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Trade: ZEN/USDT/720/HILO/HWMA/3169

Strategy
ZEN/USDT/720/HILO/HWMA/3169
Pair
ZEN_USDT
Interval
12h
Score
421214
Daily Profit
0.223623
Profit Factor
1.538085
Profitability
48.750000
Streak
55.124489
Best Strategy
Training Data Length
1922.500000
Evaluation Time
2025-10-10 05:59
Expiration Time
2025-12-06 18:12

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 404923.3785 429914.454 -24991.0755 -12160.7513 316277.5316 -328438.2829
Total P&L (%) 404.9234 429.9145 -24.9911 -12.1608 316.2775 -328.4383
Avg Daily Profit (%) 0.2106 0.2236 -0.013 -0.0067 0.0742 0
Buy And Hold Return (%) 65.8281 65.8281 65.8281 65.8281 65.8281 65.8281
Max Trade Drawdown -320452 -218033 -174441 -1056500 -976665 -694181
Profit Factor 1.2482 1.5381 0.97 0.9975 1.1293 0.8616
Total Trades 320 160 160 320 160 160
Winning Trades 165 78 87 165 78 87
Losing Trades 155 82 73 155 82 73
Profitability (%) 51.5625 48.75 54.375 51.5625 48.75 54.375
Ratio Avg Win / Avg Loss 1.1725 1.617 0.8139 0.937 1.1872 0.723
Largest Winning Trade 126704 126704 30249 336194 336194 221937
Largest Losing Trade -40384 -40384 -34128 -282135 -282135 -228113
Avg Bars in Trades 11 11 11 11 11 11
Avg Bars in Winners 11 12 11 11 12 11
Avg Bars in Losers 11 11 11 11 11 11
Bars Traded 3814 1915 1899 3814 1915 1899
Profit Streak 0 55.1245 0 0 55.1245 0
Trades During Streak 0 4 0 0 4 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 326407 421214 -579650 -578624 -172156 -579650
Evaluation Data
{
    "trading_pair": "ZEN_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3845,
    "evaluation_days": 1922.5,
    "actual_first_datapoint_time": 1593993600000,
    "first_datapoint_time": 1595116800000,
    "last_datapoint_time": 1760054400000,
    "evaluation_time": 1760065155889,
    "expiration_time": 1765037520000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.28066,
            "nb": 0.1,
            "nc": 0.89028
        }
    }
}
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": [
        [
            404923.3785094031,
            429914.4540456224,
            -24991.0755362192,
            -12160.7513174496,
            316277.5315528605,
            -328438.2828703105
        ],
        [
            404.923379,
            429.914454,
            -24.991076,
            -12.160751,
            316.277532,
            -328.438283
        ],
        [
            0.210623,
            0.223623,
            -0.012999,
            -0.006744,
            0.074211,
            0
        ],
        [
            65.828066,
            65.828066,
            65.828066,
            65.828066,
            65.828066,
            65.828066
        ],
        [
            -320452,
            -218033,
            -174441,
            -1056500,
            -976665,
            -694181
        ],
        [
            1.248176,
            1.538085,
            0.969985,
            0.997477,
            1.129269,
            0.861639
        ],
        [
            320,
            160,
            160,
            320,
            160,
            160
        ],
        [
            165,
            78,
            87,
            165,
            78,
            87
        ],
        [
            155,
            82,
            73,
            155,
            82,
            73
        ],
        [
            51.5625,
            48.75,
            54.375,
            51.5625,
            48.75,
            54.375
        ],
        [
            1.172529,
            1.616961,
            0.813896,
            0.937024,
            1.18718,
            0.722984
        ],
        [
            126704,
            126704,
            30249,
            336194,
            336194,
            221937
        ],
        [
            -40384,
            -40384,
            -34128,
            -282135,
            -282135,
            -228113
        ],
        [
            11,
            11,
            11,
            11,
            11,
            11
        ],
        [
            11,
            12,
            11,
            11,
            12,
            11
        ],
        [
            11,
            11,
            11,
            11,
            11,
            11
        ],
        [
            3814,
            1915,
            1899,
            3814,
            1915,
            1899
        ],
        [
            0,
            55.124489,
            0,
            0,
            55.124489,
            0
        ],
        [
            0,
            4,
            0,
            0,
            4,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            326407,
            421214,
            -579650,
            -578624,
            -172156,
            -579650
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ZEN_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3845,
    "evaluation_days": 1922.5,
    "actual_first_datapoint_time": 1593993600000,
    "first_datapoint_time": 1595116800000,
    "last_datapoint_time": 1760054400000,
    "evaluation_time": 1760065155889,
    "expiration_time": 1765037520000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.28066,
            "nb": 0.1,
            "nc": 0.89028
        }
    }
}

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)