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Trade: ZEN/USDT/240/MIDPOINT/SSF/2681

Strategy
ZEN/USDT/240/MIDPOINT/SSF/2681
Pair
ZEN_USDT
Interval
4h
Score
310123
Daily Profit
0.172111
Profit Factor
1.329499
Profitability
54.545455
Streak
0.000000
Best Strategy
Training Data Length
1920.670000
Evaluation Time
2025-10-08 21:30
Expiration Time
2025-12-05 08:52

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 330568.0686 356614.7609 -26046.6923 -33752.495 158632.1564 -192384.6514
Total P&L (%) 330.5681 356.6148 -26.0467 -33.7525 158.6322 -192.3847
Avg Daily Profit (%) 0.1721 0.1857 -0.0136 -0.0214 0.0495 0
Buy And Hold Return (%) 23.484 23.484 23.484 23.484 23.484 23.484
Max Trade Drawdown -106995 -106121 -133195 -389122 -323520 -362684
Profit Factor 1.3295 1.7971 0.9531 0.9862 1.1358 0.8486
Total Trades 143 71 72 143 71 72
Winning Trades 78 36 42 78 36 42
Losing Trades 65 35 30 65 35 30
Profitability (%) 54.5455 50.7042 58.3333 54.5455 50.7042 58.3333
Ratio Avg Win / Avg Loss 1.1079 1.7472 0.6808 0.8218 1.1043 0.6061
Largest Winning Trade 96294 96294 67072 153985 153985 108744
Largest Losing Trade -55057 -41103 -55057 -131104 -118355 -131104
Avg Bars in Trades 78 59 96 78 59 96
Avg Bars in Winners 92 69 112 92 69 112
Avg Bars in Losers 61 49 75 61 49 75
Bars Traded 11215 4237 6978 11215 4237 6978
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 310123 -75959 -658878 -579810 -284960 -658878
Evaluation Data
{
    "trading_pair": "ZEN_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11524,
    "evaluation_days": 1920.67,
    "actual_first_datapoint_time": 1594008000000,
    "first_datapoint_time": 1596369600000,
    "last_datapoint_time": 1759939200000,
    "evaluation_time": 1759948238432,
    "expiration_time": 1764917568000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "midpoint",
        "factors": {
            "length": 165,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 66,
            "offset": 0,
            "poles": 3
        }
    }
}
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": [
        [
            330568.0686414606,
            356614.7609298179,
            -26046.6922883573,
            -33752.4949551459,
            158632.1564055411,
            -192384.6513606869
        ],
        [
            330.568069,
            356.614761,
            -26.046692,
            -33.752495,
            158.632156,
            -192.384651
        ],
        [
            0.172111,
            0.185672,
            -0.013561,
            -0.021437,
            0.049486,
            0
        ],
        [
            23.484039,
            23.484039,
            23.484039,
            23.484039,
            23.484039,
            23.484039
        ],
        [
            -106995,
            -106121,
            -133195,
            -389122,
            -323520,
            -362684
        ],
        [
            1.329499,
            1.797071,
            0.95314,
            0.986158,
            1.135838,
            0.848588
        ],
        [
            143,
            71,
            72,
            143,
            71,
            72
        ],
        [
            78,
            36,
            42,
            78,
            36,
            42
        ],
        [
            65,
            35,
            30,
            65,
            35,
            30
        ],
        [
            54.545455,
            50.704225,
            58.333333,
            54.545455,
            50.704225,
            58.333333
        ],
        [
            1.107916,
            1.747152,
            0.680814,
            0.821798,
            1.104287,
            0.606134
        ],
        [
            96294,
            96294,
            67072,
            153985,
            153985,
            108744
        ],
        [
            -55057,
            -41103,
            -55057,
            -131104,
            -118355,
            -131104
        ],
        [
            78,
            59,
            96,
            78,
            59,
            96
        ],
        [
            92,
            69,
            112,
            92,
            69,
            112
        ],
        [
            61,
            49,
            75,
            61,
            49,
            75
        ],
        [
            11215,
            4237,
            6978,
            11215,
            4237,
            6978
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            310123,
            -75959,
            -658878,
            -579810,
            -284960,
            -658878
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ZEN_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11524,
    "evaluation_days": 1920.67,
    "actual_first_datapoint_time": 1594008000000,
    "first_datapoint_time": 1596369600000,
    "last_datapoint_time": 1759939200000,
    "evaluation_time": 1759948238432,
    "expiration_time": 1764917568000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midpoint",
        "factors": {
            "length": 165,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 66,
            "offset": 0,
            "poles": 3
        }
    }
}

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)