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Trade: ZEN/USDT/120/MIDPRICE/MIDPRICE/9132

Strategy
ZEN/USDT/120/MIDPRICE/MIDPRICE/9132
Pair
ZEN_USDT
Interval
2h
Score
300723
Daily Profit
0.167429
Profit Factor
1.328363
Profitability
46.621622
Streak
49.945995
Best Strategy
Training Data Length
1917.750000
Evaluation Time
2025-10-06 11:42
Expiration Time
2025-12-14 10:56

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 321086.1964 371874.8879 -50788.6916 -136193.3415 73698.5373 -209891.8789
Total P&L (%) 321.0862 371.8749 -50.7887 -136.1933 73.6985 -209.8919
Avg Daily Profit (%) 0.1674 0.1939 -0.0265 0 0.0288 0
Buy And Hold Return (%) 29.6997 29.6997 29.6997 29.6997 29.6997 29.6997
Max Trade Drawdown -149298 -146597 -134625 -286767 -192070 -209938
Profit Factor 1.3284 1.8456 0.9056 0.8708 1.1645 0.6535
Total Trades 148 74 74 148 74 74
Winning Trades 69 27 42 69 29 40
Losing Trades 79 47 32 79 45 34
Profitability (%) 46.6216 36.4865 56.7568 46.6216 39.1892 54.0541
Ratio Avg Win / Avg Loss 1.5209 3.2126 0.69 0.997 1.807 0.5555
Largest Winning Trade 181050 181050 50382 108518 108518 57465
Largest Losing Trade -119790 -38900 -119790 -93332 -58343 -93332
Avg Bars in Trades 150 157 144 150 157 144
Avg Bars in Winners 187 214 169 182 228 149
Avg Bars in Losers 119 124 112 122 111 138
Bars Traded 22333 11636 10696 22333 11636 10696
Profit Streak 49.946 0 88.5293 0 71.946 0
Trades During Streak 1 0 2 0 1 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 300723 -58642 -643122 -581700 -264672 -644432
Evaluation Data
{
    "trading_pair": "ZEN_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 23013,
    "evaluation_days": 1917.75,
    "actual_first_datapoint_time": 1594008000000,
    "first_datapoint_time": 1594972800000,
    "last_datapoint_time": 1759737600000,
    "evaluation_time": 1759740133992,
    "expiration_time": 1765702569600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 135,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 52,
            "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": [
        [
            321086.1963701205,
            371874.8879256505,
            -50788.6915555301,
            -136193.3415417442,
            73698.5373286173,
            -209891.8788703613
        ],
        [
            321.086196,
            371.874888,
            -50.788692,
            -136.193342,
            73.698537,
            -209.891879
        ],
        [
            0.167429,
            0.193912,
            -0.026483,
            0,
            0.028796,
            0
        ],
        [
            29.699651,
            29.699651,
            29.699651,
            29.699651,
            29.699651,
            29.699651
        ],
        [
            -149298,
            -146597,
            -134625,
            -286767,
            -192070,
            -209938
        ],
        [
            1.328363,
            1.845559,
            0.905605,
            0.870764,
            1.16449,
            0.653523
        ],
        [
            148,
            74,
            74,
            148,
            74,
            74
        ],
        [
            69,
            27,
            42,
            69,
            29,
            40
        ],
        [
            79,
            47,
            32,
            79,
            45,
            34
        ],
        [
            46.621622,
            36.486486,
            56.756757,
            46.621622,
            39.189189,
            54.054054
        ],
        [
            1.520879,
            3.21264,
            0.689984,
            0.996961,
            1.806967,
            0.555494
        ],
        [
            181050,
            181050,
            50382,
            108518,
            108518,
            57465
        ],
        [
            -119790,
            -38900,
            -119790,
            -93332,
            -58343,
            -93332
        ],
        [
            150,
            157,
            144,
            150,
            157,
            144
        ],
        [
            187,
            214,
            169,
            182,
            228,
            149
        ],
        [
            119,
            124,
            112,
            122,
            111,
            138
        ],
        [
            22333,
            11636,
            10696,
            22333,
            11636,
            10696
        ],
        [
            49.945995,
            0,
            88.529329,
            0,
            71.945995,
            0
        ],
        [
            1,
            0,
            2,
            0,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            300723,
            -58642,
            -643122,
            -581700,
            -264672,
            -644432
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ZEN_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 23013,
    "evaluation_days": 1917.75,
    "actual_first_datapoint_time": 1594008000000,
    "first_datapoint_time": 1594972800000,
    "last_datapoint_time": 1759737600000,
    "evaluation_time": 1759740133992,
    "expiration_time": 1765702569600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 135,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 52,
            "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)