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Trade: ZEN/USDT/120/BBL/MIDPRICE/7745

Strategy
ZEN/USDT/120/BBL/MIDPRICE/7745
Pair
ZEN_USDT
Interval
2h
Score
457214
Daily Profit
0.297086
Profit Factor
1.520506
Profitability
57.509158
Streak
0.000000
Best Strategy
Training Data Length
1910.000000
Evaluation Time
2025-09-28 19:06
Expiration Time
2025-12-06 10:14

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 567435.1863 465586.7037 101848.4826 633883.6248 910312.0516 -276428.4269
Total P&L (%) 567.4352 465.5867 101.8485 633.8836 910.3121 -276.4284
Avg Daily Profit (%) 0.2971 0.2438 0.0533 0.1044 0.1212 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -228070 -186707 -79086 -1630422 -1524319 -826923
Profit Factor 1.5205 1.63 1.2901 1.0893 1.2012 0.8924
Total Trades 273 136 137 273 136 137
Winning Trades 157 72 85 157 72 85
Losing Trades 116 64 52 116 64 52
Profitability (%) 57.5092 52.9412 62.0438 57.5092 52.9412 62.0438
Ratio Avg Win / Avg Loss 1.1234 1.4489 0.7892 0.8049 1.0677 0.546
Largest Winning Trade 139916 139916 19727 838725 838725 273452
Largest Losing Trade -61980 -61980 -19600 -823296 -823296 -281561
Avg Bars in Trades 82 146 18 82 146 18
Avg Bars in Winners 55 98 18 55 98 18
Avg Bars in Losers 119 200 19 119 200 19
Bars Traded 22545 19945 2600 22545 19945 2600
Profit Streak 0 0 0 0 0 0
Trades During Streak 0 0 0 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 457214 365679 -121703 -174690 -31168 -579130
Evaluation Data
{
    "trading_pair": "ZEN_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 22920,
    "evaluation_days": 1910,
    "actual_first_datapoint_time": 1594008000000,
    "first_datapoint_time": 1595188800000,
    "last_datapoint_time": 1759068000000,
    "evaluation_time": 1759075579403,
    "expiration_time": 1765008864000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "bbl",
        "factors": {
            "length": 197,
            "offset": 0,
            "std": 3.25618
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 165,
            "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": [
        [
            567435.1862629399,
            465586.7036789432,
            101848.4825839966,
            633883.6247782068,
            910312.0516303966,
            -276428.4268521895
        ],
        [
            567.435186,
            465.586704,
            101.848483,
            633.883625,
            910.312052,
            -276.428427
        ],
        [
            0.297086,
            0.243763,
            0.053324,
            0.104409,
            0.121165,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -228070,
            -186707,
            -79086,
            -1630422,
            -1524319,
            -826923
        ],
        [
            1.520506,
            1.629985,
            1.29007,
            1.089345,
            1.201175,
            0.892434
        ],
        [
            273,
            136,
            137,
            273,
            136,
            137
        ],
        [
            157,
            72,
            85,
            157,
            72,
            85
        ],
        [
            116,
            64,
            52,
            116,
            64,
            52
        ],
        [
            57.509158,
            52.941176,
            62.043796,
            57.509158,
            52.941176,
            62.043796
        ],
        [
            1.123431,
            1.448875,
            0.78922,
            0.804866,
            1.067711,
            0.54596
        ],
        [
            139916,
            139916,
            19727,
            838725,
            838725,
            273452
        ],
        [
            -61980,
            -61980,
            -19600,
            -823296,
            -823296,
            -281561
        ],
        [
            82,
            146,
            18,
            82,
            146,
            18
        ],
        [
            55,
            98,
            18,
            55,
            98,
            18
        ],
        [
            119,
            200,
            19,
            119,
            200,
            19
        ],
        [
            22545,
            19945,
            2600,
            22545,
            19945,
            2600
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            457214,
            365679,
            -121703,
            -174690,
            -31168,
            -579130
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ZEN_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 22920,
    "evaluation_days": 1910,
    "actual_first_datapoint_time": 1594008000000,
    "first_datapoint_time": 1595188800000,
    "last_datapoint_time": 1759068000000,
    "evaluation_time": 1759075579403,
    "expiration_time": 1765008864000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "bbl",
        "factors": {
            "length": 197,
            "offset": 0,
            "std": 3.25618
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 165,
            "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)