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Trade: ZEN/USDT/720/RMA/JMA/2520

Strategy
ZEN/USDT/720/RMA/JMA/2520
Pair
ZEN_USDT
Interval
12h
Score
334983
Daily Profit
0.201737
Profit Factor
2.405705
Profitability
42.857143
Streak
0.000000
Best Strategy
Training Data Length
1924.000000
Evaluation Time
2025-10-11 17:29
Expiration Time
2025-12-08 07:16

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 349782.5372 388142.2299 -38359.6927 -40445.789 419935.5824 -460381.3714
Total P&L (%) 349.7825 388.1422 -38.3597 -40.4458 419.9356 -460.3814
Avg Daily Profit (%) 0.1818 0.2017 -0.0199 -0.0269 0.0857 0
Buy And Hold Return (%) 56.9942 56.9942 56.9942 56.9942 56.9942 56.9942
Max Trade Drawdown -155877 -99774 -124994 -607376 -238046 -519857
Profit Factor 1.5293 2.4057 0.9003 0.9802 1.5389 0.6356
Total Trades 71 35 36 71 35 36
Winning Trades 31 15 16 31 15 16
Losing Trades 40 20 20 40 20 20
Profitability (%) 43.662 42.8571 44.4444 43.662 42.8571 44.4444
Ratio Avg Win / Avg Loss 1.9733 3.2076 1.1254 1.2648 2.0518 0.7945
Largest Winning Trade 281923 281923 61340 347580 347580 138360
Largest Losing Trade -53238 -32058 -53238 -190467 -109777 -190467
Avg Bars in Trades 52 44 60 52 44 60
Avg Bars in Winners 82 67 96 82 67 96
Avg Bars in Losers 29 27 31 29 27 31
Bars Traded 3725 1559 2167 3725 1559 2167
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 -84255 334983 -581273 -672853 -78647 -582940
Evaluation Data
{
    "trading_pair": "ZEN_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3848,
    "evaluation_days": 1924,
    "actual_first_datapoint_time": 1593993600000,
    "first_datapoint_time": 1595894400000,
    "last_datapoint_time": 1760184000000,
    "evaluation_time": 1760192966300,
    "expiration_time": 1765171008000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "rma",
        "factors": {
            "length": 25,
            "offset": 20
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 30,
            "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": [
        [
            349782.5372101238,
            388142.2298789221,
            -38359.6926687983,
            -40445.7889841057,
            419935.5824417973,
            -460381.3714259031
        ],
        [
            349.782537,
            388.14223,
            -38.359693,
            -40.445789,
            419.935582,
            -460.381371
        ],
        [
            0.1818,
            0.201737,
            -0.019937,
            -0.026934,
            0.085719,
            0
        ],
        [
            56.994248,
            56.994248,
            56.994248,
            56.994248,
            56.994248,
            56.994248
        ],
        [
            -155877,
            -99774,
            -124994,
            -607376,
            -238046,
            -519857
        ],
        [
            1.529279,
            2.405705,
            0.900299,
            0.980199,
            1.538873,
            0.635576
        ],
        [
            71,
            35,
            36,
            71,
            35,
            36
        ],
        [
            31,
            15,
            16,
            31,
            15,
            16
        ],
        [
            40,
            20,
            20,
            40,
            20,
            20
        ],
        [
            43.661972,
            42.857143,
            44.444444,
            43.661972,
            42.857143,
            44.444444
        ],
        [
            1.973264,
            3.207607,
            1.125373,
            1.264773,
            2.051831,
            0.794471
        ],
        [
            281923,
            281923,
            61340,
            347580,
            347580,
            138360
        ],
        [
            -53238,
            -32058,
            -53238,
            -190467,
            -109777,
            -190467
        ],
        [
            52,
            44,
            60,
            52,
            44,
            60
        ],
        [
            82,
            67,
            96,
            82,
            67,
            96
        ],
        [
            29,
            27,
            31,
            29,
            27,
            31
        ],
        [
            3725,
            1559,
            2167,
            3725,
            1559,
            2167
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -84255,
            334983,
            -581273,
            -672853,
            -78647,
            -582940
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ZEN_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3848,
    "evaluation_days": 1924,
    "actual_first_datapoint_time": 1593993600000,
    "first_datapoint_time": 1595894400000,
    "last_datapoint_time": 1760184000000,
    "evaluation_time": 1760192966300,
    "expiration_time": 1765171008000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "rma",
        "factors": {
            "length": 25,
            "offset": 20
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 30,
            "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)