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Trade: ZEN/USDT/720/HILO/DCM/7740

Strategy
ZEN/USDT/720/HILO/DCM/7740
Pair
ZEN_USDT
Interval
12h
Score
603553
Daily Profit
0.618487
Profit Factor
2.643914
Profitability
48.235294
Streak
17.597937
Best Strategy
Training Data Length
1907.000000
Evaluation Time
2025-09-26 17:21
Expiration Time
2025-11-20 19:02

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1179453.9177 1243838.3257 -64384.408 -69678.1855 519227.9927 -588906.1782
Total P&L (%) 1179.4539 1243.8383 -64.3844 -69.6782 519.228 -588.9062
Avg Daily Profit (%) 0.6185 0.6522 -0.0338 -0.0626 0.0957 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -278175 -189666 -150080 -1646579 -1042866 -783112
Profit Factor 2.6439 4.121 0.7981 0.9737 1.3503 0.4943
Total Trades 85 42 43 85 42 43
Winning Trades 41 18 23 41 18 23
Losing Trades 44 24 20 44 24 20
Profitability (%) 48.2353 42.8571 53.4884 48.2353 42.8571 53.4884
Ratio Avg Win / Avg Loss 2.8374 5.4947 0.694 1.0449 1.8004 0.4299
Largest Winning Trade 1384510 1384510 41611 1558382 1558382 112920
Largest Losing Trade -48406 -45883 -48406 -528373 -528373 -466592
Avg Bars in Trades 43 55 31 43 55 31
Avg Bars in Winners 38 50 29 38 50 29
Avg Bars in Losers 47 58 33 47 58 33
Bars Traded 3659 2310 1349 3659 2310 1349
Profit Streak 17.5979 0 68.0979 17.5979 0 68.0979
Trades During Streak 1 0 2 1 0 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 603553 587484 -579305 -579003 -66079 -579305

Evaluation Data

{
    "trading_pair": "ZEN_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3814,
    "evaluation_days": 1907,
    "actual_first_datapoint_time": 1593993600000,
    "first_datapoint_time": 1599696000000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758896461734,
    "expiration_time": 1763658144000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "offset": 99
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 133,
            "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": [
        [
            1179453.9177031862,
            1243838.3257066319,
            -64384.4080034456,
            -69678.1854819602,
            519227.9926845366,
            -588906.1781664968
        ],
        [
            1179.453918,
            1243.838326,
            -64.384408,
            -69.678185,
            519.227993,
            -588.906178
        ],
        [
            0.618487,
            0.652249,
            -0.033762,
            -0.062555,
            0.095657,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -278175,
            -189666,
            -150080,
            -1646579,
            -1042866,
            -783112
        ],
        [
            2.643914,
            4.121013,
            0.798124,
            0.973675,
            1.350315,
            0.494346
        ],
        [
            85,
            42,
            43,
            85,
            42,
            43
        ],
        [
            41,
            18,
            23,
            41,
            18,
            23
        ],
        [
            44,
            24,
            20,
            44,
            24,
            20
        ],
        [
            48.235294,
            42.857143,
            53.488372,
            48.235294,
            42.857143,
            53.488372
        ],
        [
            2.837371,
            5.494684,
            0.694021,
            1.044919,
            1.80042,
            0.429866
        ],
        [
            1384510,
            1384510,
            41611,
            1558382,
            1558382,
            112920
        ],
        [
            -48406,
            -45883,
            -48406,
            -528373,
            -528373,
            -466592
        ],
        [
            43,
            55,
            31,
            43,
            55,
            31
        ],
        [
            38,
            50,
            29,
            38,
            50,
            29
        ],
        [
            47,
            58,
            33,
            47,
            58,
            33
        ],
        [
            3659,
            2310,
            1349,
            3659,
            2310,
            1349
        ],
        [
            17.597937,
            0,
            68.097937,
            17.597937,
            0,
            68.097937
        ],
        [
            1,
            0,
            2,
            1,
            0,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            603553,
            587484,
            -579305,
            -579003,
            -66079,
            -579305
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ZEN_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3814,
    "evaluation_days": 1907,
    "actual_first_datapoint_time": 1593993600000,
    "first_datapoint_time": 1599696000000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758896461734,
    "expiration_time": 1763658144000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "offset": 99
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 133,
            "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)