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Trade: ZEN/USDT/120/DCM/MIDPOINT/8057

Strategy
ZEN/USDT/120/DCM/MIDPOINT/8057
Pair
ZEN_USDT
Interval
2h
Score
326539
Daily Profit
0.177185
Profit Factor
1.497474
Profitability
46.153846
Streak
55.960886
Best Strategy
Training Data Length
1906.000000
Evaluation Time
2025-09-27 16:03
Expiration Time
2025-12-02 06:47

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 236316.5521 337715.1373 -101398.5852 -114975.6801 -222766.0884 107790.4082
Total P&L (%) 236.3166 337.7151 -101.3986 -114.9757 -222.7661 107.7904
Avg Daily Profit (%) 0.124 0.1772 -0.0532 0 0 0.0384
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -344171 -152664 -284054 -881189 -643897 -390577
Profit Factor 1.1694 1.4975 0.8584 0.9571 0.8545 1.0939
Total Trades 235 117 118 235 117 118
Winning Trades 109 54 55 105 51 54
Losing Trades 126 63 63 130 66 64
Profitability (%) 46.383 46.1538 46.6102 44.6809 43.5897 45.7627
Ratio Avg Win / Avg Loss 1.3518 1.7471 0.9833 1.185 1.1059 1.2965
Largest Winning Trade 253567 253567 41424 157619 157619 141148
Largest Losing Trade -128533 -40140 -128533 -175700 -166442 -175700
Avg Bars in Trades 95 79 111 95 79 111
Avg Bars in Winners 111 88 133 103 91 113
Avg Bars in Losers 81 71 91 88 69 108
Bars Traded 22377 9278 13099 22377 9278 13099
Profit Streak 40.3776 55.9609 40.3776 0 0 0
Trades During Streak 2 2 1 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -60871 326539 -581788 -579950 -581847 -260742
Evaluation Data
{
    "trading_pair": "ZEN_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 22872,
    "evaluation_days": 1906,
    "actual_first_datapoint_time": 1594008000000,
    "first_datapoint_time": 1595793600000,
    "last_datapoint_time": 1758722400000,
    "evaluation_time": 1758978220541,
    "expiration_time": 1764650822400,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 249,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 152,
            "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": [
        [
            236316.5520733511,
            337715.1373004541,
            -101398.5852271035,
            -114975.6801259877,
            -222766.0883527737,
            107790.4082267862
        ],
        [
            236.316552,
            337.715137,
            -101.398585,
            -114.97568,
            -222.766088,
            107.790408
        ],
        [
            0.123986,
            0.177185,
            -0.0532,
            0,
            0,
            0.038379
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -344171,
            -152664,
            -284054,
            -881189,
            -643897,
            -390577
        ],
        [
            1.169397,
            1.497474,
            0.858419,
            0.957086,
            0.854542,
            1.093916
        ],
        [
            235,
            117,
            118,
            235,
            117,
            118
        ],
        [
            109,
            54,
            55,
            105,
            51,
            54
        ],
        [
            126,
            63,
            63,
            130,
            66,
            64
        ],
        [
            46.382979,
            46.153846,
            46.610169,
            44.680851,
            43.589744,
            45.762712
        ],
        [
            1.351779,
            1.747053,
            0.98328,
            1.184964,
            1.105878,
            1.296493
        ],
        [
            253567,
            253567,
            41424,
            157619,
            157619,
            141148
        ],
        [
            -128533,
            -40140,
            -128533,
            -175700,
            -166442,
            -175700
        ],
        [
            95,
            79,
            111,
            95,
            79,
            111
        ],
        [
            111,
            88,
            133,
            103,
            91,
            113
        ],
        [
            81,
            71,
            91,
            88,
            69,
            108
        ],
        [
            22377,
            9278,
            13099,
            22377,
            9278,
            13099
        ],
        [
            40.377552,
            55.960886,
            40.377552,
            0,
            0,
            0
        ],
        [
            2,
            2,
            1,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -60871,
            326539,
            -581788,
            -579950,
            -581847,
            -260742
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ZEN_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 22872,
    "evaluation_days": 1906,
    "actual_first_datapoint_time": 1594008000000,
    "first_datapoint_time": 1595793600000,
    "last_datapoint_time": 1758722400000,
    "evaluation_time": 1758978220541,
    "expiration_time": 1764650822400,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 249,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 152,
            "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)