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Trade: ZEN/USDT/720/MIDPRICE/KCU/2555

Strategy
ZEN/USDT/720/MIDPRICE/KCU/2555
Pair
ZEN_USDT
Interval
12h
Score
326298
Daily Profit
0.382078
Profit Factor
2.896018
Profitability
32.758621
Streak
12.651074
Best Strategy
Training Data Length
1913.000000
Evaluation Time
2025-09-30 18:37
Expiration Time
2025-11-26 23:21

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 701941.9573 730915.8458 -28973.8885 -30132.0658 123432.9063 -153564.9721
Total P&L (%) 701.942 730.9158 -28.9739 -30.1321 123.4329 -153.565
Avg Daily Profit (%) 0.3669 0.3821 -0.0151 -0.0187 0.042 0
Buy And Hold Return (%) 37.7226 37.7226 37.7226 37.7226 37.7226 37.7226
Max Trade Drawdown -273574 -208566 -92590 -886780 -560125 -387474
Profit Factor 1.8322 2.896 0.9367 0.9824 1.1601 0.8375
Total Trades 232 116 116 232 116 116
Winning Trades 82 38 44 82 38 44
Losing Trades 150 78 72 150 78 72
Profitability (%) 35.3448 32.7586 37.931 35.3448 32.7586 37.931
Ratio Avg Win / Avg Loss 3.3517 5.9445 1.5328 1.7971 2.3812 1.3704
Largest Winning Trade 754848 754848 50541 646827 646827 177281
Largest Losing Trade -34439 -20878 -34439 -272597 -128646 -272597
Avg Bars in Trades 15 15 16 15 15 16
Avg Bars in Winners 20 24 17 20 24 17
Avg Bars in Losers 12 10 15 12 10 15
Bars Traded 3627 1747 1880 3627 1747 1880
Profit Streak 0 12.6511 0 0 12.6511 0
Trades During Streak 0 1 0 0 1 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 314411 326298 -582661 -582207 -189022 -583772
Evaluation Data
{
    "trading_pair": "ZEN_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3826,
    "evaluation_days": 1913,
    "actual_first_datapoint_time": 1593993600000,
    "first_datapoint_time": 1601769600000,
    "last_datapoint_time": 1759233600000,
    "evaluation_time": 1759246652839,
    "expiration_time": 1764192096000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 181,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcu",
        "factors": {
            "length": 2,
            "offset": 0,
            "scalar": 3
        }
    }
}
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": [
        [
            701941.9573187901,
            730915.8458483471,
            -28973.8885295563,
            -30132.0657666837,
            123432.9063170076,
            -153564.9720836914
        ],
        [
            701.941957,
            730.915846,
            -28.973889,
            -30.132066,
            123.432906,
            -153.564972
        ],
        [
            0.366933,
            0.382078,
            -0.015146,
            -0.018742,
            0.042034,
            0
        ],
        [
            37.722622,
            37.722622,
            37.722622,
            37.722622,
            37.722622,
            37.722622
        ],
        [
            -273574,
            -208566,
            -92590,
            -886780,
            -560125,
            -387474
        ],
        [
            1.832241,
            2.896018,
            0.936729,
            0.982441,
            1.160076,
            0.837495
        ],
        [
            232,
            116,
            116,
            232,
            116,
            116
        ],
        [
            82,
            38,
            44,
            82,
            38,
            44
        ],
        [
            150,
            78,
            72,
            150,
            78,
            72
        ],
        [
            35.344828,
            32.758621,
            37.931034,
            35.344828,
            32.758621,
            37.931034
        ],
        [
            3.351661,
            5.944457,
            1.53283,
            1.797149,
            2.381208,
            1.370446
        ],
        [
            754848,
            754848,
            50541,
            646827,
            646827,
            177281
        ],
        [
            -34439,
            -20878,
            -34439,
            -272597,
            -128646,
            -272597
        ],
        [
            15,
            15,
            16,
            15,
            15,
            16
        ],
        [
            20,
            24,
            17,
            20,
            24,
            17
        ],
        [
            12,
            10,
            15,
            12,
            10,
            15
        ],
        [
            3627,
            1747,
            1880,
            3627,
            1747,
            1880
        ],
        [
            0,
            12.651074,
            0,
            0,
            12.651075,
            0
        ],
        [
            0,
            1,
            0,
            0,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            314411,
            326298,
            -582661,
            -582207,
            -189022,
            -583772
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ZEN_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3826,
    "evaluation_days": 1913,
    "actual_first_datapoint_time": 1593993600000,
    "first_datapoint_time": 1601769600000,
    "last_datapoint_time": 1759233600000,
    "evaluation_time": 1759246652839,
    "expiration_time": 1764192096000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 181,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcu",
        "factors": {
            "length": 2,
            "offset": 0,
            "scalar": 3
        }
    }
}

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)