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Trade: ZEN/USDT/720/SINWMA/SWMA/9066

Strategy
ZEN/USDT/720/SINWMA/SWMA/9066
Pair
ZEN_USDT
Interval
12h
Score
480129
Daily Profit
0.277934
Profit Factor
3.427348
Profitability
45.161290
Streak
0.000000
Best Strategy
Training Data Length
1919.000000
Evaluation Time
2025-10-07 01:33
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 627963.2888 533355.4607 94607.828 918876.9956 218269.7146 700607.281
Total P&L (%) 627.9633 533.3555 94.6078 918.877 218.2697 700.6073
Avg Daily Profit (%) 0.3272 0.2779 0.0493 0.121 0.0603 0.1085
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -90440 -81686 -79500 -2006235 -1196358 -1093188
Profit Factor 2.3098 3.4273 1.3643 1.1478 1.069 1.2294
Total Trades 63 31 32 63 31 32
Winning Trades 27 14 13 27 14 13
Losing Trades 36 17 19 36 17 19
Profitability (%) 42.8571 45.1613 40.625 42.8571 45.1613 40.625
Ratio Avg Win / Avg Loss 3.0797 4.1618 1.9939 1.5304 1.2981 1.7968
Largest Winning Trade 287894 287894 58390 1159597 1159597 1115210
Largest Losing Trade -44874 -26555 -44874 -829402 -524837 -829402
Avg Bars in Trades 59 53 65 59 53 65
Avg Bars in Winners 96 81 112 96 81 112
Avg Bars in Losers 31 30 32 31 30 32
Bars Traded 3730 1650 2080 3730 1650 2080
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 -140532 480129 -129162 -241934 -258906 -50692
Evaluation Data
{
    "trading_pair": "ZEN_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3838,
    "evaluation_days": 1919,
    "actual_first_datapoint_time": 1593993600000,
    "first_datapoint_time": 1596844800000,
    "last_datapoint_time": 1759752000000,
    "evaluation_time": 1759790013250,
    "expiration_time": 1764726048000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 67,
            "offset": 0
        }
    },
    "second_band": {
        "type": "swma",
        "factors": {
            "length": 25,
            "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": [
        [
            627963.288789311,
            533355.4607429483,
            94607.8280463629,
            918876.9955703969,
            218269.7145900941,
            700607.2809803035
        ],
        [
            627.963289,
            533.355461,
            94.607828,
            918.876996,
            218.269715,
            700.607281
        ],
        [
            0.327235,
            0.277934,
            0.049301,
            0.121037,
            0.060348,
            0.108459
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -90440,
            -81686,
            -79500,
            -2006235,
            -1196358,
            -1093188
        ],
        [
            2.309788,
            3.427348,
            1.364281,
            1.147767,
            1.068986,
            1.229374
        ],
        [
            63,
            31,
            32,
            63,
            31,
            32
        ],
        [
            27,
            14,
            13,
            27,
            14,
            13
        ],
        [
            36,
            17,
            19,
            36,
            17,
            19
        ],
        [
            42.857143,
            45.16129,
            40.625,
            42.857143,
            45.16129,
            40.625
        ],
        [
            3.079717,
            4.16178,
            1.993949,
            1.530357,
            1.298054,
            1.796778
        ],
        [
            287894,
            287894,
            58390,
            1159597,
            1159597,
            1115210
        ],
        [
            -44874,
            -26555,
            -44874,
            -829402,
            -524837,
            -829402
        ],
        [
            59,
            53,
            65,
            59,
            53,
            65
        ],
        [
            96,
            81,
            112,
            96,
            81,
            112
        ],
        [
            31,
            30,
            32,
            31,
            30,
            32
        ],
        [
            3730,
            1650,
            2080,
            3730,
            1650,
            2080
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -140532,
            480129,
            -129162,
            -241934,
            -258906,
            -50692
        ]
    ]
}
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": 1596844800000,
    "last_datapoint_time": 1759752000000,
    "evaluation_time": 1759790013250,
    "expiration_time": 1764726048000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 67,
            "offset": 0
        }
    },
    "second_band": {
        "type": "swma",
        "factors": {
            "length": 25,
            "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)