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Trade: ZEN/USDT/720/JMA/HL2/5934

Strategy
ZEN/USDT/720/JMA/HL2/5934
Pair
ZEN_USDT
Interval
12h
Score
320284
Daily Profit
0.316602
Profit Factor
1.965236
Profitability
37.815126
Streak
42.864756
Best Strategy
Training Data Length
1919.000000
Evaluation Time
2025-10-06 23:45
Expiration Time
2025-12-03 03:40

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 607559.6393 549579.55 57980.0893 206313.0439 1475137.8478 -1268824.8039
Total P&L (%) 607.5596 549.5796 57.9801 206.313 1475.1378 -1268.8248
Avg Daily Profit (%) 0.3166 0.2864 0.0302 0.0584 0.1438 0
Buy And Hold Return (%) 79.1816 79.1816 79.1816 79.1816 79.1816 79.1816
Max Trade Drawdown -145244 -98997 -100794 -1501839 -578904 -1650238
Profit Factor 1.9652 2.9818 1.1647 1.0413 1.847 0.6104
Total Trades 119 59 60 119 59 60
Winning Trades 45 20 25 45 20 25
Losing Trades 74 39 35 74 39 35
Profitability (%) 37.8151 33.8983 41.6667 37.8151 33.8983 41.6667
Ratio Avg Win / Avg Loss 3.2317 5.8145 1.6305 1.7123 3.6017 0.8546
Largest Winning Trade 289170 289170 65063 654330 654330 338282
Largest Losing Trade -87868 -25099 -87868 -1501839 -199405 -1501839
Avg Bars in Trades 30 26 33 30 26 33
Avg Bars in Winners 62 54 68 62 54 68
Avg Bars in Losers 10 11 9 10 11 9
Bars Traded 3581 1544 2037 3581 1544 2037
Profit Streak 42.8648 0 44.8648 42.8648 0 44.8648
Trades During Streak 1 0 1 1 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 320284 -168510 -528735 -296352 -180136 -752921
Evaluation Data
{
    "trading_pair": "ZEN_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3838,
    "evaluation_days": 1919,
    "actual_first_datapoint_time": 1593993600000,
    "first_datapoint_time": 1602331200000,
    "last_datapoint_time": 1759752000000,
    "evaluation_time": 1759783514950,
    "expiration_time": 1764726048000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "jma",
        "factors": {
            "length": 194,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hl2",
        "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": [
        [
            607559.6393116179,
            549579.5500368737,
            57980.0892747444,
            206313.043862181,
            1475137.8477850258,
            -1268824.8039228441
        ],
        [
            607.559639,
            549.57955,
            57.980089,
            206.313044,
            1475.137848,
            -1268.824804
        ],
        [
            0.316602,
            0.286389,
            0.030214,
            0.058351,
            0.143768,
            0
        ],
        [
            79.181622,
            79.181622,
            79.181622,
            79.181622,
            79.181622,
            79.181622
        ],
        [
            -145244,
            -98997,
            -100794,
            -1501839,
            -578904,
            -1650238
        ],
        [
            1.965236,
            2.981791,
            1.164657,
            1.041274,
            1.847041,
            0.610448
        ],
        [
            119,
            59,
            60,
            119,
            59,
            60
        ],
        [
            45,
            20,
            25,
            45,
            20,
            25
        ],
        [
            74,
            39,
            35,
            74,
            39,
            35
        ],
        [
            37.815126,
            33.898305,
            41.666667,
            37.815126,
            33.898305,
            41.666667
        ],
        [
            3.231722,
            5.814492,
            1.63052,
            1.712317,
            3.60173,
            0.854628
        ],
        [
            289170,
            289170,
            65063,
            654330,
            654330,
            338282
        ],
        [
            -87868,
            -25099,
            -87868,
            -1501839,
            -199405,
            -1501839
        ],
        [
            30,
            26,
            33,
            30,
            26,
            33
        ],
        [
            62,
            54,
            68,
            62,
            54,
            68
        ],
        [
            10,
            11,
            9,
            10,
            11,
            9
        ],
        [
            3581,
            1544,
            2037,
            3581,
            1544,
            2037
        ],
        [
            42.864756,
            0,
            44.864756,
            42.864756,
            0,
            44.864756
        ],
        [
            1,
            0,
            1,
            1,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            320284,
            -168510,
            -528735,
            -296352,
            -180136,
            -752921
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ZEN_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3838,
    "evaluation_days": 1919,
    "actual_first_datapoint_time": 1593993600000,
    "first_datapoint_time": 1602331200000,
    "last_datapoint_time": 1759752000000,
    "evaluation_time": 1759783514950,
    "expiration_time": 1764726048000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "jma",
        "factors": {
            "length": 194,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hl2",
        "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)