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Trade: ZEN/USDT/240/MIDPRICE/DCM/3504

Strategy
ZEN/USDT/240/MIDPRICE/DCM/3504
Pair
ZEN_USDT
Interval
4h
Score
451359
Daily Profit
0.279756
Profit Factor
2.878034
Profitability
45.714286
Streak
0.000000
Best Strategy
Training Data Length
1915.500000
Evaluation Time
2025-10-03 18:44
Expiration Time
2025-11-30 01:09

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 661336.7738 535872.9096 125463.8642 1087834.8142 -33015.823 1120850.6373
Total P&L (%) 661.3368 535.8729 125.4639 1087.8348 -33.0158 1120.8506
Avg Daily Profit (%) 0.3453 0.2798 0.0655 0.1293 -0.0209 0.1307
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -121926 -132647 -54264 -737852 -891920 -178881
Profit Factor 2.5505 2.878 1.8886 1.4869 0.981 3.2584
Total Trades 71 35 36 71 35 36
Winning Trades 33 16 17 33 16 17
Losing Trades 38 19 19 38 19 19
Profitability (%) 46.4789 45.7143 47.2222 46.4789 45.7143 47.2222
Ratio Avg Win / Avg Loss 2.9369 3.4177 2.1107 1.7122 1.1649 3.6417
Largest Winning Trade 311168 311168 53848 572941 572941 444587
Largest Losing Trade -42346 -42346 -21897 -330822 -330822 -87949
Avg Bars in Trades 156 173 139 156 173 139
Avg Bars in Winners 185 195 176 185 195 176
Avg Bars in Losers 130 155 106 130 155 106
Bars Traded 11097 6076 5021 11097 6076 5021
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 -78505 451359 -102971 -110328 -580787 -12961
Evaluation Data
{
    "trading_pair": "ZEN_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11493,
    "evaluation_days": 1915.5,
    "actual_first_datapoint_time": 1594008000000,
    "first_datapoint_time": 1595577600000,
    "last_datapoint_time": 1759492800000,
    "evaluation_time": 1759506297926,
    "expiration_time": 1764457776000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 110,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 52,
            "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": [
        [
            661336.7738051559,
            535872.9095713045,
            125463.8642338511,
            1087834.8142319564,
            -33015.8230255245,
            1120850.6372574812
        ],
        [
            661.336774,
            535.87291,
            125.463864,
            1087.834814,
            -33.015823,
            1120.850637
        ],
        [
            0.345255,
            0.279756,
            0.065499,
            0.129278,
            -0.020917,
            0.130711
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -121926,
            -132647,
            -54264,
            -737852,
            -891920,
            -178881
        ],
        [
            2.550483,
            2.878034,
            1.888562,
            1.486917,
            0.981002,
            3.258379
        ],
        [
            71,
            35,
            36,
            71,
            35,
            36
        ],
        [
            33,
            16,
            17,
            33,
            16,
            17
        ],
        [
            38,
            19,
            19,
            38,
            19,
            19
        ],
        [
            46.478873,
            45.714286,
            47.222222,
            46.478873,
            45.714286,
            47.222222
        ],
        [
            2.93692,
            3.417666,
            2.110746,
            1.712207,
            1.164939,
            3.641717
        ],
        [
            311168,
            311168,
            53848,
            572941,
            572941,
            444587
        ],
        [
            -42346,
            -42346,
            -21897,
            -330822,
            -330822,
            -87949
        ],
        [
            156,
            173,
            139,
            156,
            173,
            139
        ],
        [
            185,
            195,
            176,
            185,
            195,
            176
        ],
        [
            130,
            155,
            106,
            130,
            155,
            106
        ],
        [
            11097,
            6076,
            5021,
            11097,
            6076,
            5021
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -78505,
            451359,
            -102971,
            -110328,
            -580787,
            -12961
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ZEN_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11493,
    "evaluation_days": 1915.5,
    "actual_first_datapoint_time": 1594008000000,
    "first_datapoint_time": 1595577600000,
    "last_datapoint_time": 1759492800000,
    "evaluation_time": 1759506297926,
    "expiration_time": 1764457776000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 110,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 52,
            "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)