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Trade: ZEN/USDT/720/MIDPOINT/DCM/4052

Strategy
ZEN/USDT/720/MIDPOINT/DCM/4052
Pair
ZEN_USDT
Interval
12h
Score
773032
Daily Profit
0.810081
Profit Factor
3.131371
Profitability
52.100840
Streak
134.189756
Best Strategy
Training Data Length
1918.500000
Evaluation Time
2025-10-06 07:33
Expiration Time
2025-12-02 15:19

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1554140.6948 1532826.9043 21313.7905 52192.8943 201057.5121 -148864.6178
Total P&L (%) 1554.1407 1532.8269 21.3138 52.1929 201.0575 -148.8646
Avg Daily Profit (%) 0.8101 0.799 0.0111 0.0219 0.0575 0
Buy And Hold Return (%) 70.7231 70.7231 70.7231 70.7231 70.7231 70.7231
Max Trade Drawdown -182843 -132263 -144226 -1787271 -1660919 -663144
Profit Factor 3.1314 4.5199 1.0726 1.0122 1.0727 0.9026
Total Trades 119 59 60 119 59 60
Winning Trades 62 34 28 62 34 28
Losing Trades 57 25 32 57 25 32
Profitability (%) 52.1008 57.6271 46.6667 52.1008 57.6271 46.6667
Ratio Avg Win / Avg Loss 2.8788 3.3235 1.2258 0.9305 0.7887 1.0315
Largest Winning Trade 1540235 1540235 41384 1416084 1416084 225534
Largest Losing Trade -68008 -68008 -47356 -1124950 -1124950 -424592
Avg Bars in Trades 29 45 14 29 45 14
Avg Bars in Winners 26 32 20 26 32 20
Avg Bars in Losers 32 62 9 32 62 9
Bars Traded 3542 2661 881 3542 2661 881
Profit Streak 134.1898 153.6898 134.1898 134.1898 153.6898 134.1898
Trades During Streak 6 3 3 6 3 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 773032 -153739 -653318 -535903 -436018 -747959
Evaluation Data
{
    "trading_pair": "ZEN_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3837,
    "evaluation_days": 1918.5,
    "actual_first_datapoint_time": 1593993600000,
    "first_datapoint_time": 1600819200000,
    "last_datapoint_time": 1759708800000,
    "evaluation_time": 1759725194897,
    "expiration_time": 1764681552000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "midpoint",
        "factors": {
            "length": 159,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 157,
            "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": [
        [
            1554140.6947747022,
            1532826.904311471,
            21313.7904632311,
            52192.8942606184,
            201057.5121086538,
            -148864.6178480357
        ],
        [
            1554.140695,
            1532.826904,
            21.31379,
            52.192894,
            201.057512,
            -148.864618
        ],
        [
            0.810081,
            0.798972,
            0.01111,
            0.021893,
            0.057464,
            0
        ],
        [
            70.723104,
            70.723104,
            70.723104,
            70.723104,
            70.723104,
            70.723104
        ],
        [
            -182843,
            -132263,
            -144226,
            -1787271,
            -1660919,
            -663144
        ],
        [
            3.131371,
            4.519903,
            1.07257,
            1.012154,
            1.072685,
            0.902591
        ],
        [
            119,
            59,
            60,
            119,
            59,
            60
        ],
        [
            62,
            34,
            28,
            62,
            34,
            28
        ],
        [
            57,
            25,
            32,
            57,
            25,
            32
        ],
        [
            52.10084,
            57.627119,
            46.666667,
            52.10084,
            57.627119,
            46.666667
        ],
        [
            2.878841,
            3.323458,
            1.225794,
            0.930528,
            0.788739,
            1.031532
        ],
        [
            1540235,
            1540235,
            41384,
            1416084,
            1416084,
            225534
        ],
        [
            -68008,
            -68008,
            -47356,
            -1124950,
            -1124950,
            -424592
        ],
        [
            29,
            45,
            14,
            29,
            45,
            14
        ],
        [
            26,
            32,
            20,
            26,
            32,
            20
        ],
        [
            32,
            62,
            9,
            32,
            62,
            9
        ],
        [
            3542,
            2661,
            881,
            3542,
            2661,
            881
        ],
        [
            134.189756,
            153.689756,
            134.189756,
            134.189756,
            153.689756,
            134.189756
        ],
        [
            6,
            3,
            3,
            6,
            3,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            773032,
            -153739,
            -653318,
            -535903,
            -436018,
            -747959
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ZEN_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3837,
    "evaluation_days": 1918.5,
    "actual_first_datapoint_time": 1593993600000,
    "first_datapoint_time": 1600819200000,
    "last_datapoint_time": 1759708800000,
    "evaluation_time": 1759725194897,
    "expiration_time": 1764681552000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midpoint",
        "factors": {
            "length": 159,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 157,
            "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)