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Trade: ZEN/USDT/720/HL2/ZLMA/2934

Strategy
ZEN/USDT/720/HL2/ZLMA/2934
Pair
ZEN_USDT
Interval
12h
Score
440751
Daily Profit
0.307878
Profit Factor
1.894861
Profitability
47.619048
Streak
0.000000
Best Strategy
Training Data Length
1907.000000
Evaluation Time
2025-09-26 23:58
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 587123.3988 519501.7987 67621.6 480793.2385 348397.1475 132396.0909
Total P&L (%) 587.1234 519.5018 67.6216 480.7932 348.3971 132.3961
Avg Daily Profit (%) 0.3079 0.2724 0.0355 0.0923 0.0787 0.0442
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -129144 -102234 -84813 -1479631 -905388 -760923
Profit Factor 1.8949 2.8286 1.1818 1.1033 1.1641 1.0523
Total Trades 126 63 63 126 63 63
Winning Trades 60 28 32 60 28 32
Losing Trades 66 35 31 66 35 31
Profitability (%) 47.619 44.4444 50.7937 47.619 44.4444 50.7937
Ratio Avg Win / Avg Loss 2.0843 3.5358 1.1448 1.2136 1.4551 1.0194
Largest Winning Trade 303122 303122 59538 617573 617573 286195
Largest Losing Trade -37218 -23329 -37218 -522410 -261888 -522410
Avg Bars in Trades 28 25 32 28 25 32
Avg Bars in Winners 38 32 43 38 32 43
Avg Bars in Losers 20 19 22 20 19 22
Bars Traded 3643 1580 2063 3643 1580 2063
Profit Streak 0 0 44.874 0 0 44.874
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 440751 -134784 -312282 -176984 -276751 -442860
Evaluation Data
{
    "trading_pair": "ZEN_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3814,
    "evaluation_days": 1907,
    "actual_first_datapoint_time": 1593993600000,
    "first_datapoint_time": 1598961600000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758920317875,
    "expiration_time": 1763658144000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hl2",
        "factors": {
            "length": 0,
            "offset": 58
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 116,
            "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": [
        [
            587123.3987740614,
            519501.7987465172,
            67621.6000275437,
            480793.2384610254,
            348397.1475149092,
            132396.0909461161
        ],
        [
            587.123399,
            519.501799,
            67.6216,
            480.793238,
            348.397148,
            132.396091
        ],
        [
            0.307878,
            0.272418,
            0.03546,
            0.092293,
            0.078715,
            0.04423
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -129144,
            -102234,
            -84813,
            -1479631,
            -905388,
            -760923
        ],
        [
            1.894861,
            2.828618,
            1.181774,
            1.103278,
            1.164063,
            1.052293
        ],
        [
            126,
            63,
            63,
            126,
            63,
            63
        ],
        [
            60,
            28,
            32,
            60,
            28,
            32
        ],
        [
            66,
            35,
            31,
            66,
            35,
            31
        ],
        [
            47.619048,
            44.444444,
            50.793651,
            47.619048,
            44.444444,
            50.793651
        ],
        [
            2.084348,
            3.535772,
            1.144843,
            1.213605,
            1.455079,
            1.019409
        ],
        [
            303122,
            303122,
            59538,
            617573,
            617573,
            286195
        ],
        [
            -37218,
            -23329,
            -37218,
            -522410,
            -261888,
            -522410
        ],
        [
            28,
            25,
            32,
            28,
            25,
            32
        ],
        [
            38,
            32,
            43,
            38,
            32,
            43
        ],
        [
            20,
            19,
            22,
            20,
            19,
            22
        ],
        [
            3643,
            1580,
            2063,
            3643,
            1580,
            2063
        ],
        [
            0,
            0,
            44.874049,
            0,
            0,
            44.874049
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            440751,
            -134784,
            -312282,
            -176984,
            -276751,
            -442860
        ]
    ]
}
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": 1598961600000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758920317875,
    "expiration_time": 1763658144000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hl2",
        "factors": {
            "length": 0,
            "offset": 58
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 116,
            "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)