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Trade: ZEN/USDT/720/BBM/MIDPOINT/2457

Strategy
ZEN/USDT/720/BBM/MIDPOINT/2457
Pair
ZEN_USDT
Interval
12h
Score
432298
Daily Profit
0.421150
Profit Factor
3.682713
Profitability
37.931034
Streak
0.000000
Best Strategy
Training Data Length
1921.500000
Evaluation Time
2025-10-09 12:22
Expiration Time
2025-12-05 17:28

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 703464.2554 809238.9298 -105774.6744 -83713.6997 304680.6893 -388394.389
Total P&L (%) 703.4643 809.2389 -105.7747 -83.7137 304.6807 -388.3944
Avg Daily Profit (%) 0.3661 0.4212 -0.055 -0.0944 0.0728 0
Buy And Hold Return (%) 36.3488 36.3488 36.3488 36.3488 36.3488 36.3488
Max Trade Drawdown -303418 -203904 -180907 -1466056 -1142205 -417085
Profit Factor 2.1542 3.6827 0.6564 0.9661 1.237 0.6715
Total Trades 59 29 30 59 29 30
Winning Trades 21 11 10 21 11 10
Losing Trades 38 18 20 38 18 20
Profitability (%) 35.5932 37.931 33.3333 35.5932 37.931 33.3333
Ratio Avg Win / Avg Loss 3.898 6.0263 1.3128 1.7482 2.0241 1.343
Largest Winning Trade 970822 970822 43467 1086243 1086243 258093
Largest Losing Trade -50249 -40729 -50249 -496321 -496321 -263755
Avg Bars in Trades 62 68 57 62 68 57
Avg Bars in Winners 92 88 96 92 88 96
Avg Bars in Losers 46 56 37 46 56 37
Bars Traded 3708 1992 1715 3708 1992 1715
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 -171825 432298 -585640 -763380 -99707 -585640
Evaluation Data
{
    "trading_pair": "ZEN_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3843,
    "evaluation_days": 1921.5,
    "actual_first_datapoint_time": 1593993600000,
    "first_datapoint_time": 1598832000000,
    "last_datapoint_time": 1759968000000,
    "evaluation_time": 1760001751476,
    "expiration_time": 1764948528000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "bbm",
        "factors": {
            "length": 113,
            "offset": 0,
            "std": 2.46456
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 70,
            "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": [
        [
            703464.2553878264,
            809238.9297596402,
            -105774.6743718132,
            -83713.6996703115,
            304680.6892952666,
            -388394.3889655781
        ],
        [
            703.464255,
            809.23893,
            -105.774674,
            -83.7137,
            304.680689,
            -388.394389
        ],
        [
            0.366102,
            0.42115,
            -0.055048,
            -0.094405,
            0.072778,
            0
        ],
        [
            36.348761,
            36.348761,
            36.348761,
            36.348761,
            36.348761,
            36.348761
        ],
        [
            -303418,
            -203904,
            -180907,
            -1466056,
            -1142205,
            -417085
        ],
        [
            2.154179,
            3.682713,
            0.656401,
            0.966084,
            1.23695,
            0.671521
        ],
        [
            59,
            29,
            30,
            59,
            29,
            30
        ],
        [
            21,
            11,
            10,
            21,
            11,
            10
        ],
        [
            38,
            18,
            20,
            38,
            18,
            20
        ],
        [
            35.59322,
            37.931034,
            33.333333,
            35.59322,
            37.931034,
            33.333333
        ],
        [
            3.898038,
            6.026258,
            1.312803,
            1.748152,
            2.0241,
            1.343043
        ],
        [
            970822,
            970822,
            43467,
            1086243,
            1086243,
            258093
        ],
        [
            -50249,
            -40729,
            -50249,
            -496321,
            -496321,
            -263755
        ],
        [
            62,
            68,
            57,
            62,
            68,
            57
        ],
        [
            92,
            88,
            96,
            92,
            88,
            96
        ],
        [
            46,
            56,
            37,
            46,
            56,
            37
        ],
        [
            3708,
            1992,
            1715,
            3708,
            1992,
            1715
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
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            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -171825,
            432298,
            -585640,
            -763380,
            -99707,
            -585640
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ZEN_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3843,
    "evaluation_days": 1921.5,
    "actual_first_datapoint_time": 1593993600000,
    "first_datapoint_time": 1598832000000,
    "last_datapoint_time": 1759968000000,
    "evaluation_time": 1760001751476,
    "expiration_time": 1764948528000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "bbm",
        "factors": {
            "length": 113,
            "offset": 0,
            "std": 2.46456
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 70,
            "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)