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Trade: ZEN/USDT/720/PSAR/HMA/6643

Strategy
ZEN/USDT/720/PSAR/HMA/6643
Pair
ZEN_USDT
Interval
12h
Score
328108
Daily Profit
0.165370
Profit Factor
1.806459
Profitability
50.000000
Streak
14.519136
Best Strategy
Training Data Length
1918.500000
Evaluation Time
2025-10-06 15:27
Expiration Time
2025-12-02 15:19

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 323233.9103 317262.9991 5970.9112 -71041.7101 359603.1605 -430644.8706
Total P&L (%) 323.2339 317.263 5.9709 -71.0417 359.6032 -430.6449
Avg Daily Profit (%) 0.1685 0.1654 0.0031 -0.0646 0.0795 0
Buy And Hold Return (%) 78.3231 78.3231 78.3231 78.3231 78.3231 78.3231
Max Trade Drawdown -120086 -101800 -151709 -350876 -31102 -448882
Profit Factor 1.3289 1.8065 1.0101 0.9056 3.9791 0.3186
Total Trades 167 84 83 167 84 83
Winning Trades 91 42 49 91 42 49
Losing Trades 76 42 34 76 42 34
Profitability (%) 54.491 50 59.0361 54.491 50 59.0361
Ratio Avg Win / Avg Loss 1.1099 1.8065 0.7009 0.7563 3.9791 0.221
Largest Winning Trade 92136 92136 46440 122664 122664 30640
Largest Losing Trade -88354 -37279 -88354 -319438 -18239 -319438
Avg Bars in Trades 21 18 24 21 18 24
Avg Bars in Winners 17 14 19 17 14 19
Avg Bars in Losers 25 21 30 25 21 30
Bars Traded 3510 1515 1995 3510 1515 1995
Profit Streak 7.5191 14.5191 0 7.5191 14.5191 0
Trades During Streak 1 1 0 1 1 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 284997 328108 -564087 -578364 -80875 -579383
Evaluation Data
{
    "trading_pair": "ZEN_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3837,
    "evaluation_days": 1918.5,
    "actual_first_datapoint_time": 1593993600000,
    "first_datapoint_time": 1603195200000,
    "last_datapoint_time": 1759708800000,
    "evaluation_time": 1759753653375,
    "expiration_time": 1764681552000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "psar",
        "factors": {
            "length": 0,
            "offset": 0,
            "af": 0,
            "af0": 0,
            "max_af": 0
        }
    },
    "second_band": {
        "type": "hma",
        "factors": {
            "length": 201,
            "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": [
        [
            323233.9103321197,
            317262.9990922008,
            5970.9112399189,
            -71041.7100660332,
            359603.1605012006,
            -430644.8705672339
        ],
        [
            323.23391,
            317.262999,
            5.970911,
            -71.04171,
            359.603161,
            -430.644871
        ],
        [
            0.168483,
            0.16537,
            0.003112,
            -0.064577,
            0.079531,
            0
        ],
        [
            78.323071,
            78.323071,
            78.323071,
            78.323071,
            78.323071,
            78.323071
        ],
        [
            -120086,
            -101800,
            -151709,
            -350876,
            -31102,
            -448882
        ],
        [
            1.328937,
            1.806459,
            1.010133,
            0.905613,
            3.979147,
            0.31855
        ],
        [
            167,
            84,
            83,
            167,
            84,
            83
        ],
        [
            91,
            42,
            49,
            91,
            42,
            49
        ],
        [
            76,
            42,
            34,
            76,
            42,
            34
        ],
        [
            54.491018,
            50,
            59.036145,
            54.491018,
            50,
            59.036145
        ],
        [
            1.109881,
            1.806459,
            0.700909,
            0.756336,
            3.979147,
            0.221035
        ],
        [
            92136,
            92136,
            46440,
            122664,
            122664,
            30640
        ],
        [
            -88354,
            -37279,
            -88354,
            -319438,
            -18239,
            -319438
        ],
        [
            21,
            18,
            24,
            21,
            18,
            24
        ],
        [
            17,
            14,
            19,
            17,
            14,
            19
        ],
        [
            25,
            21,
            30,
            25,
            21,
            30
        ],
        [
            3510,
            1515,
            1995,
            3510,
            1515,
            1995
        ],
        [
            7.519136,
            14.519136,
            0,
            7.519136,
            14.519136,
            0
        ],
        [
            1,
            1,
            0,
            1,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            284997,
            328108,
            -564087,
            -578364,
            -80875,
            -579383
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ZEN_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3837,
    "evaluation_days": 1918.5,
    "actual_first_datapoint_time": 1593993600000,
    "first_datapoint_time": 1603195200000,
    "last_datapoint_time": 1759708800000,
    "evaluation_time": 1759753653375,
    "expiration_time": 1764681552000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "psar",
        "factors": {
            "length": 0,
            "offset": 0,
            "af": 0,
            "af0": 0,
            "max_af": 0
        }
    },
    "second_band": {
        "type": "hma",
        "factors": {
            "length": 201,
            "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)