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Trade: ZEN/USDT/120/DCL/SSF/2282

Strategy
ZEN/USDT/120/DCL/SSF/2282
Pair
ZEN_USDT
Interval
2h
Score
384705
Daily Profit
0.260386
Profit Factor
1.616597
Profitability
64.705882
Streak
0.000000
Best Strategy
Training Data Length
1910.000000
Evaluation Time
2025-09-28 19:06
Expiration Time
2025-12-06 10:14

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 497337.7607 437875.8955 59461.8652 87510.6717 465771.9264 -378261.2546
Total P&L (%) 497.3378 437.8759 59.4619 87.5107 465.7719 -378.2613
Avg Daily Profit (%) 0.2604 0.2293 0.0311 0.0329 0.0908 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -146884 -151902 -92643 -861611 -463041 -778630
Profit Factor 1.6166 1.8088 1.2242 1.0395 1.3866 0.6265
Total Trades 136 68 68 136 68 68
Winning Trades 88 43 45 88 43 45
Losing Trades 48 25 23 48 25 23
Profitability (%) 64.7059 63.2353 66.1765 64.7059 63.2353 66.1765
Ratio Avg Win / Avg Loss 0.8818 1.0516 0.6257 0.567 0.8062 0.3202
Largest Winning Trade 120164 120164 22915 393702 393702 165298
Largest Losing Trade -76868 -67324 -76868 -696052 -261415 -696052
Avg Bars in Trades 166 277 55 166 277 55
Avg Bars in Winners 106 168 48 106 168 48
Avg Bars in Losers 275 465 68 275 465 68
Bars Traded 22621 18871 3750 22621 18871 3750
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 384705 -97273 -261128 -325429 -180290 -687861
Evaluation Data
{
    "trading_pair": "ZEN_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 22920,
    "evaluation_days": 1910,
    "actual_first_datapoint_time": 1594008000000,
    "first_datapoint_time": 1594994400000,
    "last_datapoint_time": 1759068000000,
    "evaluation_time": 1759075573772,
    "expiration_time": 1765008864000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "dcl",
        "factors": {
            "length": 102,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 94,
            "offset": 137,
            "poles": 2
        }
    }
}
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": [
        [
            497337.760702163,
            437875.8955471921,
            59461.8651549708,
            87510.6717303173,
            465771.9263596477,
            -378261.2546293305
        ],
        [
            497.337761,
            437.875896,
            59.461865,
            87.510672,
            465.771926,
            -378.261255
        ],
        [
            0.260386,
            0.229254,
            0.031132,
            0.03292,
            0.090775,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -146884,
            -151902,
            -92643,
            -861611,
            -463041,
            -778630
        ],
        [
            1.616597,
            1.808831,
            1.224202,
            1.039464,
            1.38664,
            0.626531
        ],
        [
            136,
            68,
            68,
            136,
            68,
            68
        ],
        [
            88,
            43,
            45,
            88,
            43,
            45
        ],
        [
            48,
            25,
            23,
            48,
            25,
            23
        ],
        [
            64.705882,
            63.235294,
            66.176471,
            64.705882,
            63.235294,
            66.176471
        ],
        [
            0.88178,
            1.051646,
            0.625703,
            0.56698,
            0.806186,
            0.320227
        ],
        [
            120164,
            120164,
            22915,
            393702,
            393702,
            165298
        ],
        [
            -76868,
            -67324,
            -76868,
            -696052,
            -261415,
            -696052
        ],
        [
            166,
            277,
            55,
            166,
            277,
            55
        ],
        [
            106,
            168,
            48,
            106,
            168,
            48
        ],
        [
            275,
            465,
            68,
            275,
            465,
            68
        ],
        [
            22621,
            18871,
            3750,
            22621,
            18871,
            3750
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            384705,
            -97273,
            -261128,
            -325429,
            -180290,
            -687861
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ZEN_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 22920,
    "evaluation_days": 1910,
    "actual_first_datapoint_time": 1594008000000,
    "first_datapoint_time": 1594994400000,
    "last_datapoint_time": 1759068000000,
    "evaluation_time": 1759075573772,
    "expiration_time": 1765008864000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "dcl",
        "factors": {
            "length": 102,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 94,
            "offset": 137,
            "poles": 2
        }
    }
}

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)