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Trade: ZEN/USDT/720/WMA/LINREG/7365

Strategy
ZEN/USDT/720/WMA/LINREG/7365
Pair
ZEN_USDT
Interval
12h
Score
382246
Daily Profit
0.338067
Profit Factor
4.032249
Profitability
35.483871
Streak
0.000000
Best Strategy
Training Data Length
1912.500000
Evaluation Time
2025-09-30 09:19
Expiration Time
2025-11-26 11:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 821667.5789 646553.4784 175114.1005 4107417.5589 -1032937.8597 5140355.4186
Total P&L (%) 821.6676 646.5535 175.1141 4107.4176 -1032.9379 5140.3554
Avg Daily Profit (%) 0.4296 0.3381 0.0916 0.1957 0 0.2072
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -102202 -80329 -58613 -3689149 -3850365 -1782042
Profit Factor 3.3048 4.0322 2.2222 1.3298 0.8796 2.3276
Total Trades 62 31 31 62 31 31
Winning Trades 25 11 14 25 11 14
Losing Trades 37 20 17 37 20 17
Profitability (%) 40.3226 35.4839 45.1613 40.3226 35.4839 45.1613
Ratio Avg Win / Avg Loss 4.8911 7.3314 2.6984 1.9681 1.5993 2.8264
Largest Winning Trade 336595 336595 55533 3628504 3628504 2768199
Largest Losing Trade -27531 -27531 -24272 -2174070 -2174070 -687567
Avg Bars in Trades 58 54 63 58 54 63
Avg Bars in Winners 94 89 98 94 89 98
Avg Bars in Losers 34 35 34 34 35 34
Bars Traded 3653 1688 1965 3653 1688 1965
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 -146222 382246 -68414 -153162 -583685 381966
Evaluation Data
{
    "trading_pair": "ZEN_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3825,
    "evaluation_days": 1912.5,
    "actual_first_datapoint_time": 1593993600000,
    "first_datapoint_time": 1596456000000,
    "last_datapoint_time": 1759190400000,
    "evaluation_time": 1759213165670,
    "expiration_time": 1764147600000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 43,
            "offset": 0
        }
    },
    "second_band": {
        "type": "linreg",
        "factors": {
            "length": 58,
            "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": [
        [
            821667.5788731228,
            646553.4783535717,
            175114.1005195512,
            4107417.5589312557,
            -1032937.8596951962,
            5140355.418626451
        ],
        [
            821.667579,
            646.553478,
            175.114101,
            4107.417559,
            -1032.93786,
            5140.355419
        ],
        [
            0.42963,
            0.338067,
            0.091563,
            0.195717,
            0,
            0.20722
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -102202,
            -80329,
            -58613,
            -3689149,
            -3850365,
            -1782042
        ],
        [
            3.304788,
            4.032249,
            2.22219,
            1.329813,
            0.879637,
            2.327591
        ],
        [
            62,
            31,
            31,
            62,
            31,
            31
        ],
        [
            25,
            11,
            14,
            25,
            11,
            14
        ],
        [
            37,
            20,
            17,
            37,
            20,
            17
        ],
        [
            40.322581,
            35.483871,
            45.16129,
            40.322581,
            35.483871,
            45.16129
        ],
        [
            4.891086,
            7.331362,
            2.698374,
            1.968124,
            1.599339,
            2.82636
        ],
        [
            336595,
            336595,
            55533,
            3628504,
            3628504,
            2768199
        ],
        [
            -27531,
            -27531,
            -24272,
            -2174070,
            -2174070,
            -687567
        ],
        [
            58,
            54,
            63,
            58,
            54,
            63
        ],
        [
            94,
            89,
            98,
            94,
            89,
            98
        ],
        [
            34,
            35,
            34,
            34,
            35,
            34
        ],
        [
            3653,
            1688,
            1965,
            3653,
            1688,
            1965
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -146222,
            382246,
            -68414,
            -153162,
            -583685,
            381966
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ZEN_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3825,
    "evaluation_days": 1912.5,
    "actual_first_datapoint_time": 1593993600000,
    "first_datapoint_time": 1596456000000,
    "last_datapoint_time": 1759190400000,
    "evaluation_time": 1759213165670,
    "expiration_time": 1764147600000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 43,
            "offset": 0
        }
    },
    "second_band": {
        "type": "linreg",
        "factors": {
            "length": 58,
            "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)