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Trade: ZEN/USDT/720/JMA/FWMA/3271

Strategy
ZEN/USDT/720/JMA/FWMA/3271
Pair
ZEN_USDT
Interval
12h
Score
367005
Daily Profit
0.260533
Profit Factor
3.649684
Profitability
37.931034
Streak
0.000000
Best Strategy
Training Data Length
1913.000000
Evaluation Time
2025-10-01 02:24
Expiration Time
2025-11-26 23:21

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 571039.6011 498399.1857 72640.4155 450707.0858 1563726.7926 -1113019.7068
Total P&L (%) 571.0396 498.3992 72.6404 450.7071 1563.7268 -1113.0197
Avg Daily Profit (%) 0.2985 0.2605 0.038 0.0892 0.1471 0
Buy And Hold Return (%) 40.132 40.132 40.132 40.132 40.132 40.132
Max Trade Drawdown -143217 -109825 -76354 -1730586 -414168 -1730586
Profit Factor 2.2512 3.6497 1.2707 1.128 2.6345 0.5661
Total Trades 57 29 28 57 29 28
Winning Trades 24 11 13 24 11 13
Losing Trades 33 18 15 33 18 15
Profitability (%) 42.1053 37.931 46.4286 42.1053 37.931 46.4286
Ratio Avg Win / Avg Loss 3.0954 5.9722 1.4662 1.551 4.3109 0.6532
Largest Winning Trade 289408 289408 64274 1029988 1029988 369307
Largest Losing Trade -76354 -18911 -76354 -1730586 -165408 -1730586
Avg Bars in Trades 61 49 73 61 49 73
Avg Bars in Winners 113 84 137 113 84 137
Avg Bars in Losers 23 28 18 23 28 18
Bars Traded 3506 1439 2067 3506 1439 2067
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 -169405 367005 -172871 -335062 143943 -603222
Evaluation Data
{
    "trading_pair": "ZEN_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3826,
    "evaluation_days": 1913,
    "actual_first_datapoint_time": 1593993600000,
    "first_datapoint_time": 1604620800000,
    "last_datapoint_time": 1759233600000,
    "evaluation_time": 1759274679576,
    "expiration_time": 1764192096000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "jma",
        "factors": {
            "length": 247,
            "offset": 0
        }
    },
    "second_band": {
        "type": "fwma",
        "factors": {
            "length": 206,
            "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": [
        [
            571039.6011242089,
            498399.1856523496,
            72640.4154718594,
            450707.0857850566,
            1563726.7926279423,
            -1113019.7068428858
        ],
        [
            571.039601,
            498.399186,
            72.640415,
            450.707086,
            1563.726793,
            -1113.019707
        ],
        [
            0.298505,
            0.260533,
            0.037972,
            0.089221,
            0.147084,
            0
        ],
        [
            40.132049,
            40.132049,
            40.132049,
            40.132049,
            40.132049,
            40.132049
        ],
        [
            -143217,
            -109825,
            -76354,
            -1730586,
            -414168,
            -1730586
        ],
        [
            2.251165,
            3.649684,
            1.270734,
            1.127971,
            2.634468,
            0.566111
        ],
        [
            57,
            29,
            28,
            57,
            29,
            28
        ],
        [
            24,
            11,
            13,
            24,
            11,
            13
        ],
        [
            33,
            18,
            15,
            33,
            18,
            15
        ],
        [
            42.105263,
            37.931034,
            46.428571,
            42.105263,
            37.931034,
            46.428571
        ],
        [
            3.095352,
            5.97221,
            1.466232,
            1.550961,
            4.310947,
            0.653205
        ],
        [
            289408,
            289408,
            64274,
            1029988,
            1029988,
            369307
        ],
        [
            -76354,
            -18911,
            -76354,
            -1730586,
            -165408,
            -1730586
        ],
        [
            61,
            49,
            73,
            61,
            49,
            73
        ],
        [
            113,
            84,
            137,
            113,
            84,
            137
        ],
        [
            23,
            28,
            18,
            23,
            28,
            18
        ],
        [
            3506,
            1439,
            2067,
            3506,
            1439,
            2067
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -169405,
            367005,
            -172871,
            -335062,
            143943,
            -603222
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ZEN_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3826,
    "evaluation_days": 1913,
    "actual_first_datapoint_time": 1593993600000,
    "first_datapoint_time": 1604620800000,
    "last_datapoint_time": 1759233600000,
    "evaluation_time": 1759274679576,
    "expiration_time": 1764192096000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "jma",
        "factors": {
            "length": 247,
            "offset": 0
        }
    },
    "second_band": {
        "type": "fwma",
        "factors": {
            "length": 206,
            "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)