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Trade: ZEN/USDT/720/BBL/PWMA/2330

Strategy
ZEN/USDT/720/BBL/PWMA/2330
Pair
ZEN_USDT
Interval
12h
Score
413936
Daily Profit
0.216068
Profit Factor
1.946261
Profitability
50.000000
Streak
0.000000
Best Strategy
Training Data Length
1916.000000
Evaluation Time
2025-10-03 16:57
Expiration Time
2025-11-30 01:31

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 425333.0231 413986.8118 11346.2114 -54115.7823 417810.712 -471926.4942
Total P&L (%) 425.333 413.9868 11.3462 -54.1158 417.8107 -471.9265
Avg Daily Profit (%) 0.222 0.2161 0.0059 -0.0407 0.0859 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -168951 -111903 -115050 -591646 -187071 -524777
Profit Factor 1.5301 1.9463 1.0311 0.9537 2.0667 0.3936
Total Trades 85 42 43 85 42 43
Winning Trades 48 21 27 48 21 27
Losing Trades 37 21 16 37 21 16
Profitability (%) 56.4706 50 62.7907 56.4706 50 62.7907
Ratio Avg Win / Avg Loss 1.1795 1.9463 0.611 0.7352 2.0667 0.2332
Largest Winning Trade 244428 244428 36540 238432 238432 73262
Largest Losing Trade -65274 -58707 -65274 -396280 -76303 -396280
Avg Bars in Trades 43 72 15 43 72 15
Avg Bars in Winners 30 53 13 30 53 13
Avg Bars in Losers 60 92 18 60 92 18
Bars Traded 3726 3055 672 3726 3055 672
Profit Streak 13.5819 0 217.5819 13.5819 0 217.5819
Trades During Streak 1 0 4 1 0 4
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 394791 413936 -493421 -579110 -74348 -577408
Evaluation Data
{
    "trading_pair": "ZEN_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3832,
    "evaluation_days": 1916,
    "actual_first_datapoint_time": 1593993600000,
    "first_datapoint_time": 1597233600000,
    "last_datapoint_time": 1759492800000,
    "evaluation_time": 1759499873720,
    "expiration_time": 1764459072000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "bbl",
        "factors": {
            "length": 205,
            "offset": 0,
            "std": 1.71692
        }
    },
    "second_band": {
        "type": "pwma",
        "factors": {
            "length": 76,
            "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": [
        [
            425333.0231414185,
            413986.8117580143,
            11346.2113834041,
            -54115.7822568599,
            417810.7119868257,
            -471926.4942436855
        ],
        [
            425.333023,
            413.986812,
            11.346211,
            -54.115782,
            417.810712,
            -471.926494
        ],
        [
            0.22199,
            0.216068,
            0.005922,
            -0.040652,
            0.085864,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -168951,
            -111903,
            -115050,
            -591646,
            -187071,
            -524777
        ],
        [
            1.530114,
            1.946261,
            1.031099,
            0.953742,
            2.066721,
            0.393554
        ],
        [
            85,
            42,
            43,
            85,
            42,
            43
        ],
        [
            48,
            21,
            27,
            48,
            21,
            27
        ],
        [
            37,
            21,
            16,
            37,
            21,
            16
        ],
        [
            56.470588,
            50,
            62.790698,
            56.470588,
            50,
            62.790698
        ],
        [
            1.179463,
            1.946261,
            0.611021,
            0.735176,
            2.066721,
            0.233217
        ],
        [
            244428,
            244428,
            36540,
            238432,
            238432,
            73262
        ],
        [
            -65274,
            -58707,
            -65274,
            -396280,
            -76303,
            -396280
        ],
        [
            43,
            72,
            15,
            43,
            72,
            15
        ],
        [
            30,
            53,
            13,
            30,
            53,
            13
        ],
        [
            60,
            92,
            18,
            60,
            92,
            18
        ],
        [
            3726,
            3055,
            672,
            3726,
            3055,
            672
        ],
        [
            13.581872,
            0,
            217.581872,
            13.581872,
            0,
            217.581872
        ],
        [
            1,
            0,
            4,
            1,
            0,
            4
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            394791,
            413936,
            -493421,
            -579110,
            -74348,
            -577408
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ZEN_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3832,
    "evaluation_days": 1916,
    "actual_first_datapoint_time": 1593993600000,
    "first_datapoint_time": 1597233600000,
    "last_datapoint_time": 1759492800000,
    "evaluation_time": 1759499873720,
    "expiration_time": 1764459072000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "bbl",
        "factors": {
            "length": 205,
            "offset": 0,
            "std": 1.71692
        }
    },
    "second_band": {
        "type": "pwma",
        "factors": {
            "length": 76,
            "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)