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Trade: ZEN/USDT/480/WMA/DCM/3979

Strategy
ZEN/USDT/480/WMA/DCM/3979
Pair
ZEN_USDT
Interval
8h
Score
406568
Daily Profit
0.234197
Profit Factor
1.731680
Profitability
45.535714
Streak
37.754986
Best Strategy
Training Data Length
1909.670000
Evaluation Time
2025-09-27 21:07
Expiration Time
2025-11-23 16:57

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 447238.1459 417118.3716 30119.7743 95859.9792 60325.0894 35534.8898
Total P&L (%) 447.2381 417.1184 30.1198 95.86 60.3251 35.5349
Avg Daily Profit (%) 0.2342 0.2184 0.0158 0.0352 0.0247 0.0159
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -209410 -146782 -127203 -1218431 -889289 -740138
Profit Factor 1.7317 2.5407 1.0885 1.0307 1.0426 1.0208
Total Trades 112 56 56 112 56 56
Winning Trades 51 27 24 51 27 24
Losing Trades 61 29 32 61 29 32
Profitability (%) 45.5357 48.2143 42.8571 45.5357 48.2143 42.8571
Ratio Avg Win / Avg Loss 2.0712 2.7289 1.4513 1.2328 1.1198 1.3611
Largest Winning Trade 398187 398187 34347 465617 465617 207752
Largest Losing Trade -34130 -30671 -34130 -252527 -196971 -252527
Avg Bars in Trades 49 53 44 49 53 44
Avg Bars in Winners 59 65 52 59 65 52
Avg Bars in Losers 41 43 39 41 43 39
Bars Traded 5526 3022 2504 5526 3022 2504
Profit Streak 37.755 40.755 37.755 37.755 40.755 37.755
Trades During Streak 5 3 2 5 3 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 406568 -166701 -479951 -332543 -513531 -553666
Evaluation Data
{
    "trading_pair": "ZEN_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5729,
    "evaluation_days": 1909.67,
    "actual_first_datapoint_time": 1593993600000,
    "first_datapoint_time": 1598716800000,
    "last_datapoint_time": 1758960000000,
    "evaluation_time": 1758996430777,
    "expiration_time": 1763909856000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 165,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 77,
            "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": [
        [
            447238.1458609696,
            417118.371550238,
            30119.7743107319,
            95859.9791706601,
            60325.0894003086,
            35534.8897703508
        ],
        [
            447.238146,
            417.118372,
            30.119774,
            95.859979,
            60.325089,
            35.53489
        ],
        [
            0.234197,
            0.218424,
            0.015772,
            0.035208,
            0.024721,
            0.015923
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -209410,
            -146782,
            -127203,
            -1218431,
            -889289,
            -740138
        ],
        [
            1.73168,
            2.540738,
            1.088452,
            1.03068,
            1.042554,
            1.020818
        ],
        [
            112,
            56,
            56,
            112,
            56,
            56
        ],
        [
            51,
            27,
            24,
            51,
            27,
            24
        ],
        [
            61,
            29,
            32,
            61,
            29,
            32
        ],
        [
            45.535714,
            48.214286,
            42.857143,
            45.535714,
            48.214286,
            42.857143
        ],
        [
            2.071226,
            2.728941,
            1.451269,
            1.232774,
            1.11978,
            1.361091
        ],
        [
            398187,
            398187,
            34347,
            465617,
            465617,
            207752
        ],
        [
            -34130,
            -30671,
            -34130,
            -252527,
            -196971,
            -252527
        ],
        [
            49,
            53,
            44,
            49,
            53,
            44
        ],
        [
            59,
            65,
            52,
            59,
            65,
            52
        ],
        [
            41,
            43,
            39,
            41,
            43,
            39
        ],
        [
            5526,
            3022,
            2504,
            5526,
            3022,
            2504
        ],
        [
            37.754986,
            40.754986,
            37.754986,
            37.754986,
            40.754986,
            37.754986
        ],
        [
            5,
            3,
            2,
            5,
            3,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            406568,
            -166701,
            -479951,
            -332543,
            -513531,
            -553666
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ZEN_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5729,
    "evaluation_days": 1909.67,
    "actual_first_datapoint_time": 1593993600000,
    "first_datapoint_time": 1598716800000,
    "last_datapoint_time": 1758960000000,
    "evaluation_time": 1758996430777,
    "expiration_time": 1763909856000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 165,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 77,
            "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)