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Trade: ZEN/USDT/720/T3/SINWMA/5758

Strategy
ZEN/USDT/720/T3/SINWMA/5758
Pair
ZEN_USDT
Interval
12h
Score
392576
Daily Profit
0.190709
Profit Factor
2.844426
Profitability
44.827586
Streak
0.000000
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 429138.7399 363682.3598 65456.3801 316604.8164 5763.9673 310840.8491
Total P&L (%) 429.1387 363.6824 65.4564 316.6048 5.764 310.8408
Avg Daily Profit (%) 0.225 0.1907 0.0343 0.0749 0.0029 0.0741
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -116398 -81479 -69740 -674295 -615507 -315064
Profit Factor 1.9613 2.8444 1.2626 1.1234 1.0045 1.2422
Total Trades 59 29 30 59 29 30
Winning Trades 27 13 14 27 13 14
Losing Trades 32 16 16 32 16 16
Profitability (%) 45.7627 44.8276 46.6667 45.7627 44.8276 46.6667
Ratio Avg Win / Avg Loss 2.3245 3.5008 1.443 1.3315 1.2363 1.4196
Largest Winning Trade 217093 217093 58753 309529 309529 276538
Largest Losing Trade -35051 -26861 -35051 -278631 -192085 -278631
Avg Bars in Trades 62 56 68 62 56 68
Avg Bars in Winners 88 69 105 88 69 105
Avg Bars in Losers 41 46 35 41 46 35
Bars Traded 3698 1642 2056 3698 1642 2056
Profit Streak 50.3826 0 70.8826 50.3826 0 70.8826
Trades During Streak 1 0 1 1 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -169022 392576 -148274 -358355 -572313 -95028

Evaluation Data

{
    "trading_pair": "ZEN_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3814,
    "evaluation_days": 1907,
    "actual_first_datapoint_time": 1593993600000,
    "first_datapoint_time": 1595592000000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758834658019,
    "expiration_time": 1763658144000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "t3",
        "factors": {
            "length": 21,
            "offset": 0,
            "a": 0.17
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 38,
            "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": [
        [
            429138.7398889007,
            363682.3597828688,
            65456.3801060321,
            316604.8163572018,
            5763.967274268,
            310840.8490829339
        ],
        [
            429.13874,
            363.68236,
            65.45638,
            316.604816,
            5.763967,
            310.840849
        ],
        [
            0.225033,
            0.190709,
            0.034324,
            0.074856,
            0.002939,
            0.074125
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -116398,
            -81479,
            -69740,
            -674295,
            -615507,
            -315064
        ],
        [
            1.961281,
            2.844426,
            1.262619,
            1.123412,
            1.004496,
            1.242193
        ],
        [
            59,
            29,
            30,
            59,
            29,
            30
        ],
        [
            27,
            13,
            14,
            27,
            13,
            14
        ],
        [
            32,
            16,
            16,
            32,
            16,
            16
        ],
        [
            45.762712,
            44.827586,
            46.666667,
            45.762712,
            44.827586,
            46.666667
        ],
        [
            2.324481,
            3.500832,
            1.442993,
            1.331452,
            1.236303,
            1.419649
        ],
        [
            217093,
            217093,
            58753,
            309529,
            309529,
            276538
        ],
        [
            -35051,
            -26861,
            -35051,
            -278631,
            -192085,
            -278631
        ],
        [
            62,
            56,
            68,
            62,
            56,
            68
        ],
        [
            88,
            69,
            105,
            88,
            69,
            105
        ],
        [
            41,
            46,
            35,
            41,
            46,
            35
        ],
        [
            3698,
            1642,
            2056,
            3698,
            1642,
            2056
        ],
        [
            50.382616,
            0,
            70.882616,
            50.382616,
            0,
            70.882616
        ],
        [
            1,
            0,
            1,
            1,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -169022,
            392576,
            -148274,
            -358355,
            -572313,
            -95028
        ]
    ]
}
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": 1595592000000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758834658019,
    "expiration_time": 1763658144000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "t3",
        "factors": {
            "length": 21,
            "offset": 0,
            "a": 0.17
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 38,
            "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)