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Trade: ZEN/USDT/120/JMA/DCU/9904

Strategy
ZEN/USDT/120/JMA/DCU/9904
Pair
ZEN_USDT
Interval
2h
Score
355945
Daily Profit
0.169567
Profit Factor
1.494158
Profitability
48.351648
Streak
25.050380
Best Strategy
Training Data Length
1906.000000
Evaluation Time
2025-09-26 06:12
Expiration Time
2025-12-02 06:47

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 323195.0937 346105.3346 -22910.2409 -57957.1253 -91454.1357 33497.0104
Total P&L (%) 323.1951 346.1053 -22.9102 -57.9571 -91.4541 33.497
Avg Daily Profit (%) 0.1696 0.1816 -0.012 -0.0455 -0.129 0.0152
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -242457 -225636 -37141 -1157281 -1190976 -66368
Profit Factor 1.4942 1.6161 0.7517 0.9684 0.944 1.1635
Total Trades 91 45 46 91 45 46
Winning Trades 44 18 26 44 18 26
Losing Trades 47 27 20 47 27 20
Profitability (%) 48.3516 40 56.5217 48.3516 40 56.5217
Ratio Avg Win / Avg Loss 1.596 2.4242 0.5782 1.0345 1.4159 0.895
Largest Winning Trade 169101 169101 12985 519272 519272 110539
Largest Losing Trade -49959 -49959 -13845 -375773 -375773 -49709
Avg Bars in Trades 243 481 10 243 481 10
Avg Bars in Winners 198 469 11 198 469 11
Avg Bars in Losers 285 489 10 285 489 10
Bars Traded 22162 21657 505 22162 21657 505
Profit Streak 25.0504 0 97.8837 25.0504 0 97.8837
Trades During Streak 1 0 1 1 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 355945 241206 -579021 -578966 -582934 -215929

Evaluation Data

{
    "trading_pair": "ZEN_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 22872,
    "evaluation_days": 1906,
    "actual_first_datapoint_time": 1594008000000,
    "first_datapoint_time": 1594814400000,
    "last_datapoint_time": 1758722400000,
    "evaluation_time": 1758856352825,
    "expiration_time": 1764650822400,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "jma",
        "factors": {
            "length": 113,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcu",
        "factors": {
            "length": 31,
            "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": [
        [
            323195.0937279248,
            346105.3345921204,
            -22910.2408641958,
            -57957.1252694061,
            -91454.1357154543,
            33497.0104460483
        ],
        [
            323.195094,
            346.105335,
            -22.910241,
            -57.957125,
            -91.454136,
            33.49701
        ],
        [
            0.169567,
            0.181587,
            -0.01202,
            -0.04545,
            -0.128968,
            0.015159
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -242457,
            -225636,
            -37141,
            -1157281,
            -1190976,
            -66368
        ],
        [
            1.494158,
            1.616101,
            0.751689,
            0.968443,
            0.943953,
            1.163548
        ],
        [
            91,
            45,
            46,
            91,
            45,
            46
        ],
        [
            44,
            18,
            26,
            44,
            18,
            26
        ],
        [
            47,
            27,
            20,
            47,
            27,
            20
        ],
        [
            48.351648,
            40,
            56.521739,
            48.351648,
            40,
            56.521739
        ],
        [
            1.596033,
            2.424151,
            0.578222,
            1.034473,
            1.41593,
            0.895037
        ],
        [
            169101,
            169101,
            12985,
            519272,
            519272,
            110539
        ],
        [
            -49959,
            -49959,
            -13845,
            -375773,
            -375773,
            -49709
        ],
        [
            243,
            481,
            10,
            243,
            481,
            10
        ],
        [
            198,
            469,
            11,
            198,
            469,
            11
        ],
        [
            285,
            489,
            10,
            285,
            489,
            10
        ],
        [
            22162,
            21657,
            505,
            22162,
            21657,
            505
        ],
        [
            25.05038,
            0,
            97.883713,
            25.05038,
            0,
            97.883713
        ],
        [
            1,
            0,
            1,
            1,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            355945,
            241206,
            -579021,
            -578966,
            -582934,
            -215929
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ZEN_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 22872,
    "evaluation_days": 1906,
    "actual_first_datapoint_time": 1594008000000,
    "first_datapoint_time": 1594814400000,
    "last_datapoint_time": 1758722400000,
    "evaluation_time": 1758856352825,
    "expiration_time": 1764650822400,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "jma",
        "factors": {
            "length": 113,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcu",
        "factors": {
            "length": 31,
            "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)