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Trade: ZEN/USDT/720/PSAR/JMA/5702

Strategy
ZEN/USDT/720/PSAR/JMA/5702
Pair
ZEN_USDT
Interval
12h
Score
310913
Daily Profit
0.167336
Profit Factor
1.490606
Profitability
45.859873
Streak
0.000000
Best Strategy
Training Data Length
1915.000000
Evaluation Time
2025-10-02 23:57
Expiration Time
2025-11-29 00:48

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 292787.6236 320448.0409 -27660.4173 -54310.9503 151893.0883 -206204.0386
Total P&L (%) 292.7876 320.448 -27.6604 -54.311 151.8931 -206.204
Avg Daily Profit (%) 0.1529 0.1673 -0.0144 -0.0409 0.0483 0
Buy And Hold Return (%) 24.5976 24.5976 24.5976 24.5976 24.5976 24.5976
Max Trade Drawdown -258885 -199311 -213401 -172655 -90173 -292283
Profit Factor 1.1846 1.4906 0.9703 0.9436 1.4622 0.6746
Total Trades 315 157 158 315 157 158
Winning Trades 142 72 70 142 72 70
Losing Trades 173 85 88 173 85 88
Profitability (%) 45.0794 45.8599 44.3038 45.0794 45.8599 44.3038
Ratio Avg Win / Avg Loss 1.4433 1.7597 1.2199 1.1495 1.7262 0.848
Largest Winning Trade 155883 155883 34938 43986 43986 38508
Largest Losing Trade -41220 -25443 -41220 -65611 -26137 -65611
Avg Bars in Trades 11 11 12 11 11 12
Avg Bars in Winners 15 14 17 15 14 17
Avg Bars in Losers 8 9 8 8 9 8
Bars Traded 3779 1780 1999 3779 1780 1999
Profit Streak 0 0 0 0 0 0
Trades During Streak 0 0 0 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -10192 310913 -580776 -579099 -127896 -582443
Evaluation Data
{
    "trading_pair": "ZEN_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3830,
    "evaluation_days": 1915,
    "actual_first_datapoint_time": 1593993600000,
    "first_datapoint_time": 1595160000000,
    "last_datapoint_time": 1759406400000,
    "evaluation_time": 1759438620805,
    "expiration_time": 1764370080000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "psar",
        "factors": {
            "length": 0,
            "offset": 0,
            "af": 0,
            "af0": 0,
            "max_af": 0
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 28,
            "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": [
        [
            292787.6235857613,
            320448.0408793676,
            -27660.4172936059,
            -54310.9503385048,
            151893.0882854092,
            -206204.0386239138
        ],
        [
            292.787624,
            320.448041,
            -27.660417,
            -54.31095,
            151.893088,
            -206.204039
        ],
        [
            0.152892,
            0.167336,
            -0.014444,
            -0.040896,
            0.048254,
            0
        ],
        [
            24.597616,
            24.597616,
            24.597616,
            24.597616,
            24.597616,
            24.597616
        ],
        [
            -258885,
            -199311,
            -213401,
            -172655,
            -90173,
            -292283
        ],
        [
            1.184641,
            1.490606,
            0.970339,
            0.94356,
            1.46217,
            0.674561
        ],
        [
            315,
            157,
            158,
            315,
            157,
            158
        ],
        [
            142,
            72,
            70,
            142,
            72,
            70
        ],
        [
            173,
            85,
            88,
            173,
            85,
            88
        ],
        [
            45.079365,
            45.859873,
            44.303797,
            45.079365,
            45.859873,
            44.303797
        ],
        [
            1.44326,
            1.759743,
            1.219854,
            1.149548,
            1.726173,
            0.84802
        ],
        [
            155883,
            155883,
            34938,
            43986,
            43986,
            38508
        ],
        [
            -41220,
            -25443,
            -41220,
            -65611,
            -26137,
            -65611
        ],
        [
            11,
            11,
            12,
            11,
            11,
            12
        ],
        [
            15,
            14,
            17,
            15,
            14,
            17
        ],
        [
            8,
            9,
            8,
            8,
            9,
            8
        ],
        [
            3779,
            1780,
            1999,
            3779,
            1780,
            1999
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -10192,
            310913,
            -580776,
            -579099,
            -127896,
            -582443
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ZEN_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3830,
    "evaluation_days": 1915,
    "actual_first_datapoint_time": 1593993600000,
    "first_datapoint_time": 1595160000000,
    "last_datapoint_time": 1759406400000,
    "evaluation_time": 1759438620805,
    "expiration_time": 1764370080000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "psar",
        "factors": {
            "length": 0,
            "offset": 0,
            "af": 0,
            "af0": 0,
            "max_af": 0
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 28,
            "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)