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Trade: ZEN/USDT/360/SSF/MIDPRICE/3717

Strategy
ZEN/USDT/360/SSF/MIDPRICE/3717
Pair
ZEN_USDT
Interval
6h
Score
431892
Daily Profit
0.199077
Profit Factor
1.930321
Profitability
55.555556
Streak
0.000000
Best Strategy
Training Data Length
1906.750000
Evaluation Time
2025-09-27 18:03
Expiration Time
2025-11-20 18:51

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 343439.628 379590.1021 -36150.4741 -234325.8951 325296.543 -559622.438
Total P&L (%) 343.4396 379.5901 -36.1505 -234.3259 325.2965 -559.6224
Avg Daily Profit (%) 0.1801 0.1991 -0.019 0 0.0759 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -141405 -120110 -150548 -973028 -512368 -782239
Profit Factor 1.4666 1.9303 0.8898 0.8895 1.3087 0.4751
Total Trades 72 36 36 72 36 36
Winning Trades 40 20 20 32 17 15
Losing Trades 32 16 16 40 19 21
Profitability (%) 55.5556 55.5556 55.5556 44.4444 47.2222 41.6667
Ratio Avg Win / Avg Loss 1.1732 1.5443 0.7119 1.1118 1.4626 0.6652
Largest Winning Trade 155698 155698 33692 283926 283926 266109
Largest Losing Trade -141405 -61249 -141405 -529337 -337259 -529337
Avg Bars in Trades 100 142 57 100 142 57
Avg Bars in Winners 108 146 70 102 158 39
Avg Bars in Losers 89 136 42 97 127 71
Bars Traded 7203 5116 2087 7203 5116 2087
Profit Streak 62.8772 0 120.3772 0 266.8772 0
Trades During Streak 1 0 1 0 2 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -73667 431892 -579495 -665049 -91516 -584020
Evaluation Data
{
    "trading_pair": "ZEN_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7627,
    "evaluation_days": 1906.75,
    "actual_first_datapoint_time": 1593993600000,
    "first_datapoint_time": 1597881600000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758985390175,
    "expiration_time": 1763657496000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 186,
            "offset": 0,
            "poles": 2
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 181,
            "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": [
        [
            343439.6279901301,
            379590.1021363466,
            -36150.4741462161,
            -234325.8950651217,
            325296.5429677837,
            -559622.4380329056
        ],
        [
            343.439628,
            379.590102,
            -36.150474,
            -234.325895,
            325.296543,
            -559.622438
        ],
        [
            0.180118,
            0.199077,
            -0.018959,
            0,
            0.075949,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -141405,
            -120110,
            -150548,
            -973028,
            -512368,
            -782239
        ],
        [
            1.46655,
            1.930321,
            0.889821,
            0.889469,
            1.308686,
            0.475123
        ],
        [
            72,
            36,
            36,
            72,
            36,
            36
        ],
        [
            40,
            20,
            20,
            32,
            17,
            15
        ],
        [
            32,
            16,
            16,
            40,
            19,
            21
        ],
        [
            55.555556,
            55.555556,
            55.555556,
            44.444444,
            47.222222,
            41.666667
        ],
        [
            1.17324,
            1.544257,
            0.711857,
            1.111837,
            1.462649,
            0.665172
        ],
        [
            155698,
            155698,
            33692,
            283926,
            283926,
            266109
        ],
        [
            -141405,
            -61249,
            -141405,
            -529337,
            -337259,
            -529337
        ],
        [
            100,
            142,
            57,
            100,
            142,
            57
        ],
        [
            108,
            146,
            70,
            102,
            158,
            39
        ],
        [
            89,
            136,
            42,
            97,
            127,
            71
        ],
        [
            7203,
            5116,
            2087,
            7203,
            5116,
            2087
        ],
        [
            62.877201,
            0,
            120.377201,
            0,
            266.877201,
            0
        ],
        [
            1,
            0,
            1,
            0,
            2,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -73667,
            431892,
            -579495,
            -665049,
            -91516,
            -584020
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ZEN_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7627,
    "evaluation_days": 1906.75,
    "actual_first_datapoint_time": 1593993600000,
    "first_datapoint_time": 1597881600000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758985390175,
    "expiration_time": 1763657496000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 186,
            "offset": 0,
            "poles": 2
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 181,
            "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)