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Trade: ZEN/USDT/720/HILO/DCM/5486

Strategy
ZEN/USDT/720/HILO/DCM/5486
Pair
ZEN_USDT
Interval
12h
Score
464543
Daily Profit
0.174549
Profit Factor
1.870962
Profitability
62.500000
Streak
127.516382
Best Strategy
Training Data Length
1917.000000
Evaluation Time
2025-10-05 03:23
Expiration Time
2025-12-01 02:14

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 263774.1354 334610.357 -70836.2216 -177404.8904 216830.0924 -394234.9829
Total P&L (%) 263.7741 334.6104 -70.8362 -177.4049 216.8301 -394.235
Avg Daily Profit (%) 0.1376 0.1745 -0.037 0 0.0602 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -218168 -163676 -194764 -1272731 -453795 -933661
Profit Factor 1.3121 1.871 0.8463 0.9107 1.2964 0.6858
Total Trades 96 48 48 96 48 48
Winning Trades 58 30 28 40 20 20
Losing Trades 38 18 20 56 28 28
Profitability (%) 60.4167 62.5 58.3333 41.6667 41.6667 41.6667
Ratio Avg Win / Avg Loss 0.8597 1.1226 0.6045 1.275 1.8149 0.9601
Largest Winning Trade 172694 172694 44336 377606 336047 377606
Largest Losing Trade -155113 -58790 -155113 -716827 -264983 -716827
Avg Bars in Trades 37 55 19 37 55 19
Avg Bars in Winners 31 45 17 49 79 20
Avg Bars in Losers 46 73 22 29 38 19
Bars Traded 3623 2672 951 3623 2672 951
Profit Streak 0 127.5164 0 51.5164 0 63.5164
Trades During Streak 0 3 0 1 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -9246 464543 -579331 -581532 -114553 -583093
Evaluation Data
{
    "trading_pair": "ZEN_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3834,
    "evaluation_days": 1917,
    "actual_first_datapoint_time": 1593993600000,
    "first_datapoint_time": 1597968000000,
    "last_datapoint_time": 1759579200000,
    "evaluation_time": 1759623815379,
    "expiration_time": 1764548064000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 93,
            "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": [
        [
            263774.1353641999,
            334610.3569776927,
            -70836.2216134927,
            -177404.8904268274,
            216830.0924340574,
            -394234.9828608847
        ],
        [
            263.774135,
            334.610357,
            -70.836222,
            -177.40489,
            216.830092,
            -394.234983
        ],
        [
            0.137597,
            0.174549,
            -0.036952,
            0,
            0.060174,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -218168,
            -163676,
            -194764,
            -1272731,
            -453795,
            -933661
        ],
        [
            1.312139,
            1.870962,
            0.846298,
            0.910691,
            1.296356,
            0.685809
        ],
        [
            96,
            48,
            48,
            96,
            48,
            48
        ],
        [
            58,
            30,
            28,
            40,
            20,
            20
        ],
        [
            38,
            18,
            20,
            56,
            28,
            28
        ],
        [
            60.416667,
            62.5,
            58.333333,
            41.666667,
            41.666667,
            41.666667
        ],
        [
            0.859677,
            1.122577,
            0.604499,
            1.274967,
            1.814899,
            0.960132
        ],
        [
            172694,
            172694,
            44336,
            377606,
            336047,
            377606
        ],
        [
            -155113,
            -58790,
            -155113,
            -716827,
            -264983,
            -716827
        ],
        [
            37,
            55,
            19,
            37,
            55,
            19
        ],
        [
            31,
            45,
            17,
            49,
            79,
            20
        ],
        [
            46,
            73,
            22,
            29,
            38,
            19
        ],
        [
            3623,
            2672,
            951,
            3623,
            2672,
            951
        ],
        [
            0,
            127.516382,
            0,
            51.516382,
            0,
            63.516382
        ],
        [
            0,
            3,
            0,
            1,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -9246,
            464543,
            -579331,
            -581532,
            -114553,
            -583093
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ZEN_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3834,
    "evaluation_days": 1917,
    "actual_first_datapoint_time": 1593993600000,
    "first_datapoint_time": 1597968000000,
    "last_datapoint_time": 1759579200000,
    "evaluation_time": 1759623815379,
    "expiration_time": 1764548064000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 93,
            "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)