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Trade: ZEN/USDT/720/HWMA/RMA/6479

Strategy
ZEN/USDT/720/HWMA/RMA/6479
Pair
ZEN_USDT
Interval
12h
Score
461849
Daily Profit
0.257153
Profit Factor
1.896322
Profitability
53.906250
Streak
21.738125
Best Strategy
Training Data Length
1920.500000
Evaluation Time
2025-10-08 08:42
Expiration Time
2025-12-04 16:45

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 567583.729 493862.0669 73721.6621 466477.8897 479539.4965 -13061.6068
Total P&L (%) 567.5837 493.8621 73.7217 466.4779 479.5395 -13.0616
Avg Daily Profit (%) 0.2955 0.2572 0.0384 0.0903 0.0915 -0.0073
Buy And Hold Return (%) 48.891 48.891 48.891 48.891 48.891 48.891
Max Trade Drawdown -151948 -95812 -214435 -381310 -213278 -253478
Profit Factor 1.4236 1.8963 1.0935 1.2338 1.6155 0.9893
Total Trades 257 128 129 257 128 129
Winning Trades 139 69 70 139 69 70
Losing Trades 118 59 59 118 59 59
Profitability (%) 54.0856 53.9063 54.2636 54.0856 53.9063 54.2636
Ratio Avg Win / Avg Loss 1.2086 1.6215 0.9216 1.0474 1.3814 0.8338
Largest Winning Trade 96871 96871 47944 158935 158935 140282
Largest Losing Trade -59728 -30907 -59728 -220530 -95092 -220530
Avg Bars in Trades 14 14 14 14 14 14
Avg Bars in Winners 14 14 14 14 14 14
Avg Bars in Losers 14 14 14 14 14 14
Bars Traded 3635 1810 1825 3635 1810 1825
Profit Streak 0 21.7381 0 0 21.7381 0
Trades During Streak 0 1 0 0 1 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 426446 461849 -270560 -70516 -67697 -580159
Evaluation Data
{
    "trading_pair": "ZEN_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3841,
    "evaluation_days": 1920.5,
    "actual_first_datapoint_time": 1593993600000,
    "first_datapoint_time": 1602547200000,
    "last_datapoint_time": 1759881600000,
    "evaluation_time": 1759902174014,
    "expiration_time": 1764859536000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.2,
            "nb": 0.1,
            "nc": 0.70902
        }
    },
    "second_band": {
        "type": "rma",
        "factors": {
            "length": 199,
            "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": [
        [
            567583.7289512795,
            493862.0668639577,
            73721.6620873221,
            466477.8896819591,
            479539.4964996122,
            -13061.6068176529
        ],
        [
            567.583729,
            493.862067,
            73.721662,
            466.47789,
            479.539496,
            -13.061607
        ],
        [
            0.29554,
            0.257153,
            0.038387,
            0.090344,
            0.091532,
            -0.007288
        ],
        [
            48.891032,
            48.891032,
            48.891032,
            48.891032,
            48.891032,
            48.891032
        ],
        [
            -151948,
            -95812,
            -214435,
            -381310,
            -213278,
            -253478
        ],
        [
            1.423641,
            1.896322,
            1.093462,
            1.233751,
            1.615516,
            0.989263
        ],
        [
            257,
            128,
            129,
            257,
            128,
            129
        ],
        [
            139,
            69,
            70,
            139,
            69,
            70
        ],
        [
            118,
            59,
            59,
            118,
            59,
            59
        ],
        [
            54.085603,
            53.90625,
            54.263566,
            54.085603,
            53.90625,
            54.263566
        ],
        [
            1.208559,
            1.621493,
            0.921632,
            1.047357,
            1.381383,
            0.833808
        ],
        [
            96871,
            96871,
            47944,
            158935,
            158935,
            140282
        ],
        [
            -59728,
            -30907,
            -59728,
            -220530,
            -95092,
            -220530
        ],
        [
            14,
            14,
            14,
            14,
            14,
            14
        ],
        [
            14,
            14,
            14,
            14,
            14,
            14
        ],
        [
            14,
            14,
            14,
            14,
            14,
            14
        ],
        [
            3635,
            1810,
            1825,
            3635,
            1810,
            1825
        ],
        [
            0,
            21.738125,
            0,
            0,
            21.738125,
            0
        ],
        [
            0,
            1,
            0,
            0,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            426446,
            461849,
            -270560,
            -70516,
            -67697,
            -580159
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ZEN_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3841,
    "evaluation_days": 1920.5,
    "actual_first_datapoint_time": 1593993600000,
    "first_datapoint_time": 1602547200000,
    "last_datapoint_time": 1759881600000,
    "evaluation_time": 1759902174014,
    "expiration_time": 1764859536000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.2,
            "nb": 0.1,
            "nc": 0.70902
        }
    },
    "second_band": {
        "type": "rma",
        "factors": {
            "length": 199,
            "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)