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Trade: ZEN/USDT/720/SMA/MIDPRICE/1422

Strategy
ZEN/USDT/720/SMA/MIDPRICE/1422
Pair
ZEN_USDT
Interval
12h
Score
335049
Daily Profit
0.206161
Profit Factor
2.669823
Profitability
39.534884
Streak
63.664242
Best Strategy
Training Data Length
1916.500000
Evaluation Time
2025-10-04 06:56
Expiration Time
2025-11-30 13:52

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 416261.6176 395107.7638 21153.8538 93163.0187 425179.3805 -332016.3618
Total P&L (%) 416.2616 395.1078 21.1539 93.163 425.1794 -332.0164
Avg Daily Profit (%) 0.2172 0.2062 0.011 0.0344 0.0866 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -93159 -77015 -88667 -580512 -273089 -575771
Profit Factor 1.7525 2.6698 1.0668 1.0476 1.5739 0.727
Total Trades 87 43 44 87 43 44
Winning Trades 35 17 18 35 17 18
Losing Trades 52 26 26 52 26 26
Profitability (%) 40.2299 39.5349 40.9091 40.2299 39.5349 40.9091
Ratio Avg Win / Avg Loss 2.6037 4.0833 1.541 1.5564 2.4071 1.0501
Largest Winning Trade 249892 249892 60675 420689 420689 156272
Largest Losing Trade -62538 -30620 -62538 -483848 -89125 -483848
Avg Bars in Trades 42 37 47 42 37 47
Avg Bars in Winners 75 61 88 75 61 88
Avg Bars in Losers 20 22 19 20 22 19
Bars Traded 3720 1628 2092 3720 1628 2092
Profit Streak 0 63.6642 0 0 63.6642 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 270847 335049 -333592 -317614 -77958 -582588
Evaluation Data
{
    "trading_pair": "ZEN_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3833,
    "evaluation_days": 1916.5,
    "actual_first_datapoint_time": 1593993600000,
    "first_datapoint_time": 1597233600000,
    "last_datapoint_time": 1759536000000,
    "evaluation_time": 1759550190472,
    "expiration_time": 1764503568000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "sma",
        "factors": {
            "length": 76,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 8,
            "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": [
        [
            416261.6176479697,
            395107.7638489674,
            21153.8537990026,
            93163.0187186935,
            425179.3804935089,
            -332016.3617748155
        ],
        [
            416.261618,
            395.107764,
            21.153854,
            93.163019,
            425.17938,
            -332.016362
        ],
        [
            0.217199,
            0.206161,
            0.011038,
            0.034358,
            0.086579,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -93159,
            -77015,
            -88667,
            -580512,
            -273089,
            -575771
        ],
        [
            1.75251,
            2.669823,
            1.066827,
            1.047604,
            1.573856,
            0.726987
        ],
        [
            87,
            43,
            44,
            87,
            43,
            44
        ],
        [
            35,
            17,
            18,
            35,
            17,
            18
        ],
        [
            52,
            26,
            26,
            52,
            26,
            26
        ],
        [
            40.229885,
            39.534884,
            40.909091,
            40.229885,
            39.534884,
            40.909091
        ],
        [
            2.603729,
            4.083258,
            1.540972,
            1.55644,
            2.407073,
            1.050093
        ],
        [
            249892,
            249892,
            60675,
            420689,
            420689,
            156272
        ],
        [
            -62538,
            -30620,
            -62538,
            -483848,
            -89125,
            -483848
        ],
        [
            42,
            37,
            47,
            42,
            37,
            47
        ],
        [
            75,
            61,
            88,
            75,
            61,
            88
        ],
        [
            20,
            22,
            19,
            20,
            22,
            19
        ],
        [
            3720,
            1628,
            2092,
            3720,
            1628,
            2092
        ],
        [
            0,
            63.664242,
            0,
            0,
            63.664242,
            0
        ],
        [
            0,
            1,
            0,
            0,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            270847,
            335049,
            -333592,
            -317614,
            -77958,
            -582588
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ZEN_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3833,
    "evaluation_days": 1916.5,
    "actual_first_datapoint_time": 1593993600000,
    "first_datapoint_time": 1597233600000,
    "last_datapoint_time": 1759536000000,
    "evaluation_time": 1759550190472,
    "expiration_time": 1764503568000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sma",
        "factors": {
            "length": 76,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 8,
            "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)