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Trade: ZEN/USDT/240/SINWMA/SINWMA/4024

Strategy
ZEN/USDT/240/SINWMA/SINWMA/4024
Pair
ZEN_USDT
Interval
4h
Score
383518
Daily Profit
0.206693
Profit Factor
2.649431
Profitability
43.333333
Streak
56.158737
Best Strategy
Training Data Length
1918.330000
Evaluation Time
2025-10-06 14:48
Expiration Time
2025-12-02 23:12

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 367420.0284 396504.8317 -29084.8033 -35837.2446 47972.4965 -83809.741
Total P&L (%) 367.42 396.5048 -29.0848 -35.8372 47.9725 -83.8097
Avg Daily Profit (%) 0.1915 0.2067 -0.0152 -0.0231 0.0204 -0.0949
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -155779 -119321 -98961 -593555 -454257 -223358
Profit Factor 1.5703 2.6494 0.928 0.9783 1.0701 0.9134
Total Trades 61 30 31 61 30 31
Winning Trades 28 13 15 28 13 15
Losing Trades 33 17 16 33 17 16
Profitability (%) 45.9016 43.3333 48.3871 45.9016 43.3333 48.3871
Ratio Avg Win / Avg Loss 1.8508 3.4646 0.9898 1.153 1.3994 0.9743
Largest Winning Trade 241441 241441 61199 253109 253109 154958
Largest Losing Trade -64613 -30785 -64613 -203108 -122247 -203108
Avg Bars in Trades 182 170 194 182 170 194
Avg Bars in Winners 228 212 241 228 212 241
Avg Bars in Losers 143 138 150 143 138 150
Bars Traded 11139 5110 6029 11139 5110 6029
Profit Streak 0 56.1587 0 0 56.1587 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 -157197 383518 -581445 -746704 -312574 -581445
Evaluation Data
{
    "trading_pair": "ZEN_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11510,
    "evaluation_days": 1918.33,
    "actual_first_datapoint_time": 1594008000000,
    "first_datapoint_time": 1596873600000,
    "last_datapoint_time": 1759737600000,
    "evaluation_time": 1759751314857,
    "expiration_time": 1764709920000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 200,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 197,
            "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": [
        [
            367420.028389174,
            396504.8317110809,
            -29084.803321907,
            -35837.2445689834,
            47972.496466178,
            -83809.7410351615
        ],
        [
            367.420028,
            396.504832,
            -29.084803,
            -35.837245,
            47.972496,
            -83.809741
        ],
        [
            0.191531,
            0.206693,
            -0.015162,
            -0.023129,
            0.020429,
            -0.094869
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -155779,
            -119321,
            -98961,
            -593555,
            -454257,
            -223358
        ],
        [
            1.570349,
            2.649431,
            0.927975,
            0.978315,
            1.070102,
            0.913445
        ],
        [
            61,
            30,
            31,
            61,
            30,
            31
        ],
        [
            28,
            13,
            15,
            28,
            13,
            15
        ],
        [
            33,
            17,
            16,
            33,
            17,
            16
        ],
        [
            45.901639,
            43.333333,
            48.387097,
            45.901639,
            43.333333,
            48.387097
        ],
        [
            1.850768,
            3.464641,
            0.98984,
            1.153014,
            1.399364,
            0.974341
        ],
        [
            241441,
            241441,
            61199,
            253109,
            253109,
            154958
        ],
        [
            -64613,
            -30785,
            -64613,
            -203108,
            -122247,
            -203108
        ],
        [
            182,
            170,
            194,
            182,
            170,
            194
        ],
        [
            228,
            212,
            241,
            228,
            212,
            241
        ],
        [
            143,
            138,
            150,
            143,
            138,
            150
        ],
        [
            11139,
            5110,
            6029,
            11139,
            5110,
            6029
        ],
        [
            0,
            56.158737,
            0,
            0,
            56.158737,
            0
        ],
        [
            0,
            1,
            0,
            0,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -157197,
            383518,
            -581445,
            -746704,
            -312574,
            -581445
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ZEN_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11510,
    "evaluation_days": 1918.33,
    "actual_first_datapoint_time": 1594008000000,
    "first_datapoint_time": 1596873600000,
    "last_datapoint_time": 1759737600000,
    "evaluation_time": 1759751314857,
    "expiration_time": 1764709920000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 200,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 197,
            "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)