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Trade: ZEN/USDT/240/DCM/ZLMA/2160

Strategy
ZEN/USDT/240/DCM/ZLMA/2160
Pair
ZEN_USDT
Interval
4h
Score
385675
Daily Profit
0.158431
Profit Factor
1.729354
Profitability
63.917526
Streak
97.178073
Best Strategy
Training Data Length
1917.830000
Evaluation Time
2025-10-06 03:16
Expiration Time
2025-12-02 10:50

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 171851.6907 303843.5385 -131991.8478 -104649.2297 5917.077 -110566.3066
Total P&L (%) 171.8517 303.8435 -131.9918 -104.6492 5.9171 -110.5663
Avg Daily Profit (%) 0.0896 0.1584 -0.0688 0 0.003 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -272838 -114054 -309733 -162171 -34817 -157002
Profit Factor 1.139 1.7294 0.8389 0.6906 1.0621 0.5451
Total Trades 194 97 97 194 97 97
Winning Trades 124 62 62 67 35 32
Losing Trades 70 35 35 127 62 65
Profitability (%) 63.9175 63.9175 63.9175 34.5361 36.0825 32.9897
Ratio Avg Win / Avg Loss 0.643 0.9762 0.4736 1.3091 1.8815 1.1072
Largest Winning Trade 81331 81331 49351 22409 14544 22409
Largest Losing Trade -187919 -34216 -187919 -107885 -8857 -107885
Avg Bars in Trades 56 41 72 56 41 72
Avg Bars in Winners 45 30 59 80 63 99
Avg Bars in Losers 77 60 94 44 28 58
Bars Traded 11030 4003 7026 11030 4003 7026
Profit Streak 67.6781 97.1781 67.6781 0 0 0
Trades During Streak 9 5 4 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -138141 385675 -577835 -584109 -511350 -586021
Evaluation Data
{
    "trading_pair": "ZEN_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11507,
    "evaluation_days": 1917.83,
    "actual_first_datapoint_time": 1594008000000,
    "first_datapoint_time": 1597536000000,
    "last_datapoint_time": 1759694400000,
    "evaluation_time": 1759709785545,
    "expiration_time": 1764665424000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 45,
            "offset": 0
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 246,
            "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": [
        [
            171851.6907432313,
            303843.5385064674,
            -131991.8477632357,
            -104649.2296627389,
            5917.0769661039,
            -110566.3066288428
        ],
        [
            171.851691,
            303.843539,
            -131.991848,
            -104.64923,
            5.917077,
            -110.566307
        ],
        [
            0.089607,
            0.158431,
            -0.068824,
            0,
            0.002998,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -272838,
            -114054,
            -309733,
            -162171,
            -34817,
            -157002
        ],
        [
            1.13903,
            1.729354,
            0.838933,
            0.690629,
            1.062146,
            0.545092
        ],
        [
            194,
            97,
            97,
            194,
            97,
            97
        ],
        [
            124,
            62,
            62,
            67,
            35,
            32
        ],
        [
            70,
            35,
            35,
            127,
            62,
            65
        ],
        [
            63.917526,
            63.917526,
            63.917526,
            34.536082,
            36.082474,
            32.989691
        ],
        [
            0.643001,
            0.976248,
            0.473591,
            1.309103,
            1.881516,
            1.107218
        ],
        [
            81331,
            81331,
            49351,
            22409,
            14544,
            22409
        ],
        [
            -187919,
            -34216,
            -187919,
            -107885,
            -8857,
            -107885
        ],
        [
            56,
            41,
            72,
            56,
            41,
            72
        ],
        [
            45,
            30,
            59,
            80,
            63,
            99
        ],
        [
            77,
            60,
            94,
            44,
            28,
            58
        ],
        [
            11030,
            4003,
            7026,
            11030,
            4003,
            7026
        ],
        [
            67.678073,
            97.178073,
            67.678073,
            0,
            0,
            0
        ],
        [
            9,
            5,
            4,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -138141,
            385675,
            -577835,
            -584109,
            -511350,
            -586021
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ZEN_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11507,
    "evaluation_days": 1917.83,
    "actual_first_datapoint_time": 1594008000000,
    "first_datapoint_time": 1597536000000,
    "last_datapoint_time": 1759694400000,
    "evaluation_time": 1759709785545,
    "expiration_time": 1764665424000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 45,
            "offset": 0
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 246,
            "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)