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Trade: ZEN/USDT/720/PWMA/SSF/6333

Strategy
ZEN/USDT/720/PWMA/SSF/6333
Pair
ZEN_USDT
Interval
12h
Score
412367
Daily Profit
0.209248
Profit Factor
2.269212
Profitability
48.571429
Streak
0.000000
Best Strategy
Training Data Length
1918.500000
Evaluation Time
2025-10-06 07:54
Expiration Time
2025-12-02 15:19

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 308715.0475 401442.9718 -92727.9243 -259086.1178 -4027.7389 -255058.3788
Total P&L (%) 308.715 401.443 -92.7279 -259.0861 -4.0277 -255.0584
Avg Daily Profit (%) 0.1609 0.2092 -0.0483 0 -0.0021 0
Buy And Hold Return (%) 14.1375 14.1375 14.1375 14.1375 14.1375 14.1375
Max Trade Drawdown -175627 -153806 -70629 -341829 -185529 -244143
Profit Factor 1.3936 2.2692 0.8019 0.7474 0.9906 0.5721
Total Trades 71 35 36 71 35 36
Winning Trades 35 17 18 35 18 17
Losing Trades 36 18 18 36 17 19
Profitability (%) 49.2958 48.5714 50 49.2958 51.4286 47.2222
Ratio Avg Win / Avg Loss 1.4334 2.4027 0.8019 0.7688 0.9356 0.6394
Largest Winning Trade 162229 162229 62429 112215 112215 87807
Largest Losing Trade -162646 -48150 -162646 -162646 -74056 -162646
Avg Bars in Trades 51 55 47 51 55 47
Avg Bars in Winners 48 44 53 51 65 36
Avg Bars in Losers 53 65 41 50 44 56
Bars Traded 3631 1927 1704 3631 1927 1704
Profit Streak 16.7042 0 22.2042 0 150.7042 0
Trades During Streak 1 0 1 0 3 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -83035 412367 -580231 -672329 -579250 -581860
Evaluation Data
{
    "trading_pair": "ZEN_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3837,
    "evaluation_days": 1918.5,
    "actual_first_datapoint_time": 1593993600000,
    "first_datapoint_time": 1598875200000,
    "last_datapoint_time": 1759708800000,
    "evaluation_time": 1759726444668,
    "expiration_time": 1764681552000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 114,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 226,
            "offset": 0,
            "poles": 3
        }
    }
}
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": [
        [
            308715.0474935388,
            401442.9717570242,
            -92727.9242634855,
            -259086.1177572959,
            -4027.7389481948,
            -255058.3788091011
        ],
        [
            308.715047,
            401.442972,
            -92.727924,
            -259.086118,
            -4.027739,
            -255.058379
        ],
        [
            0.160915,
            0.209248,
            -0.048334,
            0,
            -0.002143,
            0
        ],
        [
            14.137484,
            14.137484,
            14.137484,
            14.137484,
            14.137484,
            14.137484
        ],
        [
            -175627,
            -153806,
            -70629,
            -341829,
            -185529,
            -244143
        ],
        [
            1.393607,
            2.269212,
            0.801876,
            0.747448,
            0.99063,
            0.572069
        ],
        [
            71,
            35,
            36,
            71,
            35,
            36
        ],
        [
            35,
            17,
            18,
            35,
            18,
            17
        ],
        [
            36,
            18,
            18,
            36,
            17,
            19
        ],
        [
            49.295775,
            48.571429,
            50,
            49.295775,
            51.428571,
            47.222222
        ],
        [
            1.433424,
            2.402695,
            0.801876,
            0.768803,
            0.935595,
            0.639371
        ],
        [
            162229,
            162229,
            62429,
            112215,
            112215,
            87807
        ],
        [
            -162646,
            -48150,
            -162646,
            -162646,
            -74056,
            -162646
        ],
        [
            51,
            55,
            47,
            51,
            55,
            47
        ],
        [
            48,
            44,
            53,
            51,
            65,
            36
        ],
        [
            53,
            65,
            41,
            50,
            44,
            56
        ],
        [
            3631,
            1927,
            1704,
            3631,
            1927,
            1704
        ],
        [
            16.704221,
            0,
            22.204221,
            0,
            150.704221,
            0
        ],
        [
            1,
            0,
            1,
            0,
            3,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -83035,
            412367,
            -580231,
            -672329,
            -579250,
            -581860
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ZEN_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3837,
    "evaluation_days": 1918.5,
    "actual_first_datapoint_time": 1593993600000,
    "first_datapoint_time": 1598875200000,
    "last_datapoint_time": 1759708800000,
    "evaluation_time": 1759726444668,
    "expiration_time": 1764681552000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 114,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 226,
            "offset": 0,
            "poles": 3
        }
    }
}

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)