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Trade: ZEN/USDT/720/MIDPOINT/LINREG/2335

Strategy
ZEN/USDT/720/MIDPOINT/LINREG/2335
Pair
ZEN_USDT
Interval
12h
Score
388383
Daily Profit
0.162622
Profit Factor
1.842292
Profitability
53.488372
Streak
0.000000
Best Strategy
Training Data Length
1917.000000
Evaluation Time
2025-10-04 18:32
Expiration Time
2025-12-01 02:14

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 243929.8455 311746.746 -67816.9005 -91395.9047 128710.1341 -220106.0388
Total P&L (%) 243.9298 311.7467 -67.8169 -91.3959 128.7101 -220.106
Avg Daily Profit (%) 0.1272 0.1626 -0.0354 -0.1279 0.0432 0
Buy And Hold Return (%) 53.6096 53.6096 53.6096 53.6096 53.6096 53.6096
Max Trade Drawdown -279638 -109646 -228877 -1381052 -654648 -868149
Profit Factor 1.3188 1.8423 0.8283 0.9709 1.0745 0.8447
Total Trades 86 43 43 86 43 43
Winning Trades 48 23 25 48 23 25
Losing Trades 38 20 18 38 20 18
Profitability (%) 55.814 53.4884 58.1395 55.814 53.4884 58.1395
Ratio Avg Win / Avg Loss 1.0441 1.602 0.5964 0.7687 0.9344 0.6082
Largest Winning Trade 170684 170684 52216 419627 419627 224114
Largest Losing Trade -90033 -50860 -90033 -549308 -416604 -549308
Avg Bars in Trades 40 28 52 40 28 52
Avg Bars in Winners 37 18 55 37 18 55
Avg Bars in Losers 43 40 47 43 40 47
Bars Traded 3477 1240 2237 3477 1240 2237
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 -23695 388383 -579672 -579794 -278904 -579672
Evaluation Data
{
    "trading_pair": "ZEN_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3834,
    "evaluation_days": 1917,
    "actual_first_datapoint_time": 1593993600000,
    "first_datapoint_time": 1599566400000,
    "last_datapoint_time": 1759579200000,
    "evaluation_time": 1759591933191,
    "expiration_time": 1764548064000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "midpoint",
        "factors": {
            "length": 79,
            "offset": 0
        }
    },
    "second_band": {
        "type": "linreg",
        "factors": {
            "length": 130,
            "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": [
        [
            243929.8455033598,
            311746.7460222128,
            -67816.9005188527,
            -91395.9046809551,
            128710.13413329,
            -220106.0388142446
        ],
        [
            243.929846,
            311.746746,
            -67.816901,
            -91.395905,
            128.710134,
            -220.106039
        ],
        [
            0.127246,
            0.162622,
            -0.035377,
            -0.127875,
            0.043165,
            0
        ],
        [
            53.609648,
            53.609648,
            53.609648,
            53.609648,
            53.609648,
            53.609648
        ],
        [
            -279638,
            -109646,
            -228877,
            -1381052,
            -654648,
            -868149
        ],
        [
            1.318836,
            1.842292,
            0.828289,
            0.970937,
            1.074525,
            0.844738
        ],
        [
            86,
            43,
            43,
            86,
            43,
            43
        ],
        [
            48,
            23,
            25,
            48,
            23,
            25
        ],
        [
            38,
            20,
            18,
            38,
            20,
            18
        ],
        [
            55.813953,
            53.488372,
            58.139535,
            55.813953,
            53.488372,
            58.139535
        ],
        [
            1.044078,
            1.601993,
            0.596368,
            0.768658,
            0.934369,
            0.608211
        ],
        [
            170684,
            170684,
            52216,
            419627,
            419627,
            224114
        ],
        [
            -90033,
            -50860,
            -90033,
            -549308,
            -416604,
            -549308
        ],
        [
            40,
            28,
            52,
            40,
            28,
            52
        ],
        [
            37,
            18,
            55,
            37,
            18,
            55
        ],
        [
            43,
            40,
            47,
            43,
            40,
            47
        ],
        [
            3477,
            1240,
            2237,
            3477,
            1240,
            2237
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -23695,
            388383,
            -579672,
            -579794,
            -278904,
            -579672
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ZEN_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3834,
    "evaluation_days": 1917,
    "actual_first_datapoint_time": 1593993600000,
    "first_datapoint_time": 1599566400000,
    "last_datapoint_time": 1759579200000,
    "evaluation_time": 1759591933191,
    "expiration_time": 1764548064000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midpoint",
        "factors": {
            "length": 79,
            "offset": 0
        }
    },
    "second_band": {
        "type": "linreg",
        "factors": {
            "length": 130,
            "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)