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Trade: ZEN/USDT/720/PWMA/JMA/6475

Strategy
ZEN/USDT/720/PWMA/JMA/6475
Pair
ZEN_USDT
Interval
12h
Score
376065
Daily Profit
0.210511
Profit Factor
2.443968
Profitability
45.161290
Streak
0.000000
Best Strategy
Training Data Length
1919.000000
Evaluation Time
2025-10-06 19:44
Expiration Time
2025-12-03 03:40

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 470366.1994 403970.4069 66395.7926 196152.6574 88957.8886 107194.7689
Total P&L (%) 470.3662 403.9704 66.3958 196.1527 88.9579 107.1948
Avg Daily Profit (%) 0.2451 0.2105 0.0346 0.0566 0.0332 0.038
Buy And Hold Return (%) 46.557 46.557 46.557 46.557 46.557 46.557
Max Trade Drawdown -191112 -170804 -72358 -884714 -744164 -262507
Profit Factor 1.929 2.444 1.2931 1.1051 1.0839 1.1328
Total Trades 62 31 31 62 31 31
Winning Trades 31 14 17 31 14 17
Losing Trades 31 17 14 31 17 14
Profitability (%) 50 45.1613 54.8387 50 45.1613 54.8387
Ratio Avg Win / Avg Loss 1.929 2.9677 1.0649 1.1051 1.3162 0.9329
Largest Winning Trade 288659 288659 52670 217049 214173 217049
Largest Losing Trade -45887 -34864 -45887 -275554 -275554 -251141
Avg Bars in Trades 57 54 60 57 54 60
Avg Bars in Winners 62 58 65 62 58 65
Avg Bars in Losers 52 50 54 52 50 54
Bars Traded 3547 1682 1865 3547 1682 1865
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 -146829 376065 -179253 -382826 -286186 -222542
Evaluation Data
{
    "trading_pair": "ZEN_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3838,
    "evaluation_days": 1919,
    "actual_first_datapoint_time": 1593993600000,
    "first_datapoint_time": 1602417600000,
    "last_datapoint_time": 1759752000000,
    "evaluation_time": 1759769077728,
    "expiration_time": 1764726048000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 134,
            "offset": 0
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 196,
            "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": [
        [
            470366.1994387429,
            403970.4068545251,
            66395.7925842178,
            196152.6574434754,
            88957.888570422,
            107194.7688730535
        ],
        [
            470.366199,
            403.970407,
            66.395793,
            196.152657,
            88.957889,
            107.194769
        ],
        [
            0.24511,
            0.210511,
            0.034599,
            0.056593,
            0.033166,
            0.037969
        ],
        [
            46.556995,
            46.556995,
            46.556995,
            46.556995,
            46.556995,
            46.556995
        ],
        [
            -191112,
            -170804,
            -72358,
            -884714,
            -744164,
            -262507
        ],
        [
            1.929016,
            2.443968,
            1.293084,
            1.105075,
            1.083938,
            1.132834
        ],
        [
            62,
            31,
            31,
            62,
            31,
            31
        ],
        [
            31,
            14,
            17,
            31,
            14,
            17
        ],
        [
            31,
            17,
            14,
            31,
            17,
            14
        ],
        [
            50,
            45.16129,
            54.83871,
            50,
            45.16129,
            54.83871
        ],
        [
            1.929016,
            2.967676,
            1.064893,
            1.105075,
            1.316211,
            0.932922
        ],
        [
            288659,
            288659,
            52670,
            217049,
            214173,
            217049
        ],
        [
            -45887,
            -34864,
            -45887,
            -275554,
            -275554,
            -251141
        ],
        [
            57,
            54,
            60,
            57,
            54,
            60
        ],
        [
            62,
            58,
            65,
            62,
            58,
            65
        ],
        [
            52,
            50,
            54,
            52,
            50,
            54
        ],
        [
            3547,
            1682,
            1865,
            3547,
            1682,
            1865
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -146829,
            376065,
            -179253,
            -382826,
            -286186,
            -222542
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ZEN_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3838,
    "evaluation_days": 1919,
    "actual_first_datapoint_time": 1593993600000,
    "first_datapoint_time": 1602417600000,
    "last_datapoint_time": 1759752000000,
    "evaluation_time": 1759769077728,
    "expiration_time": 1764726048000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 134,
            "offset": 0
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 196,
            "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)