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Trade: ZEN/USDT/240/SWMA/JMA/2120

Strategy
ZEN/USDT/240/SWMA/JMA/2120
Pair
ZEN_USDT
Interval
4h
Score
384589
Daily Profit
0.188986
Profit Factor
2.312735
Profitability
46.875000
Streak
0.000000
Best Strategy
Training Data Length
1910.500000
Evaluation Time
2025-09-28 17:49
Expiration Time
2025-11-24 21:33

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 359869.6138 361058.3678 -1188.754 -53895.3948 428741.866 -482637.2607
Total P&L (%) 359.8696 361.0584 -1.1888 -53.8954 428.7419 -482.6373
Avg Daily Profit (%) 0.1884 0.189 -0.0006 -0.0405 0.0872 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -93745 -125014 -110104 -884343 -752238 -556685
Profit Factor 1.5956 2.3127 0.9964 0.9786 1.3851 0.6577
Total Trades 64 32 32 64 32 32
Winning Trades 27 15 12 27 15 12
Losing Trades 37 17 20 37 17 20
Profitability (%) 42.1875 46.875 37.5 42.1875 46.875 37.5
Ratio Avg Win / Avg Loss 2.1865 2.6211 1.6606 1.3411 1.5697 1.0962
Largest Winning Trade 275565 275565 69142 486127 486127 217093
Largest Losing Trade -87016 -33203 -87016 -454398 -192089 -454398
Avg Bars in Trades 173 145 202 173 145 202
Avg Bars in Winners 274 201 365 274 201 365
Avg Bars in Losers 100 96 104 100 96 104
Bars Traded 11134 4655 6479 11134 4655 6479
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 -136292 384589 -582893 -725927 -76065 -584004
Evaluation Data
{
    "trading_pair": "ZEN_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11463,
    "evaluation_days": 1910.5,
    "actual_first_datapoint_time": 1594008000000,
    "first_datapoint_time": 1596787200000,
    "last_datapoint_time": 1759060800000,
    "evaluation_time": 1759070954518,
    "expiration_time": 1764012816000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "swma",
        "factors": {
            "length": 141,
            "offset": 0
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 194,
            "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": [
        [
            359869.6137863884,
            361058.3678093698,
            -1188.7540229815,
            -53895.394769743,
            428741.8659736121,
            -482637.2607433549
        ],
        [
            359.869614,
            361.058368,
            -1.188754,
            -53.895395,
            428.741866,
            -482.637261
        ],
        [
            0.188364,
            0.188986,
            -0.000622,
            -0.040518,
            0.087205,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -93745,
            -125014,
            -110104,
            -884343,
            -752238,
            -556685
        ],
        [
            1.595566,
            2.312735,
            0.996389,
            0.978643,
            1.385072,
            0.657748
        ],
        [
            64,
            32,
            32,
            64,
            32,
            32
        ],
        [
            27,
            15,
            12,
            27,
            15,
            12
        ],
        [
            37,
            17,
            20,
            37,
            17,
            20
        ],
        [
            42.1875,
            46.875,
            37.5,
            42.1875,
            46.875,
            37.5
        ],
        [
            2.186516,
            2.6211,
            1.660648,
            1.341104,
            1.569748,
            1.096247
        ],
        [
            275565,
            275565,
            69142,
            486127,
            486127,
            217093
        ],
        [
            -87016,
            -33203,
            -87016,
            -454398,
            -192089,
            -454398
        ],
        [
            173,
            145,
            202,
            173,
            145,
            202
        ],
        [
            274,
            201,
            365,
            274,
            201,
            365
        ],
        [
            100,
            96,
            104,
            100,
            96,
            104
        ],
        [
            11134,
            4655,
            6479,
            11134,
            4655,
            6479
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -136292,
            384589,
            -582893,
            -725927,
            -76065,
            -584004
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ZEN_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11463,
    "evaluation_days": 1910.5,
    "actual_first_datapoint_time": 1594008000000,
    "first_datapoint_time": 1596787200000,
    "last_datapoint_time": 1759060800000,
    "evaluation_time": 1759070954518,
    "expiration_time": 1764012816000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "swma",
        "factors": {
            "length": 141,
            "offset": 0
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 194,
            "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)