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Trade: ZEN/USDT/480/PWMA/MIDPOINT/2115

Strategy
ZEN/USDT/480/PWMA/MIDPOINT/2115
Pair
ZEN_USDT
Interval
8h
Score
423800
Daily Profit
0.240883
Profit Factor
2.578942
Profitability
45.714286
Streak
102.071637
Best Strategy
Training Data Length
1914.670000
Evaluation Time
2025-10-02 12:43
Expiration Time
2025-11-28 20:33

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 531912.646 461211.6255 70701.0205 532645.2173 85867.675 446777.5424
Total P&L (%) 531.9126 461.2116 70.701 532.6452 85.8677 446.7775
Avg Daily Profit (%) 0.2778 0.2409 0.0369 0.0964 0.0324 0.0888
Buy And Hold Return (%) 61.8759 61.8759 61.8759 61.8759 61.8759 61.8759
Max Trade Drawdown -224323 -198300 -86882 -849268 -744374 -236475
Profit Factor 2.0466 2.5789 1.3271 1.2539 1.0589 1.6983
Total Trades 70 35 35 70 35 35
Winning Trades 33 16 17 33 16 17
Losing Trades 37 19 18 37 19 18
Profitability (%) 47.1429 45.7143 48.5714 47.1429 45.7143 48.5714
Ratio Avg Win / Avg Loss 2.2946 3.0625 1.4052 1.4059 1.2574 1.7982
Largest Winning Trade 234667 234667 42730 519301 519301 294912
Largest Losing Trade -49786 -49786 -37999 -515537 -515537 -117606
Avg Bars in Trades 76 113 40 76 113 40
Avg Bars in Winners 84 112 58 84 112 58
Avg Bars in Losers 69 114 22 69 114 22
Bars Traded 5374 3968 1406 5374 3968 1406
Profit Streak 86.405 102.0716 86.405 86.405 102.0716 86.405
Trades During Streak 2 1 1 2 1 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -86335 423800 -264734 -162990 -351642 -71236
Evaluation Data
{
    "trading_pair": "ZEN_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5744,
    "evaluation_days": 1914.67,
    "actual_first_datapoint_time": 1593993600000,
    "first_datapoint_time": 1600041600000,
    "last_datapoint_time": 1759392000000,
    "evaluation_time": 1759398189471,
    "expiration_time": 1764354816000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 151,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 211,
            "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": [
        [
            531912.646012074,
            461211.6255421732,
            70701.0204699008,
            532645.217333753,
            85867.6749740955,
            446777.5423596572
        ],
        [
            531.912646,
            461.211626,
            70.70102,
            532.645217,
            85.867675,
            446.777542
        ],
        [
            0.277809,
            0.240883,
            0.036926,
            0.096394,
            0.03238,
            0.088769
        ],
        [
            61.875897,
            61.875897,
            61.875897,
            61.875897,
            61.875897,
            61.875897
        ],
        [
            -224323,
            -198300,
            -86882,
            -849268,
            -744374,
            -236475
        ],
        [
            2.046558,
            2.578942,
            1.327095,
            1.253896,
            1.058892,
            1.698273
        ],
        [
            70,
            35,
            35,
            70,
            35,
            35
        ],
        [
            33,
            16,
            17,
            33,
            16,
            17
        ],
        [
            37,
            19,
            18,
            37,
            19,
            18
        ],
        [
            47.142857,
            45.714286,
            48.571429,
            47.142857,
            45.714286,
            48.571429
        ],
        [
            2.294625,
            3.062494,
            1.40516,
            1.405883,
            1.257434,
            1.798171
        ],
        [
            234667,
            234667,
            42730,
            519301,
            519301,
            294912
        ],
        [
            -49786,
            -49786,
            -37999,
            -515537,
            -515537,
            -117606
        ],
        [
            76,
            113,
            40,
            76,
            113,
            40
        ],
        [
            84,
            112,
            58,
            84,
            112,
            58
        ],
        [
            69,
            114,
            22,
            69,
            114,
            22
        ],
        [
            5374,
            3968,
            1406,
            5374,
            3968,
            1406
        ],
        [
            86.404971,
            102.071637,
            86.404971,
            86.404971,
            102.071637,
            86.404971
        ],
        [
            2,
            1,
            1,
            2,
            1,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -86335,
            423800,
            -264734,
            -162990,
            -351642,
            -71236
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ZEN_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5744,
    "evaluation_days": 1914.67,
    "actual_first_datapoint_time": 1593993600000,
    "first_datapoint_time": 1600041600000,
    "last_datapoint_time": 1759392000000,
    "evaluation_time": 1759398189471,
    "expiration_time": 1764354816000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 151,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 211,
            "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)