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Trade: ZEN/USDT/720/MIDPOINT/MIDPRICE/9479

Strategy
ZEN/USDT/720/MIDPOINT/MIDPRICE/9479
Pair
ZEN_USDT
Interval
12h
Score
552544
Daily Profit
0.341466
Profit Factor
1.810852
Profitability
53.714286
Streak
36.188981
Best Strategy
Training Data Length
1921.000000
Evaluation Time
2025-10-08 19:32
Expiration Time
2025-12-05 05:07

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 655956.7848 471518.8936 184437.8913 2577591.937 -982827.9623 3560419.8992
Total P&L (%) 655.9568 471.5189 184.4379 2577.5919 -982.828 3560.4199
Avg Daily Profit (%) 0.3415 0.2455 0.096 0.1713 0 0.1876
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -172526 -140437 -81356 -3466728 -3560606 -1101444
Profit Factor 1.8109 1.9722 1.5693 1.1869 0.8943 1.7932
Total Trades 175 87 88 175 87 88
Winning Trades 94 43 51 94 43 51
Losing Trades 81 44 37 81 44 37
Profitability (%) 53.7143 49.4253 57.9545 53.7143 49.4253 57.9545
Ratio Avg Win / Avg Loss 1.5604 2.0181 1.1385 1.0228 0.9151 1.301
Largest Winning Trade 145519 145519 47860 894408 894408 814772
Largest Losing Trade -45540 -40747 -45540 -818675 -818675 -683488
Avg Bars in Trades 21 28 13 21 28 13
Avg Bars in Winners 23 37 11 23 37 11
Avg Bars in Losers 18 20 16 18 20 16
Bars Traded 3724 2496 1228 3724 2496 1228
Profit Streak 36.189 37.689 36.189 36.189 37.689 36.189
Trades During Streak 2 1 1 2 1 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 552544 433219 -61528 -4444 -580500 423183
Evaluation Data
{
    "trading_pair": "ZEN_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3842,
    "evaluation_days": 1921,
    "actual_first_datapoint_time": 1593993600000,
    "first_datapoint_time": 1597881600000,
    "last_datapoint_time": 1759924800000,
    "evaluation_time": 1759941127989,
    "expiration_time": 1764904032000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "midpoint",
        "factors": {
            "length": 86,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 91,
            "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": [
        [
            655956.7848336654,
            471518.8935769791,
            184437.8912566863,
            2577591.936977171,
            -982827.9622551785,
            3560419.899232347
        ],
        [
            655.956785,
            471.518894,
            184.437891,
            2577.591937,
            -982.827962,
            3560.419899
        ],
        [
            0.341466,
            0.245455,
            0.096011,
            0.171281,
            0,
            0.187587
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -172526,
            -140437,
            -81356,
            -3466728,
            -3560606,
            -1101444
        ],
        [
            1.810852,
            1.972193,
            1.569311,
            1.186931,
            0.894324,
            1.793219
        ],
        [
            175,
            87,
            88,
            175,
            87,
            88
        ],
        [
            94,
            43,
            51,
            94,
            43,
            51
        ],
        [
            81,
            44,
            37,
            81,
            44,
            37
        ],
        [
            53.714286,
            49.425287,
            57.954545,
            53.714286,
            49.425287,
            57.954545
        ],
        [
            1.560415,
            2.018058,
            1.13852,
            1.022781,
            0.915122,
            1.300963
        ],
        [
            145519,
            145519,
            47860,
            894408,
            894408,
            814772
        ],
        [
            -45540,
            -40747,
            -45540,
            -818675,
            -818675,
            -683488
        ],
        [
            21,
            28,
            13,
            21,
            28,
            13
        ],
        [
            23,
            37,
            11,
            23,
            37,
            11
        ],
        [
            18,
            20,
            16,
            18,
            20,
            16
        ],
        [
            3724,
            2496,
            1228,
            3724,
            2496,
            1228
        ],
        [
            36.188981,
            37.688981,
            36.188981,
            36.188981,
            37.688981,
            36.188981
        ],
        [
            2,
            1,
            1,
            2,
            1,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            552544,
            433219,
            -61528,
            -4444,
            -580500,
            423183
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ZEN_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3842,
    "evaluation_days": 1921,
    "actual_first_datapoint_time": 1593993600000,
    "first_datapoint_time": 1597881600000,
    "last_datapoint_time": 1759924800000,
    "evaluation_time": 1759941127989,
    "expiration_time": 1764904032000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midpoint",
        "factors": {
            "length": 86,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 91,
            "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)