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Trade: ZEN/USDT/720/BBM/SMA/8500

Strategy
ZEN/USDT/720/BBM/SMA/8500
Pair
ZEN_USDT
Interval
12h
Score
564277
Daily Profit
0.273419
Profit Factor
3.271458
Profitability
51.219512
Streak
56.603796
Best Strategy
Training Data Length
1924.000000
Evaluation Time
2025-10-11 17:29
Expiration Time
2025-12-08 07:16

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 568968.3966 526059.0843 42909.3123 113350.0771 584336.1068 -470986.0297
Total P&L (%) 568.9684 526.0591 42.9093 113.3501 584.3361 -470.986
Avg Daily Profit (%) 0.2957 0.2734 0.0223 0.0394 0.1 0
Buy And Hold Return (%) 17.6881 17.6881 17.6881 17.6881 17.6881 17.6881
Max Trade Drawdown -155488 -72890 -99352 -1658549 -663786 -1221898
Profit Factor 1.9648 3.2715 1.1198 1.021 1.2894 0.8605
Total Trades 83 41 42 83 41 42
Winning Trades 45 21 24 45 21 24
Losing Trades 38 20 18 38 20 18
Profitability (%) 54.2169 51.2195 57.1429 54.2169 51.2195 57.1429
Ratio Avg Win / Avg Loss 1.6592 3.1157 0.8399 0.8622 1.228 0.6454
Largest Winning Trade 288590 288590 56215 594000 594000 457454
Largest Losing Trade -83565 -33261 -83565 -914396 -545354 -914396
Avg Bars in Trades 44 42 46 44 42 46
Avg Bars in Winners 53 49 56 53 49 56
Avg Bars in Losers 34 35 33 34 35 33
Bars Traded 3703 1743 1960 3703 1743 1960
Profit Streak 0 56.6038 0 0 56.6038 0
Trades During Streak 0 1 0 0 1 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 426864 564277 -256539 -340496 -58264 -579808
Evaluation Data
{
    "trading_pair": "ZEN_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3848,
    "evaluation_days": 1924,
    "actual_first_datapoint_time": 1593993600000,
    "first_datapoint_time": 1596888000000,
    "last_datapoint_time": 1760184000000,
    "evaluation_time": 1760192967945,
    "expiration_time": 1765171008000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "bbm",
        "factors": {
            "length": 68,
            "offset": 0,
            "std": 1.40465
        }
    },
    "second_band": {
        "type": "sma",
        "factors": {
            "length": 59,
            "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": [
        [
            568968.3966326396,
            526059.0842941729,
            42909.3123384666,
            113350.0771261253,
            584336.1068271642,
            -470986.029701039
        ],
        [
            568.968397,
            526.059084,
            42.909312,
            113.350077,
            584.336107,
            -470.98603
        ],
        [
            0.295722,
            0.273419,
            0.022302,
            0.039393,
            0.100013,
            0
        ],
        [
            17.688073,
            17.688073,
            17.688073,
            17.688073,
            17.688073,
            17.688073
        ],
        [
            -155488,
            -72890,
            -99352,
            -1658549,
            -663786,
            -1221898
        ],
        [
            1.964844,
            3.271458,
            1.119823,
            1.021005,
            1.289418,
            0.860545
        ],
        [
            83,
            41,
            42,
            83,
            41,
            42
        ],
        [
            45,
            21,
            24,
            45,
            21,
            24
        ],
        [
            38,
            20,
            18,
            38,
            20,
            18
        ],
        [
            54.216867,
            51.219512,
            57.142857,
            54.216867,
            51.219512,
            57.142857
        ],
        [
            1.659202,
            3.115675,
            0.839868,
            0.862182,
            1.228017,
            0.645409
        ],
        [
            288590,
            288590,
            56215,
            594000,
            594000,
            457454
        ],
        [
            -83565,
            -33261,
            -83565,
            -914396,
            -545354,
            -914396
        ],
        [
            44,
            42,
            46,
            44,
            42,
            46
        ],
        [
            53,
            49,
            56,
            53,
            49,
            56
        ],
        [
            34,
            35,
            33,
            34,
            35,
            33
        ],
        [
            3703,
            1743,
            1960,
            3703,
            1743,
            1960
        ],
        [
            0,
            56.603796,
            0,
            0,
            56.603796,
            0
        ],
        [
            0,
            1,
            0,
            0,
            1,
            0
        ],
        [
            0.8,
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            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            426864,
            564277,
            -256539,
            -340496,
            -58264,
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        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ZEN_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3848,
    "evaluation_days": 1924,
    "actual_first_datapoint_time": 1593993600000,
    "first_datapoint_time": 1596888000000,
    "last_datapoint_time": 1760184000000,
    "evaluation_time": 1760192967945,
    "expiration_time": 1765171008000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "bbm",
        "factors": {
            "length": 68,
            "offset": 0,
            "std": 1.40465
        }
    },
    "second_band": {
        "type": "sma",
        "factors": {
            "length": 59,
            "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)