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Trade: ZEN/USDT/720/HILO/HMA/6527

Strategy
ZEN/USDT/720/HILO/HMA/6527
Pair
ZEN_USDT
Interval
12h
Score
338513
Daily Profit
0.152237
Profit Factor
1.403232
Profitability
54.716981
Streak
15.475463
Best Strategy
Training Data Length
1913.000000
Evaluation Time
2025-10-01 02:24
Expiration Time
2025-11-26 23:21

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 291228.5303 289832.0796 1396.4506 -66864.3652 182207.2607 -249071.6259
Total P&L (%) 291.2285 289.8321 1.3965 -66.8644 182.2073 -249.0716
Avg Daily Profit (%) 0.1522 0.1515 0.0007 -0.0577 0.0542 0
Buy And Hold Return (%) 35.5602 35.5602 35.5602 35.5602 35.5602 35.5602
Max Trade Drawdown -158832 -121136 -139296 -665000 -495159 -409682
Profit Factor 1.4032 1.8297 1.0037 0.9642 1.2112 0.7527
Total Trades 106 53 53 106 53 53
Winning Trades 58 25 33 58 25 33
Losing Trades 48 28 20 48 28 20
Profitability (%) 54.717 47.1698 62.2642 54.717 47.1698 62.2642
Ratio Avg Win / Avg Loss 1.1613 2.0493 0.6083 0.798 1.3565 0.4562
Largest Winning Trade 198736 198736 36238 282704 282704 99281
Largest Losing Trade -72772 -47948 -72772 -337322 -243454 -337322
Avg Bars in Trades 33 30 35 33 30 35
Avg Bars in Winners 27 21 31 27 21 31
Avg Bars in Losers 39 39 40 39 39 40
Bars Traded 3498 1629 1868 3498 1629 1868
Profit Streak 15.4755 0 35.9755 15.4755 0 35.9755
Trades During Streak 1 0 2 1 0 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 338513 -170477 -753159 -579302 -303342 -758252
Evaluation Data
{
    "trading_pair": "ZEN_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3826,
    "evaluation_days": 1913,
    "actual_first_datapoint_time": 1593993600000,
    "first_datapoint_time": 1603497600000,
    "last_datapoint_time": 1759233600000,
    "evaluation_time": 1759274680003,
    "expiration_time": 1764192096000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hma",
        "factors": {
            "length": 208,
            "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": [
        [
            291228.5302859616,
            289832.0796479968,
            1396.4506379647,
            -66864.3651795464,
            182207.2606946863,
            -249071.6258742324
        ],
        [
            291.22853,
            289.83208,
            1.396451,
            -66.864365,
            182.207261,
            -249.071626
        ],
        [
            0.152237,
            0.151507,
            0.00073,
            -0.057723,
            0.054247,
            0
        ],
        [
            35.560159,
            35.560159,
            35.560159,
            35.560159,
            35.560159,
            35.560159
        ],
        [
            -158832,
            -121136,
            -139296,
            -665000,
            -495159,
            -409682
        ],
        [
            1.403232,
            1.829704,
            1.003745,
            0.964244,
            1.211166,
            0.752693
        ],
        [
            106,
            53,
            53,
            106,
            53,
            53
        ],
        [
            58,
            25,
            33,
            58,
            25,
            33
        ],
        [
            48,
            28,
            20,
            48,
            28,
            20
        ],
        [
            54.716981,
            47.169811,
            62.264151,
            54.716981,
            47.169811,
            62.264151
        ],
        [
            1.161296,
            2.049269,
            0.60833,
            0.797995,
            1.356505,
            0.456178
        ],
        [
            198736,
            198736,
            36238,
            282704,
            282704,
            99281
        ],
        [
            -72772,
            -47948,
            -72772,
            -337322,
            -243454,
            -337322
        ],
        [
            33,
            30,
            35,
            33,
            30,
            35
        ],
        [
            27,
            21,
            31,
            27,
            21,
            31
        ],
        [
            39,
            39,
            40,
            39,
            39,
            40
        ],
        [
            3498,
            1629,
            1868,
            3498,
            1629,
            1868
        ],
        [
            15.475463,
            0,
            35.975463,
            15.475463,
            0,
            35.975463
        ],
        [
            1,
            0,
            2,
            1,
            0,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            338513,
            -170477,
            -753159,
            -579302,
            -303342,
            -758252
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ZEN_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3826,
    "evaluation_days": 1913,
    "actual_first_datapoint_time": 1593993600000,
    "first_datapoint_time": 1603497600000,
    "last_datapoint_time": 1759233600000,
    "evaluation_time": 1759274680003,
    "expiration_time": 1764192096000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hma",
        "factors": {
            "length": 208,
            "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)