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Trade: ZEN/USDT/720/SINWMA/HILO/5238

Strategy
ZEN/USDT/720/SINWMA/HILO/5238
Pair
ZEN_USDT
Interval
12h
Score
386357
Daily Profit
0.180058
Profit Factor
2.584653
Profitability
44.186047
Streak
52.882629
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 367646.2575 343370.3823 24275.8752 80446.2534 127176.9974 -46730.7439
Total P&L (%) 367.6463 343.3704 24.2759 80.4463 127.177 -46.7307
Avg Daily Profit (%) 0.1928 0.1801 0.0127 0.031 0.043 -0.033
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -117297 -77759 -128052 -342984 -206217 -220001
Profit Factor 1.6356 2.5847 1.0671 1.0634 1.2419 0.9371
Total Trades 86 43 43 86 43 43
Winning Trades 40 19 21 40 19 21
Losing Trades 46 24 22 46 24 22
Profitability (%) 46.5116 44.186 48.8372 46.5116 44.186 48.8372
Ratio Avg Win / Avg Loss 1.8809 3.2648 1.1179 1.2229 1.5687 0.9818
Largest Winning Trade 167796 167796 62333 113608 113608 105020
Largest Losing Trade -64102 -26389 -64102 -120904 -110558 -120904
Avg Bars in Trades 42 34 49 42 34 49
Avg Bars in Winners 61 47 74 61 47 74
Avg Bars in Losers 25 24 25 25 24 25
Bars Traded 3627 1484 2143 3627 1484 2143
Profit Streak 42.3826 52.8826 0 42.3826 52.8826 0
Trades During Streak 1 1 0 1 1 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 362910 386357 -326983 -302914 -136229 -581179

Evaluation Data

{
    "trading_pair": "ZEN_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3814,
    "evaluation_days": 1907,
    "actual_first_datapoint_time": 1593993600000,
    "first_datapoint_time": 1597838400000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758834659169,
    "expiration_time": 1763658144000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 90,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "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": [
        [
            367646.2575136836,
            343370.382294983,
            24275.8752187006,
            80446.2534381216,
            127176.9973605769,
            -46730.7439224554
        ],
        [
            367.646258,
            343.370382,
            24.275875,
            80.446253,
            127.176997,
            -46.730744
        ],
        [
            0.192788,
            0.180058,
            0.01273,
            0.030957,
            0.043038,
            -0.033021
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -117297,
            -77759,
            -128052,
            -342984,
            -206217,
            -220001
        ],
        [
            1.635581,
            2.584653,
            1.067106,
            1.063381,
            1.241904,
            0.937148
        ],
        [
            86,
            43,
            43,
            86,
            43,
            43
        ],
        [
            40,
            19,
            21,
            40,
            19,
            21
        ],
        [
            46,
            24,
            22,
            46,
            24,
            22
        ],
        [
            46.511628,
            44.186047,
            48.837209,
            46.511628,
            44.186047,
            48.837209
        ],
        [
            1.880918,
            3.264825,
            1.11792,
            1.222888,
            1.568721,
            0.981775
        ],
        [
            167796,
            167796,
            62333,
            113608,
            113608,
            105020
        ],
        [
            -64102,
            -26389,
            -64102,
            -120904,
            -110558,
            -120904
        ],
        [
            42,
            34,
            49,
            42,
            34,
            49
        ],
        [
            61,
            47,
            74,
            61,
            47,
            74
        ],
        [
            25,
            24,
            25,
            25,
            24,
            25
        ],
        [
            3627,
            1484,
            2143,
            3627,
            1484,
            2143
        ],
        [
            42.382629,
            52.882629,
            0,
            42.382629,
            52.882629,
            0
        ],
        [
            1,
            1,
            0,
            1,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            362910,
            386357,
            -326983,
            -302914,
            -136229,
            -581179
        ]
    ]
}
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": 1597838400000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758834659169,
    "expiration_time": 1763658144000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 90,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "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)