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Trade: ZEN/USDT/720/HILO/HWMA/4856

Strategy
ZEN/USDT/720/HILO/HWMA/4856
Pair
ZEN_USDT
Interval
12h
Score
326435
Daily Profit
0.175614
Profit Factor
1.522117
Profitability
51.181102
Streak
0.000000
Best Strategy
Training Data Length
1911.500000
Evaluation Time
2025-09-29 06:37
Expiration Time
2025-11-25 10:16

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 243578.6147 335686.2459 -92107.6312 -143389.4865 64187.0547 -207576.5412
Total P&L (%) 243.5786 335.6862 -92.1076 -143.3895 64.1871 -207.5765
Avg Daily Profit (%) 0.1274 0.1756 -0.0482 0 0.0259 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -270829 -156757 -259916 -590750 -433392 -252283
Profit Factor 1.1599 1.5221 0.8954 0.9379 1.0578 0.8268
Total Trades 254 127 127 254 127 127
Winning Trades 136 65 71 129 65 64
Losing Trades 118 62 56 125 62 63
Profitability (%) 53.5433 51.1811 55.9055 50.7874 51.1811 50.3937
Ratio Avg Win / Avg Loss 1.0064 1.4519 0.7062 0.9088 1.009 0.8139
Largest Winning Trade 85943 85943 41312 100515 99973 100515
Largest Losing Trade -156752 -40193 -156752 -163954 -163954 -85935
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 3547 1776 1771 3547 1776 1771
Profit Streak 0 0 0 18.6509 18.6509 25.6509
Trades During Streak 0 0 0 2 1 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -65455 326435 -579951 -578003 -314734 -580123
Evaluation Data
{
    "trading_pair": "ZEN_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3823,
    "evaluation_days": 1911.5,
    "actual_first_datapoint_time": 1593993600000,
    "first_datapoint_time": 1605225600000,
    "last_datapoint_time": 1759104000000,
    "evaluation_time": 1759117041740,
    "expiration_time": 1764058608000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "offset": 234
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 217,
            "na": 0.2,
            "nb": 0.08875,
            "nc": 0.85151
        }
    }
}
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": [
        [
            243578.6146572923,
            335686.2458746826,
            -92107.6312173898,
            -143389.4865029707,
            64187.0547004706,
            -207576.5412034414
        ],
        [
            243.578615,
            335.686246,
            -92.107631,
            -143.389487,
            64.187055,
            -207.576541
        ],
        [
            0.127428,
            0.175614,
            -0.048186,
            0,
            0.025943,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -270829,
            -156757,
            -259916,
            -590750,
            -433392,
            -252283
        ],
        [
            1.159916,
            1.522117,
            0.89536,
            0.93788,
            1.057837,
            0.826801
        ],
        [
            254,
            127,
            127,
            254,
            127,
            127
        ],
        [
            136,
            65,
            71,
            129,
            65,
            64
        ],
        [
            118,
            62,
            56,
            125,
            62,
            63
        ],
        [
            53.543307,
            51.181102,
            55.905512,
            50.787402,
            51.181102,
            50.393701
        ],
        [
            1.006398,
            1.451865,
            0.706199,
            0.908799,
            1.009014,
            0.813882
        ],
        [
            85943,
            85943,
            41312,
            100515,
            99973,
            100515
        ],
        [
            -156752,
            -40193,
            -156752,
            -163954,
            -163954,
            -85935
        ],
        [
            13,
            13,
            13,
            13,
            13,
            13
        ],
        [
            13,
            13,
            13,
            13,
            13,
            13
        ],
        [
            13,
            13,
            13,
            13,
            13,
            13
        ],
        [
            3547,
            1776,
            1771,
            3547,
            1776,
            1771
        ],
        [
            0,
            0,
            0,
            18.650946,
            18.650946,
            25.650946
        ],
        [
            0,
            0,
            0,
            2,
            1,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -65455,
            326435,
            -579951,
            -578003,
            -314734,
            -580123
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ZEN_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3823,
    "evaluation_days": 1911.5,
    "actual_first_datapoint_time": 1593993600000,
    "first_datapoint_time": 1605225600000,
    "last_datapoint_time": 1759104000000,
    "evaluation_time": 1759117041740,
    "expiration_time": 1764058608000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "offset": 234
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 217,
            "na": 0.2,
            "nb": 0.08875,
            "nc": 0.85151
        }
    }
}

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)