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Trade: ZEN/USDT/720/HWMA/ZLMA/7092

Strategy
ZEN/USDT/720/HWMA/ZLMA/7092
Pair
ZEN_USDT
Interval
12h
Score
502733
Daily Profit
0.151314
Profit Factor
1.794467
Profitability
80.000000
Streak
47.882622
Best Strategy
Training Data Length
1907.000000
Evaluation Time
2025-09-26 00:10
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 288556.3387 90588.0778 197968.2609 -198737.2992 170393.8097 -369131.1089
Total P&L (%) 288.5563 90.5881 197.9683 -198.7373 170.3938 -369.1311
Avg Daily Profit (%) 0.1513 0.0475 0.1038 0 0.0522 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -146195 -76660 -105030 -876671 -160581 -857722
Profit Factor 1.7945 1.4152 2.3648 0.8487 1.4512 0.6055
Total Trades 100 50 50 100 50 50
Winning Trades 80 38 42 60 30 30
Losing Trades 20 12 8 40 20 20
Profitability (%) 80 76 84 60 60 60
Ratio Avg Win / Avg Loss 0.4486 0.4469 0.4504 0.5658 0.9675 0.4037
Largest Winning Trade 35726 35726 28566 124895 57311 124895
Largest Losing Trade -105030 -45188 -105030 -817065 -94284 -817065
Avg Bars in Trades 31 36 26 31 36 26
Avg Bars in Winners 17 15 19 22 22 22
Avg Bars in Losers 87 103 64 44 56 32
Bars Traded 3168 1823 1344 3168 1823 1344
Profit Streak 47.8826 47.8826 235.8826 0 0 0
Trades During Streak 11 5 12 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 502733 -305484 -226607 -579215 -302657 -759259

Evaluation Data

{
    "trading_pair": "ZEN_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3814,
    "evaluation_days": 1907,
    "actual_first_datapoint_time": 1593993600000,
    "first_datapoint_time": 1606435200000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758834658542,
    "expiration_time": 1763658144000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.27201,
            "nb": 0.97292,
            "nc": 0.1
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 208,
            "offset": 81
        }
    }
}
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": [
        [
            288556.3387470507,
            90588.0778497713,
            197968.2608972793,
            -198737.2992300045,
            170393.8096588063,
            -369131.1088888108
        ],
        [
            288.556339,
            90.588078,
            197.968261,
            -198.737299,
            170.39381,
            -369.131109
        ],
        [
            0.151314,
            0.047503,
            0.103811,
            0,
            0.052175,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -146195,
            -76660,
            -105030,
            -876671,
            -160581,
            -857722
        ],
        [
            1.794467,
            1.415243,
            2.364824,
            0.848684,
            1.451223,
            0.605531
        ],
        [
            100,
            50,
            50,
            100,
            50,
            50
        ],
        [
            80,
            38,
            42,
            60,
            30,
            30
        ],
        [
            20,
            12,
            8,
            40,
            20,
            20
        ],
        [
            80,
            76,
            84,
            60,
            60,
            60
        ],
        [
            0.448617,
            0.446919,
            0.450443,
            0.565789,
            0.967482,
            0.403688
        ],
        [
            35726,
            35726,
            28566,
            124895,
            57311,
            124895
        ],
        [
            -105030,
            -45188,
            -105030,
            -817065,
            -94284,
            -817065
        ],
        [
            31,
            36,
            26,
            31,
            36,
            26
        ],
        [
            17,
            15,
            19,
            22,
            22,
            22
        ],
        [
            87,
            103,
            64,
            44,
            56,
            32
        ],
        [
            3168,
            1823,
            1344,
            3168,
            1823,
            1344
        ],
        [
            47.882622,
            47.882622,
            235.882622,
            0,
            0,
            0
        ],
        [
            11,
            5,
            12,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            502733,
            -305484,
            -226607,
            -579215,
            -302657,
            -759259
        ]
    ]
}
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": 1606435200000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758834658542,
    "expiration_time": 1763658144000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.27201,
            "nb": 0.97292,
            "nc": 0.1
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 208,
            "offset": 81
        }
    }
}

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)