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Trade: ZEN/USDT/720/OHLC4/SSF/3470

Strategy
ZEN/USDT/720/OHLC4/SSF/3470
Pair
ZEN_USDT
Interval
12h
Score
426780
Daily Profit
0.233200
Profit Factor
1.889327
Profitability
48.031496
Streak
16.688903
Best Strategy
Training Data Length
1921.000000
Evaluation Time
2025-10-08 19:32
Expiration Time
2025-12-05 05:07

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 416509.1152 447977.9636 -31468.8484 -61259.5373 36097.7905 -97357.3278
Total P&L (%) 416.5091 447.978 -31.4688 -61.2595 36.0978 -97.3573
Avg Daily Profit (%) 0.2168 0.2332 -0.0164 -0.0494 0.016 -0.189
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -197130 -97902 -156988 -862235 -457202 -525270
Profit Factor 1.3676 1.8893 0.95 0.9816 1.0217 0.9413
Total Trades 255 127 128 255 127 128
Winning Trades 125 61 64 125 61 64
Losing Trades 130 66 64 130 66 64
Profitability (%) 49.0196 48.0315 50 49.0196 48.0315 50
Ratio Avg Win / Avg Loss 1.4223 2.0442 0.95 1.0208 1.1054 0.9413
Largest Winning Trade 278790 278790 60503 309508 249004 309508
Largest Losing Trade -80499 -35137 -80499 -226788 -167789 -226788
Avg Bars in Trades 14 14 14 14 14 14
Avg Bars in Winners 17 16 18 17 16 18
Avg Bars in Losers 12 12 11 12 12 11
Bars Traded 3712 1829 1883 3712 1829 1883
Profit Streak 0 16.6889 0 0 16.6889 0
Trades During Streak 0 2 0 0 2 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 341732 426780 -580714 -577880 -370315 -580714
Evaluation Data
{
    "trading_pair": "ZEN_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3842,
    "evaluation_days": 1921,
    "actual_first_datapoint_time": 1593993600000,
    "first_datapoint_time": 1596888000000,
    "last_datapoint_time": 1759924800000,
    "evaluation_time": 1759941121240,
    "expiration_time": 1764904032000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "ohlc4",
        "factors": {
            "length": 0,
            "offset": 67
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 147,
            "offset": 0,
            "poles": 3
        }
    }
}
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": [
        [
            416509.1151534116,
            447977.9635808163,
            -31468.8484274046,
            -61259.5373092163,
            36097.7904631362,
            -97357.3277723523
        ],
        [
            416.509115,
            447.977964,
            -31.468848,
            -61.259537,
            36.09779,
            -97.357328
        ],
        [
            0.216819,
            0.2332,
            -0.016381,
            -0.049352,
            0.016045,
            -0.188961
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -197130,
            -97902,
            -156988,
            -862235,
            -457202,
            -525270
        ],
        [
            1.36762,
            1.889327,
            0.949991,
            0.981578,
            1.021664,
            0.941323
        ],
        [
            255,
            127,
            128,
            255,
            127,
            128
        ],
        [
            125,
            61,
            64,
            125,
            61,
            64
        ],
        [
            130,
            66,
            64,
            130,
            66,
            64
        ],
        [
            49.019608,
            48.031496,
            50,
            49.019608,
            48.031496,
            50
        ],
        [
            1.422325,
            2.04419,
            0.949991,
            1.020842,
            1.105407,
            0.941323
        ],
        [
            278790,
            278790,
            60503,
            309508,
            249004,
            309508
        ],
        [
            -80499,
            -35137,
            -80499,
            -226788,
            -167789,
            -226788
        ],
        [
            14,
            14,
            14,
            14,
            14,
            14
        ],
        [
            17,
            16,
            18,
            17,
            16,
            18
        ],
        [
            12,
            12,
            11,
            12,
            12,
            11
        ],
        [
            3712,
            1829,
            1883,
            3712,
            1829,
            1883
        ],
        [
            0,
            16.688903,
            0,
            0,
            16.688903,
            0
        ],
        [
            0,
            2,
            0,
            0,
            2,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            341732,
            426780,
            -580714,
            -577880,
            -370315,
            -580714
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ZEN_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3842,
    "evaluation_days": 1921,
    "actual_first_datapoint_time": 1593993600000,
    "first_datapoint_time": 1596888000000,
    "last_datapoint_time": 1759924800000,
    "evaluation_time": 1759941121240,
    "expiration_time": 1764904032000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ohlc4",
        "factors": {
            "length": 0,
            "offset": 67
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 147,
            "offset": 0,
            "poles": 3
        }
    }
}

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)