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Trade: ZEN/USDT/720/WMA/HILO/2355

Strategy
ZEN/USDT/720/WMA/HILO/2355
Pair
ZEN_USDT
Interval
12h
Score
478690
Daily Profit
0.247823
Profit Factor
1.772381
Profitability
50.943396
Streak
27.299400
Best Strategy
Training Data Length
1907.000000
Evaluation Time
2025-09-26 10:11
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 472598.6182 394786.542 77812.0762 440799.6944 104962.2944 335837.4
Total P&L (%) 472.5986 394.7865 77.8121 440.7997 104.9623 335.8374
Avg Daily Profit (%) 0.2478 0.207 0.0408 0.0885 0.0376 0.0772
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -131468 -77045 -102909 -1170173 -649925 -753500
Profit Factor 1.7724 2.5305 1.2199 1.1097 1.0546 1.1604
Total Trades 106 53 53 106 53 53
Winning Trades 54 25 29 54 25 29
Losing Trades 52 28 24 52 28 24
Profitability (%) 50.9434 47.1698 54.717 50.9434 47.1698 54.717
Ratio Avg Win / Avg Loss 1.7067 2.8342 1.0095 1.0686 1.1811 0.9603
Largest Winning Trade 190569 190569 62808 345285 270349 345285
Largest Losing Trade -40063 -25184 -40063 -303010 -230203 -303010
Avg Bars in Trades 34 26 43 34 26 43
Avg Bars in Winners 48 36 57 48 36 57
Avg Bars in Losers 21 17 25 21 17 25
Bars Traded 3701 1409 2292 3701 1409 2292
Profit Streak 27.2994 27.2994 42.7994 27.2994 27.2994 42.7994
Trades During Streak 4 2 3 4 2 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 478690 -167360 -316829 -172662 -482970 -313658

Evaluation Data

{
    "trading_pair": "ZEN_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3814,
    "evaluation_days": 1907,
    "actual_first_datapoint_time": 1593993600000,
    "first_datapoint_time": 1598227200000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758870668197,
    "expiration_time": 1763658144000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 99,
            "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": [
        [
            472598.6181645339,
            394786.5419729681,
            77812.0761915657,
            440799.6943885455,
            104962.2943756635,
            335837.4000128824
        ],
        [
            472.598618,
            394.786542,
            77.812076,
            440.799694,
            104.962294,
            335.8374
        ],
        [
            0.247823,
            0.20702,
            0.040803,
            0.088549,
            0.03764,
            0.077224
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -131468,
            -77045,
            -102909,
            -1170173,
            -649925,
            -753500
        ],
        [
            1.772381,
            2.530512,
            1.219852,
            1.109727,
            1.054583,
            1.160362
        ],
        [
            106,
            53,
            53,
            106,
            53,
            53
        ],
        [
            54,
            25,
            29,
            54,
            25,
            29
        ],
        [
            52,
            28,
            24,
            52,
            28,
            24
        ],
        [
            50.943396,
            47.169811,
            54.716981,
            50.943396,
            47.169811,
            54.716981
        ],
        [
            1.706737,
            2.834174,
            1.009533,
            1.068626,
            1.181133,
            0.9603
        ],
        [
            190569,
            190569,
            62808,
            345285,
            270349,
            345285
        ],
        [
            -40063,
            -25184,
            -40063,
            -303010,
            -230203,
            -303010
        ],
        [
            34,
            26,
            43,
            34,
            26,
            43
        ],
        [
            48,
            36,
            57,
            48,
            36,
            57
        ],
        [
            21,
            17,
            25,
            21,
            17,
            25
        ],
        [
            3701,
            1409,
            2292,
            3701,
            1409,
            2292
        ],
        [
            27.2994,
            27.2994,
            42.7994,
            27.2994,
            27.2994,
            42.7994
        ],
        [
            4,
            2,
            3,
            4,
            2,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            478690,
            -167360,
            -316829,
            -172662,
            -482970,
            -313658
        ]
    ]
}
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": 1598227200000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758870668197,
    "expiration_time": 1763658144000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 99,
            "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)