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Trade: ZEN/USDT/720/DCM/BBU/5922

Strategy
ZEN/USDT/720/DCM/BBU/5922
Pair
ZEN_USDT
Interval
12h
Score
372442
Daily Profit
0.210616
Profit Factor
1.578094
Profitability
48.598131
Streak
0.000000
Best Strategy
Training Data Length
1922.500000
Evaluation Time
2025-10-10 05:59
Expiration Time
2025-12-06 18:12

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 404909.3477 395540.3484 9368.9993 107939.503 159779.5746 -51840.0716
Total P&L (%) 404.9093 395.5403 9.369 107.9395 159.7796 -51.8401
Avg Daily Profit (%) 0.2106 0.2057 0.0049 0.0381 0.0497 -0.038
Buy And Hold Return (%) 41.21 41.21 41.21 41.21 41.21 41.21
Max Trade Drawdown -241038 -210793 -86430 -905230 -812358 -281000
Profit Factor 1.5781 2.0174 1.0301 1.059 1.1514 0.933
Total Trades 107 53 54 107 53 54
Winning Trades 52 25 27 52 25 27
Losing Trades 55 28 27 55 28 27
Profitability (%) 48.5981 47.1698 50 48.5981 47.1698 50
Ratio Avg Win / Avg Loss 1.6691 2.2595 1.0301 1.1201 1.2896 0.933
Largest Winning Trade 279312 279312 34405 233917 233917 152259
Largest Losing Trade -43919 -43919 -30085 -390816 -390816 -105288
Avg Bars in Trades 34 48 20 34 48 20
Avg Bars in Winners 37 53 22 37 53 22
Avg Bars in Losers 31 44 18 31 44 18
Bars Traded 3688 2595 1094 3688 2595 1094
Profit Streak 0 31.6245 0 0 31.6245 0
Trades During Streak 0 1 0 0 1 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 372442 -169111 -719322 -301319 -363460 -760555
Evaluation Data
{
    "trading_pair": "ZEN_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3845,
    "evaluation_days": 1922.5,
    "actual_first_datapoint_time": 1593993600000,
    "first_datapoint_time": 1596628800000,
    "last_datapoint_time": 1760054400000,
    "evaluation_time": 1760065156032,
    "expiration_time": 1765037520000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 62,
            "offset": 0
        }
    },
    "second_band": {
        "type": "bbu",
        "factors": {
            "length": 26,
            "offset": 0,
            "std": 1.56499
        }
    }
}
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": [
        [
            404909.3477051031,
            395540.3483803113,
            9368.9993247918,
            107939.5029799289,
            159779.5746243998,
            -51840.0716444709
        ],
        [
            404.909348,
            395.540348,
            9.368999,
            107.939503,
            159.779575,
            -51.840072
        ],
        [
            0.210616,
            0.205743,
            0.004873,
            0.038087,
            0.04967,
            -0.037998
        ],
        [
            41.210033,
            41.210033,
            41.210033,
            41.210033,
            41.210033,
            41.210033
        ],
        [
            -241038,
            -210793,
            -86430,
            -905230,
            -812358,
            -281000
        ],
        [
            1.578094,
            2.017399,
            1.030063,
            1.059038,
            1.151449,
            0.932961
        ],
        [
            107,
            53,
            54,
            107,
            53,
            54
        ],
        [
            52,
            25,
            27,
            52,
            25,
            27
        ],
        [
            55,
            28,
            27,
            55,
            28,
            27
        ],
        [
            48.598131,
            47.169811,
            50,
            48.598131,
            47.169811,
            50
        ],
        [
            1.669138,
            2.259487,
            1.030063,
            1.120137,
            1.289623,
            0.932961
        ],
        [
            279312,
            279312,
            34405,
            233917,
            233917,
            152259
        ],
        [
            -43919,
            -43919,
            -30085,
            -390816,
            -390816,
            -105288
        ],
        [
            34,
            48,
            20,
            34,
            48,
            20
        ],
        [
            37,
            53,
            22,
            37,
            53,
            22
        ],
        [
            31,
            44,
            18,
            31,
            44,
            18
        ],
        [
            3688,
            2595,
            1094,
            3688,
            2595,
            1094
        ],
        [
            0,
            31.624491,
            0,
            0,
            31.624491,
            0
        ],
        [
            0,
            1,
            0,
            0,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            372442,
            -169111,
            -719322,
            -301319,
            -363460,
            -760555
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ZEN_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3845,
    "evaluation_days": 1922.5,
    "actual_first_datapoint_time": 1593993600000,
    "first_datapoint_time": 1596628800000,
    "last_datapoint_time": 1760054400000,
    "evaluation_time": 1760065156032,
    "expiration_time": 1765037520000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 62,
            "offset": 0
        }
    },
    "second_band": {
        "type": "bbu",
        "factors": {
            "length": 26,
            "offset": 0,
            "std": 1.56499
        }
    }
}

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)