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Trade: ZEN/USDT/720/PWMA/SMA/1456

Strategy
ZEN/USDT/720/PWMA/SMA/1456
Pair
ZEN_USDT
Interval
12h
Score
451359
Daily Profit
0.203028
Profit Factor
2.382175
Profitability
52.272727
Streak
0.000000
Best Strategy
Training Data Length
1921.000000
Evaluation Time
2025-10-08 19:02
Expiration Time
2025-12-05 05:07

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 357125.8937 390017.1463 -32891.2526 -50380.6627 71296.4754 -121677.1381
Total P&L (%) 357.1259 390.0171 -32.8913 -50.3807 71.2965 -121.6771
Avg Daily Profit (%) 0.1859 0.203 -0.0171 -0.0365 0.028 0
Buy And Hold Return (%) 35.7469 35.7469 35.7469 35.7469 35.7469 35.7469
Max Trade Drawdown -156583 -108920 -117556 -336102 -246447 -194198
Profit Factor 1.5122 2.3822 0.9207 0.9566 1.1474 0.8205
Total Trades 88 44 44 88 44 44
Winning Trades 44 23 21 44 23 21
Losing Trades 44 21 23 44 21 23
Profitability (%) 50 52.2727 47.7273 50 52.2727 47.7273
Ratio Avg Win / Avg Loss 1.5122 2.175 1.0084 0.9566 1.0477 0.8987
Largest Winning Trade 244695 244695 57841 133000 133000 106476
Largest Losing Trade -72131 -35682 -72131 -97574 -72340 -97574
Avg Bars in Trades 41 42 40 41 42 40
Avg Bars in Winners 48 47 49 48 47 49
Avg Bars in Losers 34 36 31 34 36 31
Bars Traded 3638 1872 1765 3638 1872 1765
Profit Streak 0 0 0 0 0 0
Trades During Streak 0 0 0 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 368192 451359 -579936 -580543 -220356 -581603
Evaluation Data
{
    "trading_pair": "ZEN_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3842,
    "evaluation_days": 1921,
    "actual_first_datapoint_time": 1593993600000,
    "first_datapoint_time": 1599220800000,
    "last_datapoint_time": 1759924800000,
    "evaluation_time": 1759939350110,
    "expiration_time": 1764904032000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 122,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sma",
        "factors": {
            "length": 88,
            "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": [
        [
            357125.8937020557,
            390017.1463483259,
            -32891.2526462701,
            -50380.6626745729,
            71296.4754249009,
            -121677.1380994738
        ],
        [
            357.125894,
            390.017146,
            -32.891253,
            -50.380663,
            71.296475,
            -121.677138
        ],
        [
            0.185906,
            0.203028,
            -0.017122,
            -0.036474,
            0.028022,
            0
        ],
        [
            35.746929,
            35.746929,
            35.746929,
            35.746929,
            35.746929,
            35.746929
        ],
        [
            -156583,
            -108920,
            -117556,
            -336102,
            -246447,
            -194198
        ],
        [
            1.512242,
            2.382175,
            0.920745,
            0.956628,
            1.147443,
            0.820547
        ],
        [
            88,
            44,
            44,
            88,
            44,
            44
        ],
        [
            44,
            23,
            21,
            44,
            23,
            21
        ],
        [
            44,
            21,
            23,
            44,
            21,
            23
        ],
        [
            50,
            52.272727,
            47.727273,
            50,
            52.272727,
            47.727273
        ],
        [
            1.512242,
            2.17503,
            1.008435,
            0.956628,
            1.047665,
            0.898694
        ],
        [
            244695,
            244695,
            57841,
            133000,
            133000,
            106476
        ],
        [
            -72131,
            -35682,
            -72131,
            -97574,
            -72340,
            -97574
        ],
        [
            41,
            42,
            40,
            41,
            42,
            40
        ],
        [
            48,
            47,
            49,
            48,
            47,
            49
        ],
        [
            34,
            36,
            31,
            34,
            36,
            31
        ],
        [
            3638,
            1872,
            1765,
            3638,
            1872,
            1765
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            368192,
            451359,
            -579936,
            -580543,
            -220356,
            -581603
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ZEN_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3842,
    "evaluation_days": 1921,
    "actual_first_datapoint_time": 1593993600000,
    "first_datapoint_time": 1599220800000,
    "last_datapoint_time": 1759924800000,
    "evaluation_time": 1759939350110,
    "expiration_time": 1764904032000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 122,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sma",
        "factors": {
            "length": 88,
            "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)