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Trade: ZEN/USDT/720/SMA/HILO/3114

Strategy
ZEN/USDT/720/SMA/HILO/3114
Pair
ZEN_USDT
Interval
12h
Score
317589
Daily Profit
0.391570
Profit Factor
3.877946
Profitability
30.000000
Streak
0.000000
Best Strategy
Training Data Length
1915.500000
Evaluation Time
2025-10-03 09:30
Expiration Time
2025-11-29 13:09

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 779514.6884 750052.9199 29461.7685 160341.7624 -827105.7624 987447.5247
Total P&L (%) 779.5147 750.0529 29.4618 160.3418 -827.1058 987.4475
Avg Daily Profit (%) 0.407 0.3916 0.0154 0.05 0 0.1247
Buy And Hold Return (%) 53.1006 53.1006 53.1006 53.1006 53.1006 53.1006
Max Trade Drawdown -243560 -159123 -125175 -2672626 -2315598 -1111238
Profit Factor 2.6993 3.8779 1.1487 1.0308 0.7604 1.5625
Total Trades 59 30 29 59 30 29
Winning Trades 22 9 13 22 9 13
Losing Trades 37 21 16 37 21 16
Profitability (%) 37.2881 30 44.8276 37.2881 30 44.8276
Ratio Avg Win / Avg Loss 4.5398 9.0485 1.4138 1.7336 1.7743 1.9231
Largest Winning Trade 762859 762859 57849 842625 762859 842625
Largest Losing Trade -38230 -29423 -38230 -764094 -764094 -347996
Avg Bars in Trades 59 46 71 59 46 71
Avg Bars in Winners 80 72 86 80 72 86
Avg Bars in Losers 46 36 60 46 36 60
Bars Traded 3493 1409 2084 3493 1409 2084
Profit Streak 0 0 49.7711 0 0 49.7711
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -169764 317589 -396512 -499549 -585825 -24876
Evaluation Data
{
    "trading_pair": "ZEN_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3831,
    "evaluation_days": 1915.5,
    "actual_first_datapoint_time": 1593993600000,
    "first_datapoint_time": 1599696000000,
    "last_datapoint_time": 1759449600000,
    "evaluation_time": 1759473024270,
    "expiration_time": 1764414576000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "sma",
        "factors": {
            "length": 133,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hilo",
        "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": [
        [
            779514.6883654203,
            750052.9198834517,
            29461.7684819685,
            160341.7623556959,
            -827105.7623785229,
            987447.5247342191
        ],
        [
            779.514688,
            750.05292,
            29.461768,
            160.341762,
            -827.105762,
            987.447525
        ],
        [
            0.406951,
            0.39157,
            0.015381,
            0.049964,
            0,
            0.124662
        ],
        [
            53.10059,
            53.10059,
            53.10059,
            53.10059,
            53.10059,
            53.10059
        ],
        [
            -243560,
            -159123,
            -125175,
            -2672626,
            -2315598,
            -1111238
        ],
        [
            2.69932,
            3.877946,
            1.148721,
            1.03079,
            0.760411,
            1.562518
        ],
        [
            59,
            30,
            29,
            59,
            30,
            29
        ],
        [
            22,
            9,
            13,
            22,
            9,
            13
        ],
        [
            37,
            21,
            16,
            37,
            21,
            16
        ],
        [
            37.288136,
            30,
            44.827586,
            37.288136,
            30,
            44.827586
        ],
        [
            4.539766,
            9.04854,
            1.413811,
            1.733601,
            1.774293,
            1.9231
        ],
        [
            762859,
            762859,
            57849,
            842625,
            762859,
            842625
        ],
        [
            -38230,
            -29423,
            -38230,
            -764094,
            -764094,
            -347996
        ],
        [
            59,
            46,
            71,
            59,
            46,
            71
        ],
        [
            80,
            72,
            86,
            80,
            72,
            86
        ],
        [
            46,
            36,
            60,
            46,
            36,
            60
        ],
        [
            3493,
            1409,
            2084,
            3493,
            1409,
            2084
        ],
        [
            0,
            0,
            49.771114,
            0,
            0,
            49.771114
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -169764,
            317589,
            -396512,
            -499549,
            -585825,
            -24876
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ZEN_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3831,
    "evaluation_days": 1915.5,
    "actual_first_datapoint_time": 1593993600000,
    "first_datapoint_time": 1599696000000,
    "last_datapoint_time": 1759449600000,
    "evaluation_time": 1759473024270,
    "expiration_time": 1764414576000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sma",
        "factors": {
            "length": 133,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hilo",
        "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)