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Trade: ZEN/USDT/120/DCM/ZLMA/6576

Strategy
ZEN/USDT/120/DCM/ZLMA/6576
Pair
ZEN_USDT
Interval
2h
Score
315319
Daily Profit
0.157468
Profit Factor
1.630021
Profitability
44.943820
Streak
5.991569
Best Strategy
Training Data Length
1906.000000
Evaluation Time
2025-09-28 04:47
Expiration Time
2025-12-02 06:47

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 282174.9355 300133.0716 -17958.1361 -97639.7198 -181397.2403 83757.5205
Total P&L (%) 282.1749 300.1331 -17.9581 -97.6397 -181.3972 83.7575
Avg Daily Profit (%) 0.148 0.1575 -0.0094 -0.1964 0 0.0319
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -189918 -114296 -189819 -1084138 -853973 -634029
Profit Factor 1.2703 1.63 0.9683 0.9713 0.8963 1.0507
Total Trades 178 89 89 178 89 89
Winning Trades 90 40 50 90 40 50
Losing Trades 88 49 39 88 49 39
Profitability (%) 50.5618 44.9438 56.1798 50.5618 44.9438 56.1798
Ratio Avg Win / Avg Loss 1.2421 1.9968 0.7553 0.9497 1.098 0.8195
Largest Winning Trade 158333 158333 44743 314836 314836 277009
Largest Losing Trade -98498 -31305 -98498 -234863 -221165 -234863
Avg Bars in Trades 126 104 147 126 104 147
Avg Bars in Winners 143 109 170 143 109 170
Avg Bars in Losers 108 101 117 108 101 117
Bars Traded 22458 9344 13114 22458 9344 13114
Profit Streak 5.9916 5.9916 13.8249 5.9916 5.9916 13.8249
Trades During Streak 2 1 1 2 1 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 239974 315319 -579694 -578603 -580696 -315611
Evaluation Data
{
    "trading_pair": "ZEN_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 22872,
    "evaluation_days": 1906,
    "actual_first_datapoint_time": 1594008000000,
    "first_datapoint_time": 1595743200000,
    "last_datapoint_time": 1758722400000,
    "evaluation_time": 1759024071578,
    "expiration_time": 1764650822400,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 242,
            "offset": 0
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 190,
            "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": [
        [
            282174.9355062503,
            300133.0716374812,
            -17958.136131231,
            -97639.7198310426,
            -181397.2403161306,
            83757.5204850878
        ],
        [
            282.174936,
            300.133072,
            -17.958136,
            -97.63972,
            -181.39724,
            83.75752
        ],
        [
            0.148046,
            0.157468,
            -0.009422,
            -0.196365,
            0,
            0.031928
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -189918,
            -114296,
            -189819,
            -1084138,
            -853973,
            -634029
        ],
        [
            1.270345,
            1.630021,
            0.968349,
            0.971305,
            0.896321,
            1.050668
        ],
        [
            178,
            89,
            89,
            178,
            89,
            89
        ],
        [
            90,
            40,
            50,
            90,
            40,
            50
        ],
        [
            88,
            49,
            39,
            88,
            49,
            39
        ],
        [
            50.561798,
            44.94382,
            56.179775,
            50.561798,
            44.94382,
            56.179775
        ],
        [
            1.242115,
            1.996776,
            0.755312,
            0.94972,
            1.097993,
            0.819521
        ],
        [
            158333,
            158333,
            44743,
            314836,
            314836,
            277009
        ],
        [
            -98498,
            -31305,
            -98498,
            -234863,
            -221165,
            -234863
        ],
        [
            126,
            104,
            147,
            126,
            104,
            147
        ],
        [
            143,
            109,
            170,
            143,
            109,
            170
        ],
        [
            108,
            101,
            117,
            108,
            101,
            117
        ],
        [
            22458,
            9344,
            13114,
            22458,
            9344,
            13114
        ],
        [
            5.991569,
            5.991569,
            13.824902,
            5.991569,
            5.991569,
            13.824902
        ],
        [
            2,
            1,
            1,
            2,
            1,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            239974,
            315319,
            -579694,
            -578603,
            -580696,
            -315611
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ZEN_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 22872,
    "evaluation_days": 1906,
    "actual_first_datapoint_time": 1594008000000,
    "first_datapoint_time": 1595743200000,
    "last_datapoint_time": 1758722400000,
    "evaluation_time": 1759024071578,
    "expiration_time": 1764650822400,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 242,
            "offset": 0
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 190,
            "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)