7335141269,
            320803.6454167269,
            -86659.9119026,
            -95331.8228090676,
            158515.9140681663,
            -253847.7368772339
        ],
        [
            234.143734,
            320.803645,
            -86.659912,
            -95.331823,
            158.515914,
            -253.847737
        ],
        [
            0.122236,
            0.167478,
            -0.045241,
            -0.159851,
            0.049597,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -222759,
            -167305,
            -205288,
            -287730,
            -221674,
            -369597
        ],
        [
            1.143559,
            1.440301,
            0.903967,
            0.938834,
            1.238382,
            0.715927
        ],
        [
            325,
            162,
            163,
            325,
            162,
            163
        ],
        [
            161,
            82,
            79,
            161,
            82,
            79
        ],
        [
            164,
            80,
            84,
            164,
            80,
            84
        ],
        [
            49.538462,
            50.617284,
            48.466258,
            49.538462,
            50.617284,
            48.466258
        ],
        [
            1.164867,
            1.405172,
            0.96118,
            0.956327,
            1.208177,
            0.761239
        ],
        [
            175951,
            175951,
            36238,
            106339,
            106339,
            45743
        ],
        [
            -76855,
            -42011,
            -76855,
            -179532,
            -89801,
            -179532
        ],
        [
            11,
            10,
            13,
            11,
            10,
            13
        ],
        [
            12,
            9,
            14,
            12,
            9,
            14
        ],
        [
            10,
            10,
            11,
            10,
            10,
            11
        ],
        [
            3741,
            1620,
            2121,
            3741,
            1620,
            2121
        ],
        [
            13.271078,
            0,
            14.771078,
            13.271079,
            0,
            14.771079
        ],
        [
            1,
            0,
            1,
            1,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -90034,
            321672,
            -580209,
            -578375,
            -126318,
            -580209
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ZEN_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3831,
    "evaluation_days": 1915.5,
    "actual_first_datapoint_time": 1593993600000,
    "first_datapoint_time": 1597017600000,
    "last_datapoint_time": 1759449600000,
    "evaluation_time": 1759473021192,
    "expiration_time": 1764414576000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "fwma",
        "factors": {
            "length": 67,
            "offset": 4
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 60,
            "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)