← Takaisin listaan  ·  Selaa strategioita →  ·  Oppimiskeskus →

Trade: ZEN/USDT/360/SSF/HILO/1121

Strategy
ZEN/USDT/360/SSF/HILO/1121
Pair
ZEN_USDT
Interval
6h
Score
340792
Daily Profit
0.205396
Profit Factor
1.365932
Profitability
50.638298
Streak
0.000000
Best Strategy
Training Data Length
1906.750000
Evaluation Time
2025-09-25 22:51
Expiration Time
2025-11-20 18:51

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 391639.5107 370140.519 21498.9917 -17853.6872 857528.8342 -875382.5214
Total P&L (%) 391.6395 370.1405 21.499 -17.8537 857.5288 -875.3825
Avg Daily Profit (%) 0.2054 0.1941 0.0113 -0.0103 0.1186 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -189278 -185513 -129333 -1501968 -970656 -979508
Profit Factor 1.3659 1.7072 1.0393 0.9967 1.3382 0.6963
Total Trades 235 118 117 235 118 117
Winning Trades 119 53 66 119 53 66
Losing Trades 116 65 51 116 65 51
Profitability (%) 50.6383 44.9153 56.4103 50.6383 44.9153 56.4103
Ratio Avg Win / Avg Loss 1.3315 2.0938 0.8031 0.9716 1.6412 0.5381
Largest Winning Trade 185754 185754 40020 591478 591478 287583
Largest Losing Trade -80737 -31666 -80737 -574782 -204836 -574782
Avg Bars in Trades 32 28 35 32 28 35
Avg Bars in Winners 41 36 45 41 36 45
Avg Bars in Losers 22 23 22 22 23 22
Bars Traded 7585 3415 4170 7585 3415 4170
Profit Streak 0 0 113.3274 0 0 113.3274
Trades During Streak 0 0 6 0 0 6
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 340792 319170 -360563 -579465 -34829 -578728

Evaluation Data

{
    "trading_pair": "ZEN_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7627,
    "evaluation_days": 1906.75,
    "actual_first_datapoint_time": 1593993600000,
    "first_datapoint_time": 1594425600000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758829888337,
    "expiration_time": 1763657496000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 154,
            "offset": 0,
            "poles": 2
        }
    },
    "second_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "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": [
        [
            391639.5107148791,
            370140.5190135539,
            21498.9917013247,
            -17853.687219518,
            857528.8342005449,
            -875382.5214200633
        ],
        [
            391.639511,
            370.140519,
            21.498992,
            -17.853687,
            857.528834,
            -875.382521
        ],
        [
            0.205396,
            0.194121,
            0.011275,
            -0.010314,
            0.118554,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -189278,
            -185513,
            -129333,
            -1501968,
            -970656,
            -979508
        ],
        [
            1.365932,
            1.707229,
            1.039312,
            0.996705,
            1.338174,
            0.696346
        ],
        [
            235,
            118,
            117,
            235,
            118,
            117
        ],
        [
            119,
            53,
            66,
            119,
            53,
            66
        ],
        [
            116,
            65,
            51,
            116,
            65,
            51
        ],
        [
            50.638298,
            44.915254,
            56.410256,
            50.638298,
            44.915254,
            56.410256
        ],
        [
            1.331497,
            2.093772,
            0.803104,
            0.971578,
            1.641157,
            0.538086
        ],
        [
            185754,
            185754,
            40020,
            591478,
            591478,
            287583
        ],
        [
            -80737,
            -31666,
            -80737,
            -574782,
            -204836,
            -574782
        ],
        [
            32,
            28,
            35,
            32,
            28,
            35
        ],
        [
            41,
            36,
            45,
            41,
            36,
            45
        ],
        [
            22,
            23,
            22,
            22,
            23,
            22
        ],
        [
            7585,
            3415,
            4170,
            7585,
            3415,
            4170
        ],
        [
            0,
            0,
            113.327411,
            0,
            0,
            113.327411
        ],
        [
            0,
            0,
            6,
            0,
            0,
            6
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            340792,
            319170,
            -360563,
            -579465,
            -34829,
            -578728
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ZEN_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7627,
    "evaluation_days": 1906.75,
    "actual_first_datapoint_time": 1593993600000,
    "first_datapoint_time": 1594425600000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758829888337,
    "expiration_time": 1763657496000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 154,
            "offset": 0,
            "poles": 2
        }
    },
    "second_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "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)