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Trade: ZEN/USDT/480/MIDPRICE/HWMA/7747

Strategy
ZEN/USDT/480/MIDPRICE/HWMA/7747
Pair
ZEN_USDT
Interval
8h
Score
415705
Daily Profit
0.214236
Profit Factor
1.464201
Profitability
48.469388
Streak
32.361079
Best Strategy
Training Data Length
1915.670000
Evaluation Time
2025-10-03 19:39
Expiration Time
2025-11-29 21:16

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 395041.5878 410406.3405 -15364.7527 -115994.3089 144669.7003 -260664.0091
Total P&L (%) 395.0416 410.4063 -15.3648 -115.9943 144.6697 -260.664
Avg Daily Profit (%) 0.2062 0.2142 -0.008 0 0.0467 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -173518 -115952 -186956 -608129 -347202 -479511
Profit Factor 1.2079 1.4642 0.9849 0.9645 1.0983 0.8545
Total Trades 392 196 196 392 196 196
Winning Trades 204 95 109 195 97 98
Losing Trades 188 101 87 197 99 98
Profitability (%) 52.0408 48.4694 55.6122 49.7449 49.4898 50
Ratio Avg Win / Avg Loss 1.1132 1.5567 0.7861 0.9743 1.1209 0.8545
Largest Winning Trade 124842 124842 37977 133596 111572 133596
Largest Losing Trade -106881 -43037 -106881 -159914 -84791 -159914
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 5596 2796 2800 5596 2796 2800
Profit Streak 27.6944 32.3611 27.6944 0 0 0
Trades During Streak 5 3 2 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 407723 415705 -578290 -578550 -242375 -580029
Evaluation Data
{
    "trading_pair": "ZEN_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5747,
    "evaluation_days": 1915.67,
    "actual_first_datapoint_time": 1593993600000,
    "first_datapoint_time": 1597881600000,
    "last_datapoint_time": 1759478400000,
    "evaluation_time": 1759509597266,
    "expiration_time": 1764443808000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 136,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.2,
            "nb": 0.1,
            "nc": 0.68991
        }
    }
}
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": [
        [
            395041.587773108,
            410406.3405194326,
            -15364.7527463246,
            -115994.3088544708,
            144669.7002926231,
            -260664.0091470941
        ],
        [
            395.041588,
            410.406341,
            -15.364753,
            -115.994309,
            144.6697,
            -260.664009
        ],
        [
            0.206216,
            0.214236,
            -0.008021,
            0,
            0.046717,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -173518,
            -115952,
            -186956,
            -608129,
            -347202,
            -479511
        ],
        [
            1.20794,
            1.464201,
            0.984872,
            0.964456,
            1.09829,
            0.854505
        ],
        [
            392,
            196,
            196,
            392,
            196,
            196
        ],
        [
            204,
            95,
            109,
            195,
            97,
            98
        ],
        [
            188,
            101,
            87,
            197,
            99,
            98
        ],
        [
            52.040816,
            48.469388,
            55.612245,
            49.744898,
            49.489796,
            50
        ],
        [
            1.1132,
            1.556677,
            0.786091,
            0.974348,
            1.120935,
            0.854505
        ],
        [
            124842,
            124842,
            37977,
            133596,
            111572,
            133596
        ],
        [
            -106881,
            -43037,
            -106881,
            -159914,
            -84791,
            -159914
        ],
        [
            14,
            14,
            14,
            14,
            14,
            14
        ],
        [
            14,
            14,
            14,
            14,
            14,
            14
        ],
        [
            14,
            14,
            14,
            14,
            14,
            14
        ],
        [
            5596,
            2796,
            2800,
            5596,
            2796,
            2800
        ],
        [
            27.694413,
            32.361079,
            27.694413,
            0,
            0,
            0
        ],
        [
            5,
            3,
            2,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            407723,
            415705,
            -578290,
            -578550,
            -242375,
            -580029
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ZEN_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5747,
    "evaluation_days": 1915.67,
    "actual_first_datapoint_time": 1593993600000,
    "first_datapoint_time": 1597881600000,
    "last_datapoint_time": 1759478400000,
    "evaluation_time": 1759509597266,
    "expiration_time": 1764443808000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 136,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.2,
            "nb": 0.1,
            "nc": 0.68991
        }
    }
}

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)