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Trade: ZEN/USDT/720/HLC3/SSF/4121

Strategy
ZEN/USDT/720/HLC3/SSF/4121
Pair
ZEN_USDT
Interval
12h
Score
313407
Daily Profit
0.251978
Profit Factor
1.535932
Profitability
43.333333
Streak
0.000000
Best Strategy
Training Data Length
1914.000000
Evaluation Time
2025-10-02 03:12
Expiration Time
2025-11-28 00:04

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 482285.3493 705147.864 -222862.5147 -100526.4308 -13891.6177 -86634.8131
Total P&L (%) 482.2853 705.1479 -222.8625 -100.5264 -13.8916 -86.6348
Avg Daily Profit (%) 0.252 0.3684 -0.1164 0 -0.0078 -0.1051
Buy And Hold Return (%) 42.2828 42.2828 42.2828 42.2828 42.2828 42.2828
Max Trade Drawdown -380989 -255212 -151846 -124804 -9990 -18783
Profit Factor 1.5359 2.7238 0.5459 0.6678 0.9023 0.4601
Total Trades 120 60 60 120 60 60
Winning Trades 52 23 29 67 37 30
Losing Trades 68 37 31 53 23 30
Profitability (%) 43.3333 38.3333 48.3333 55.8333 61.6667 50
Ratio Avg Win / Avg Loss 2.0085 4.3817 0.5836 0.5283 0.5609 0.4601
Largest Winning Trade 945275 945275 29936 63547 63547 26030
Largest Losing Trade -112447 -46299 -112447 -117658 -117658 -112447
Avg Bars in Trades 29 27 32 29 27 32
Avg Bars in Winners 31 22 37 28 30 25
Avg Bars in Losers 29 30 27 32 22 39
Bars Traded 3589 1640 1949 3589 1640 1949
Profit Streak 0 0 88.0084 37.5084 78.0084 0
Trades During Streak 0 0 2 1 1 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 313407 -159043 -749646 -578880 -747610 -749958
Evaluation Data
{
    "trading_pair": "ZEN_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3828,
    "evaluation_days": 1914,
    "actual_first_datapoint_time": 1593993600000,
    "first_datapoint_time": 1599912000000,
    "last_datapoint_time": 1759320000000,
    "evaluation_time": 1759363926711,
    "expiration_time": 1764281088000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hlc3",
        "factors": {
            "length": 0,
            "offset": 137
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 172,
            "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": [
        [
            482285.3493425518,
            705147.8640395111,
            -222862.5146969596,
            -100526.430802166,
            -13891.6176563812,
            -86634.8131457848
        ],
        [
            482.285349,
            705.147864,
            -222.862515,
            -100.526431,
            -13.891618,
            -86.634813
        ],
        [
            0.251978,
            0.368416,
            -0.116438,
            0,
            -0.007814,
            -0.105092
        ],
        [
            42.282789,
            42.282789,
            42.282789,
            42.282789,
            42.282789,
            42.282789
        ],
        [
            -380989,
            -255212,
            -151846,
            -124804,
            -9990,
            -18783
        ],
        [
            1.535932,
            2.723772,
            0.545946,
            0.667836,
            0.902301,
            0.46006
        ],
        [
            120,
            60,
            60,
            120,
            60,
            60
        ],
        [
            52,
            23,
            29,
            67,
            37,
            30
        ],
        [
            68,
            37,
            31,
            53,
            23,
            30
        ],
        [
            43.333333,
            38.333333,
            48.333333,
            55.833333,
            61.666667,
            50
        ],
        [
            2.008526,
            4.381719,
            0.583597,
            0.528288,
            0.56089,
            0.46006
        ],
        [
            945275,
            945275,
            29936,
            63547,
            63547,
            26030
        ],
        [
            -112447,
            -46299,
            -112447,
            -117658,
            -117658,
            -112447
        ],
        [
            29,
            27,
            32,
            29,
            27,
            32
        ],
        [
            31,
            22,
            37,
            28,
            30,
            25
        ],
        [
            29,
            30,
            27,
            32,
            22,
            39
        ],
        [
            3589,
            1640,
            1949,
            3589,
            1640,
            1949
        ],
        [
            0,
            0,
            88.008411,
            37.508411,
            78.008411,
            0
        ],
        [
            0,
            0,
            2,
            1,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            313407,
            -159043,
            -749646,
            -578880,
            -747610,
            -749958
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ZEN_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3828,
    "evaluation_days": 1914,
    "actual_first_datapoint_time": 1593993600000,
    "first_datapoint_time": 1599912000000,
    "last_datapoint_time": 1759320000000,
    "evaluation_time": 1759363926711,
    "expiration_time": 1764281088000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hlc3",
        "factors": {
            "length": 0,
            "offset": 137
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 172,
            "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)