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Trade: ZEN/USDT/360/RMA/HILO/5165

Strategy
ZEN/USDT/360/RMA/HILO/5165
Pair
ZEN_USDT
Interval
6h
Score
450290
Daily Profit
0.582130
Profit Factor
6.115347
Profitability
31.250000
Streak
0.000000
Best Strategy
Training Data Length
1911.500000
Evaluation Time
2025-09-29 14:07
Expiration Time
2025-11-25 16:16

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1150371.8254 1112741.998 37629.8274 278689.7216 259807.8955 18881.826
Total P&L (%) 1150.3718 1112.742 37.6298 278.6897 259.8079 18.8818
Avg Daily Profit (%) 0.6018 0.5821 0.0197 0.0697 0.067 0.009
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -148051 -111332 -84575 -1129684 -934442 -674737
Profit Factor 4.0209 6.1153 1.2305 1.0962 1.1674 1.014
Total Trades 63 32 31 63 32 31
Winning Trades 27 10 17 27 10 17
Losing Trades 36 22 14 36 22 14
Profitability (%) 42.8571 31.25 54.8387 42.8571 31.25 54.8387
Ratio Avg Win / Avg Loss 5.3612 13.4538 1.0133 1.4617 2.5683 0.8351
Largest Winning Trade 1162500 1162500 78422 1162500 1162500 580213
Largest Losing Trade -34958 -34958 -29670 -403557 -279805 -403557
Avg Bars in Trades 108 71 146 108 71 146
Avg Bars in Winners 189 138 219 189 138 219
Avg Bars in Losers 47 40 58 47 40 58
Bars Traded 6823 2275 4548 6823 2275 4548
Profit Streak 0 0 321.7137 0 0 321.7137
Trades During Streak 0 0 4 0 0 4
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -135506 450290 -167379 -368615 -146035 -393163
Evaluation Data
{
    "trading_pair": "ZEN_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7646,
    "evaluation_days": 1911.5,
    "actual_first_datapoint_time": 1593993600000,
    "first_datapoint_time": 1598810400000,
    "last_datapoint_time": 1759125600000,
    "evaluation_time": 1759144060706,
    "expiration_time": 1764080208000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "rma",
        "factors": {
            "length": 224,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "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": [
        [
            1150371.8253777851,
            1112741.9979787783,
            37629.8273990065,
            278689.721551646,
            259807.8955407137,
            18881.8260109319
        ],
        [
            1150.371825,
            1112.741998,
            37.629827,
            278.689722,
            259.807896,
            18.881826
        ],
        [
            0.601816,
            0.58213,
            0.019686,
            0.069684,
            0.067006,
            0.009049
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -148051,
            -111332,
            -84575,
            -1129684,
            -934442,
            -674737
        ],
        [
            4.020864,
            6.115347,
            1.230464,
            1.096238,
            1.167427,
            1.014048
        ],
        [
            63,
            32,
            31,
            63,
            32,
            31
        ],
        [
            27,
            10,
            17,
            27,
            10,
            17
        ],
        [
            36,
            22,
            14,
            36,
            22,
            14
        ],
        [
            42.857143,
            31.25,
            54.83871,
            42.857143,
            31.25,
            54.83871
        ],
        [
            5.361152,
            13.453763,
            1.013323,
            1.461651,
            2.568339,
            0.835099
        ],
        [
            1162500,
            1162500,
            78422,
            1162500,
            1162500,
            580213
        ],
        [
            -34958,
            -34958,
            -29670,
            -403557,
            -279805,
            -403557
        ],
        [
            108,
            71,
            146,
            108,
            71,
            146
        ],
        [
            189,
            138,
            219,
            189,
            138,
            219
        ],
        [
            47,
            40,
            58,
            47,
            40,
            58
        ],
        [
            6823,
            2275,
            4548,
            6823,
            2275,
            4548
        ],
        [
            0,
            0,
            321.713665,
            0,
            0,
            321.713666
        ],
        [
            0,
            0,
            4,
            0,
            0,
            4
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -135506,
            450290,
            -167379,
            -368615,
            -146035,
            -393163
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ZEN_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7646,
    "evaluation_days": 1911.5,
    "actual_first_datapoint_time": 1593993600000,
    "first_datapoint_time": 1598810400000,
    "last_datapoint_time": 1759125600000,
    "evaluation_time": 1759144060706,
    "expiration_time": 1764080208000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "rma",
        "factors": {
            "length": 224,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "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)