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Trade: ZEN/USDT/720/HL2/DCM/6281

Strategy
ZEN/USDT/720/HL2/DCM/6281
Pair
ZEN_USDT
Interval
12h
Score
492447
Daily Profit
0.271247
Profit Factor
1.856139
Profitability
51.898734
Streak
16.189284
Best Strategy
Training Data Length
1915.000000
Evaluation Time
2025-10-02 19:32
Expiration Time
2025-11-29 00:48

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 519438.4057 459219.7086 60218.697 373002.2924 -552617.681 925619.9734
Total P&L (%) 519.4384 459.2197 60.2187 373.0023 -552.6177 925.62
Avg Daily Profit (%) 0.2712 0.2398 0.0314 0.0812 0 0.1216
Buy And Hold Return (%) 92.2143 92.2143 92.2143 92.2143 92.2143 92.2143
Max Trade Drawdown -134379 -113888 -81553 -2238244 -2344412 -1296925
Profit Factor 1.8561 2.2586 1.249 1.0418 0.9043 1.2946
Total Trades 158 79 79 158 79 79
Winning Trades 82 39 43 82 39 43
Losing Trades 76 40 36 76 40 36
Profitability (%) 51.8987 49.3671 54.4304 51.8987 49.3671 54.4304
Ratio Avg Win / Avg Loss 1.7203 2.3166 1.0457 0.9656 0.9275 1.0839
Largest Winning Trade 261069 261069 42247 823601 823601 510092
Largest Losing Trade -50994 -32747 -50994 -857490 -676935 -857490
Avg Bars in Trades 22 35 10 22 35 10
Avg Bars in Winners 26 41 12 26 41 12
Avg Bars in Losers 19 29 8 19 29 8
Bars Traded 3613 2798 815 3613 2798 815
Profit Streak 16.1893 16.6893 16.1893 16.1893 16.6893 16.1893
Trades During Streak 2 1 1 2 1 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 492447 -15721 -342413 -260501 -607409 -55689
Evaluation Data
{
    "trading_pair": "ZEN_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3830,
    "evaluation_days": 1915,
    "actual_first_datapoint_time": 1593993600000,
    "first_datapoint_time": 1601294400000,
    "last_datapoint_time": 1759406400000,
    "evaluation_time": 1759422754170,
    "expiration_time": 1764370080000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hl2",
        "factors": {
            "length": 0,
            "offset": 72
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 170,
            "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": [
        [
            519438.4056689723,
            459219.7086225366,
            60218.697046436,
            373002.2924224607,
            -552617.6810184447,
            925619.9734409049
        ],
        [
            519.438406,
            459.219709,
            60.218697,
            373.002292,
            -552.617681,
            925.619973
        ],
        [
            0.271247,
            0.239801,
            0.031446,
            0.081178,
            0,
            0.121634
        ],
        [
            92.214286,
            92.214286,
            92.214286,
            92.214286,
            92.214286,
            92.214286
        ],
        [
            -134379,
            -113888,
            -81553,
            -2238244,
            -2344412,
            -1296925
        ],
        [
            1.856139,
            2.258647,
            1.248971,
            1.041839,
            0.90428,
            1.294602
        ],
        [
            158,
            79,
            79,
            158,
            79,
            79
        ],
        [
            82,
            39,
            43,
            82,
            39,
            43
        ],
        [
            76,
            40,
            36,
            76,
            40,
            36
        ],
        [
            51.898734,
            49.367089,
            54.43038,
            51.898734,
            49.367089,
            54.43038
        ],
        [
            1.720324,
            2.316561,
            1.04565,
            0.965607,
            0.927467,
            1.083853
        ],
        [
            261069,
            261069,
            42247,
            823601,
            823601,
            510092
        ],
        [
            -50994,
            -32747,
            -50994,
            -857490,
            -676935,
            -857490
        ],
        [
            22,
            35,
            10,
            22,
            35,
            10
        ],
        [
            26,
            41,
            12,
            26,
            41,
            12
        ],
        [
            19,
            29,
            8,
            19,
            29,
            8
        ],
        [
            3613,
            2798,
            815,
            3613,
            2798,
            815
        ],
        [
            16.189284,
            16.689284,
            16.189284,
            16.189284,
            16.689284,
            16.189284
        ],
        [
            2,
            1,
            1,
            2,
            1,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            492447,
            -15721,
            -342413,
            -260501,
            -607409,
            -55689
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ZEN_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3830,
    "evaluation_days": 1915,
    "actual_first_datapoint_time": 1593993600000,
    "first_datapoint_time": 1601294400000,
    "last_datapoint_time": 1759406400000,
    "evaluation_time": 1759422754170,
    "expiration_time": 1764370080000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hl2",
        "factors": {
            "length": 0,
            "offset": 72
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 170,
            "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)