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Trade: ZEN/USDT/720/PWMA/WMA/9270

Strategy
ZEN/USDT/720/PWMA/WMA/9270
Pair
ZEN_USDT
Interval
12h
Score
529038
Daily Profit
0.265081
Profit Factor
3.550803
Profitability
52.500000
Streak
59.306290
Best Strategy
Training Data Length
1924.500000
Evaluation Time
2025-10-12 10:21
Expiration Time
2025-12-08 19:38

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 552258.021 510148.7765 42109.2445 374809.2167 593978.5306 -219169.3139
Total P&L (%) 552.258 510.1488 42.1092 374.8092 593.9785 -219.1693
Avg Daily Profit (%) 0.287 0.2651 0.0219 0.081 0.1007 0
Buy And Hold Return (%) 107.0901 107.0901 107.0901 107.0901 107.0901 107.0901
Max Trade Drawdown -96026 -77156 -82001 -1128948 -597435 -671937
Profit Factor 1.9709 3.5508 1.1142 1.0936 1.4307 0.9165
Total Trades 80 40 40 80 40 40
Winning Trades 44 21 23 44 21 23
Losing Trades 36 19 17 36 19 17
Profitability (%) 55 52.5 57.5 55 52.5 57.5
Ratio Avg Win / Avg Loss 1.6125 3.2126 0.8235 0.8948 1.2944 0.6774
Largest Winning Trade 281738 281738 63648 452486 452486 302534
Largest Losing Trade -57333 -24421 -57333 -387729 -176277 -387729
Avg Bars in Trades 45 46 44 45 46 44
Avg Bars in Winners 52 56 49 52 56 49
Avg Bars in Losers 36 36 36 36 36 36
Bars Traded 3636 1865 1771 3636 1865 1771
Profit Streak 0 59.3063 0 0 59.3063 0
Trades During Streak 0 1 0 0 1 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -11833 529038 -425018 -229829 -57278 -579777
Evaluation Data
{
    "trading_pair": "ZEN_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3849,
    "evaluation_days": 1924.5,
    "actual_first_datapoint_time": 1593993600000,
    "first_datapoint_time": 1599523200000,
    "last_datapoint_time": 1760227200000,
    "evaluation_time": 1760253663476,
    "expiration_time": 1765215504000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 129,
            "offset": 0
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 129,
            "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": [
        [
            552258.0209602674,
            510148.7764879367,
            42109.2444723305,
            374809.2166993069,
            593978.5305835541,
            -219169.3138842473
        ],
        [
            552.258021,
            510.148776,
            42.109244,
            374.809217,
            593.978531,
            -219.169314
        ],
        [
            0.286962,
            0.265081,
            0.021881,
            0.080976,
            0.100714,
            0
        ],
        [
            107.090054,
            107.090054,
            107.090054,
            107.090054,
            107.090054,
            107.090054
        ],
        [
            -96026,
            -77156,
            -82001,
            -1128948,
            -597435,
            -671937
        ],
        [
            1.970866,
            3.550803,
            1.114168,
            1.093635,
            1.430661,
            0.916464
        ],
        [
            80,
            40,
            40,
            80,
            40,
            40
        ],
        [
            44,
            21,
            23,
            44,
            21,
            23
        ],
        [
            36,
            19,
            17,
            36,
            19,
            17
        ],
        [
            55,
            52.5,
            57.5,
            55,
            52.5,
            57.5
        ],
        [
            1.612526,
            3.212631,
            0.823516,
            0.894792,
            1.294408,
            0.677386
        ],
        [
            281738,
            281738,
            63648,
            452486,
            452486,
            302534
        ],
        [
            -57333,
            -24421,
            -57333,
            -387729,
            -176277,
            -387729
        ],
        [
            45,
            46,
            44,
            45,
            46,
            44
        ],
        [
            52,
            56,
            49,
            52,
            56,
            49
        ],
        [
            36,
            36,
            36,
            36,
            36,
            36
        ],
        [
            3636,
            1865,
            1771,
            3636,
            1865,
            1771
        ],
        [
            0,
            59.30629,
            0,
            0,
            59.30629,
            0
        ],
        [
            0,
            1,
            0,
            0,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -11833,
            529038,
            -425018,
            -229829,
            -57278,
            -579777
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ZEN_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3849,
    "evaluation_days": 1924.5,
    "actual_first_datapoint_time": 1593993600000,
    "first_datapoint_time": 1599523200000,
    "last_datapoint_time": 1760227200000,
    "evaluation_time": 1760253663476,
    "expiration_time": 1765215504000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 129,
            "offset": 0
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 129,
            "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)