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Trade: ZEN/USDT/720/BBM/HILO/4733

Strategy
ZEN/USDT/720/BBM/HILO/4733
Pair
ZEN_USDT
Interval
12h
Score
345841
Daily Profit
0.385180
Profit Factor
4.484337
Profitability
31.034483
Streak
0.000000
Best Strategy
Training Data Length
1916.000000
Evaluation Time
2025-10-04 02:38
Expiration Time
2025-11-30 01:31

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 799266.5945 738004.7423 61261.8523 409879.2504 -759650.6984 1169529.9488
Total P&L (%) 799.2666 738.0047 61.2619 409.8793 -759.6507 1169.5299
Avg Daily Profit (%) 0.4172 0.3852 0.032 0.0851 0 0.1327
Buy And Hold Return (%) 44.0405 44.0405 44.0405 44.0405 44.0405 44.0405
Max Trade Drawdown -187737 -127051 -98700 -2690332 -2199278 -1081315
Profit Factor 2.931 4.4843 1.3031 1.0735 0.7706 1.5165
Total Trades 57 29 28 57 29 28
Winning Trades 21 9 12 21 9 12
Losing Trades 36 20 16 36 20 16
Profitability (%) 36.8421 31.0345 42.8571 36.8421 31.0345 42.8571
Ratio Avg Win / Avg Loss 5.0246 9.9652 1.7375 1.8403 1.7124 2.022
Largest Winning Trade 700497 700497 58958 967999 700497 967999
Largest Losing Trade -37245 -29096 -37245 -629876 -629876 -563673
Avg Bars in Trades 61 49 73 61 49 73
Avg Bars in Winners 94 87 99 94 87 99
Avg Bars in Losers 42 32 54 42 32 54
Bars Traded 3492 1429 2063 3492 1429 2063
Profit Streak 0 0 50.4853 0 0 50.4853
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -169403 345841 -216351 -402840 -585430 -36180
Evaluation Data
{
    "trading_pair": "ZEN_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3832,
    "evaluation_days": 1916,
    "actual_first_datapoint_time": 1593993600000,
    "first_datapoint_time": 1599134400000,
    "last_datapoint_time": 1759492800000,
    "evaluation_time": 1759534732165,
    "expiration_time": 1764459072000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "bbm",
        "factors": {
            "length": 120,
            "offset": 0,
            "std": 1.3814
        }
    },
    "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": [
        [
            799266.5945417443,
            738004.7422891961,
            61261.852252548,
            409879.2503537568,
            -759650.6984448382,
            1169529.9487985957
        ],
        [
            799.266595,
            738.004742,
            61.261852,
            409.87925,
            -759.650698,
            1169.529949
        ],
        [
            0.417154,
            0.38518,
            0.031974,
            0.085057,
            0,
            0.13272
        ],
        [
            44.040497,
            44.040497,
            44.040497,
            44.040497,
            44.040497,
            44.040497
        ],
        [
            -187737,
            -127051,
            -98700,
            -2690332,
            -2199278,
            -1081315
        ],
        [
            2.931037,
            4.484337,
            1.303128,
            1.073516,
            0.770569,
            1.516498
        ],
        [
            57,
            29,
            28,
            57,
            29,
            28
        ],
        [
            21,
            9,
            12,
            21,
            9,
            12
        ],
        [
            36,
            20,
            16,
            36,
            20,
            16
        ],
        [
            36.842105,
            31.034483,
            42.857143,
            36.842105,
            31.034483,
            42.857143
        ],
        [
            5.024635,
            9.965192,
            1.737504,
            1.840313,
            1.712375,
            2.021997
        ],
        [
            700497,
            700497,
            58958,
            967999,
            700497,
            967999
        ],
        [
            -37245,
            -29096,
            -37245,
            -629876,
            -629876,
            -563673
        ],
        [
            61,
            49,
            73,
            61,
            49,
            73
        ],
        [
            94,
            87,
            99,
            94,
            87,
            99
        ],
        [
            42,
            32,
            54,
            42,
            32,
            54
        ],
        [
            3492,
            1429,
            2063,
            3492,
            1429,
            2063
        ],
        [
            0,
            0,
            50.485326,
            0,
            0,
            50.485326
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -169403,
            345841,
            -216351,
            -402840,
            -585430,
            -36180
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ZEN_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3832,
    "evaluation_days": 1916,
    "actual_first_datapoint_time": 1593993600000,
    "first_datapoint_time": 1599134400000,
    "last_datapoint_time": 1759492800000,
    "evaluation_time": 1759534732165,
    "expiration_time": 1764459072000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "bbm",
        "factors": {
            "length": 120,
            "offset": 0,
            "std": 1.3814
        }
    },
    "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)