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Trade: ZEN/USDT/720/ZLMA/MIDPRICE/4306

Strategy
ZEN/USDT/720/ZLMA/MIDPRICE/4306
Pair
ZEN_USDT
Interval
12h
Score
467429
Daily Profit
0.189848
Profit Factor
2.123118
Profitability
56.410256
Streak
59.212319
Best Strategy
Training Data Length
1907.000000
Evaluation Time
2025-09-26 08:05
Expiration Time
2025-11-20 19:02

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 310373.6722 362040.5222 -51666.8501 -116114.967 265383.0941 -381498.0611
Total P&L (%) 310.3737 362.0405 -51.6669 -116.115 265.3831 -381.4981
Avg Daily Profit (%) 0.1628 0.1898 -0.0271 0 0.068 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -193846 -113417 -213029 -488457 -49187 -472987
Profit Factor 1.4328 2.1231 0.8691 0.8046 4.2068 0.2543
Total Trades 78 39 39 78 39 39
Winning Trades 42 22 20 38 20 18
Losing Trades 36 17 19 40 19 21
Profitability (%) 53.8462 56.4103 51.2821 48.7179 51.2821 46.1538
Ratio Avg Win / Avg Loss 1.2281 1.6406 0.8256 0.847 3.9964 0.2967
Largest Winning Trade 139520 139520 46335 154416 154416 55600
Largest Losing Trade -109267 -60654 -109267 -254524 -39286 -254524
Avg Bars in Trades 46 62 30 46 62 30
Avg Bars in Winners 42 48 36 51 78 20
Avg Bars in Losers 50 80 23 41 44 38
Bars Traded 3594 2419 1175 3594 2419 1175
Profit Streak 0 59.2123 0 54.2123 0 55.2123
Trades During Streak 0 1 0 1 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -30080 467429 -580591 -619491 -94776 -581691

Evaluation Data

{
    "trading_pair": "ZEN_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3814,
    "evaluation_days": 1907,
    "actual_first_datapoint_time": 1593993600000,
    "first_datapoint_time": 1598572800000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758863144367,
    "expiration_time": 1763658144000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 93,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 107,
            "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": [
        [
            310373.6721523905,
            362040.5222440406,
            -51666.8500916502,
            -116114.966996474,
            265383.0940936311,
            -381498.0610901051
        ],
        [
            310.373672,
            362.040522,
            -51.66685,
            -116.114967,
            265.383094,
            -381.498061
        ],
        [
            0.162755,
            0.189848,
            -0.027093,
            0,
            0.067972,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -193846,
            -113417,
            -213029,
            -488457,
            -49187,
            -472987
        ],
        [
            1.432839,
            2.123118,
            0.869102,
            0.804643,
            4.206758,
            0.254326
        ],
        [
            78,
            39,
            39,
            78,
            39,
            39
        ],
        [
            42,
            22,
            20,
            38,
            20,
            18
        ],
        [
            36,
            17,
            19,
            40,
            19,
            21
        ],
        [
            53.846154,
            56.410256,
            51.282051,
            48.717949,
            51.282051,
            46.153846
        ],
        [
            1.228148,
            1.640591,
            0.825647,
            0.846992,
            3.99642,
            0.296714
        ],
        [
            139520,
            139520,
            46335,
            154416,
            154416,
            55600
        ],
        [
            -109267,
            -60654,
            -109267,
            -254524,
            -39286,
            -254524
        ],
        [
            46,
            62,
            30,
            46,
            62,
            30
        ],
        [
            42,
            48,
            36,
            51,
            78,
            20
        ],
        [
            50,
            80,
            23,
            41,
            44,
            38
        ],
        [
            3594,
            2419,
            1175,
            3594,
            2419,
            1175
        ],
        [
            0,
            59.212319,
            0,
            54.212319,
            0,
            55.212319
        ],
        [
            0,
            1,
            0,
            1,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -30080,
            467429,
            -580591,
            -619491,
            -94776,
            -581691
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ZEN_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3814,
    "evaluation_days": 1907,
    "actual_first_datapoint_time": 1593993600000,
    "first_datapoint_time": 1598572800000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758863144367,
    "expiration_time": 1763658144000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 93,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 107,
            "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)