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Trade: ZEN/USDT/720/FWMA/SUPERTREND/1315

Strategy
ZEN/USDT/720/FWMA/SUPERTREND/1315
Pair
ZEN_USDT
Interval
12h
Score
423713
Daily Profit
0.152288
Profit Factor
1.990906
Profitability
47.222222
Streak
366.771138
Best Strategy
Training Data Length
1915.500000
Evaluation Time
2025-10-03 09:30
Expiration Time
2025-11-29 13:09

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L -38313.4387 208300.6348 -246614.0735 2636588.5792 891970.2837 1744618.2954
Total P&L (%) -38.3134 208.3006 -246.6141 2636.5886 891.9703 1744.6183
Avg Daily Profit (%) -0.02 0.1087 -0.1287 0.1729 0.1199 0.1523
Buy And Hold Return (%) 71.5 71.5 71.5 71.5 71.5 71.5
Max Trade Drawdown -317641 -81829 -401191 -1252327 -424975 -1213226
Profit Factor 0.96 1.812 0.6485 1.7908 1.5669 1.9909
Total Trades 72 36 36 72 36 36
Winning Trades 47 22 25 35 18 17
Losing Trades 25 14 11 37 18 19
Profitability (%) 65.2778 61.1111 69.4444 48.6111 50 47.2222
Ratio Avg Win / Avg Loss 0.5106 1.1531 0.2853 1.8931 1.5669 2.2251
Largest Winning Trade 58368 58368 38306 1127298 388184 1127298
Largest Losing Trade -294359 -36806 -294359 -376129 -233553 -376129
Avg Bars in Trades 50 51 49 50 51 49
Avg Bars in Winners 29 27 31 61 63 59
Avg Bars in Losers 89 88 91 39 38 40
Bars Traded 3629 1848 1781 3629 1848 1781
Profit Streak 20.2711 20.2711 268.7711 20.2711 20.2711 366.7711
Trades During Streak 2 1 7 2 1 8
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -661235 -46682 -576820 -72053 -29199 423713
Evaluation Data
{
    "trading_pair": "ZEN_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3831,
    "evaluation_days": 1915.5,
    "actual_first_datapoint_time": 1593993600000,
    "first_datapoint_time": 1601294400000,
    "last_datapoint_time": 1759449600000,
    "evaluation_time": 1759473026331,
    "expiration_time": 1764414576000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "fwma",
        "factors": {
            "length": 170,
            "offset": 0
        }
    },
    "second_band": {
        "type": "supertrend",
        "factors": {
            "length": 10,
            "offset": 0,
            "multiplier": 3.4386
        }
    }
}
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": [
        [
            -38313.4387276464,
            208300.6347755261,
            -246614.0735031723,
            2636588.579164225,
            891970.2837284589,
            1744618.2954357662
        ],
        [
            -38.313439,
            208.300635,
            -246.614074,
            2636.588579,
            891.970284,
            1744.618295
        ],
        [
            -0.020002,
            0.108745,
            -0.128747,
            0.172913,
            0.119859,
            0.152288
        ],
        [
            71.5,
            71.5,
            71.5,
            71.5,
            71.5,
            71.5
        ],
        [
            -317641,
            -81829,
            -401191,
            -1252327,
            -424975,
            -1213226
        ],
        [
            0.96001,
            1.811995,
            0.648465,
            1.79079,
            1.566875,
            1.990906
        ],
        [
            72,
            36,
            36,
            72,
            36,
            36
        ],
        [
            47,
            22,
            25,
            35,
            18,
            17
        ],
        [
            25,
            14,
            11,
            37,
            18,
            19
        ],
        [
            65.277778,
            61.111111,
            69.444444,
            48.611111,
            50,
            47.222222
        ],
        [
            0.510643,
            1.153087,
            0.285324,
            1.893121,
            1.566875,
            2.22513
        ],
        [
            58368,
            58368,
            38306,
            1127298,
            388184,
            1127298
        ],
        [
            -294359,
            -36806,
            -294359,
            -376129,
            -233553,
            -376129
        ],
        [
            50,
            51,
            49,
            50,
            51,
            49
        ],
        [
            29,
            27,
            31,
            61,
            63,
            59
        ],
        [
            89,
            88,
            91,
            39,
            38,
            40
        ],
        [
            3629,
            1848,
            1781,
            3629,
            1848,
            1781
        ],
        [
            20.271138,
            20.271138,
            268.771138,
            20.271138,
            20.271138,
            366.771138
        ],
        [
            2,
            1,
            7,
            2,
            1,
            8
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -661235,
            -46682,
            -576820,
            -72053,
            -29199,
            423713
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ZEN_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3831,
    "evaluation_days": 1915.5,
    "actual_first_datapoint_time": 1593993600000,
    "first_datapoint_time": 1601294400000,
    "last_datapoint_time": 1759449600000,
    "evaluation_time": 1759473026331,
    "expiration_time": 1764414576000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "fwma",
        "factors": {
            "length": 170,
            "offset": 0
        }
    },
    "second_band": {
        "type": "supertrend",
        "factors": {
            "length": 10,
            "offset": 0,
            "multiplier": 3.4386
        }
    }
}

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)