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Trade: ZEN/USDT/120/EMA/MIDPRICE/7353

Strategy
ZEN/USDT/120/EMA/MIDPRICE/7353
Pair
ZEN_USDT
Interval
2h
Score
313801
Daily Profit
0.159392
Profit Factor
1.247026
Profitability
51.538462
Streak
0.000000
Best Strategy
Training Data Length
1917.750000
Evaluation Time
2025-10-06 12:54
Expiration Time
2025-12-14 10:56

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 160882.1733 305673.1666 -144790.9933 -95560.3456 628822.5414 -724382.887
Total P&L (%) 160.8822 305.6732 -144.791 -95.5603 628.8225 -724.3829
Avg Daily Profit (%) 0.0839 0.1594 -0.0755 -0.1623 0.1036 0
Buy And Hold Return (%) 34.1689 34.1689 34.1689 34.1689 34.1689 34.1689
Max Trade Drawdown -292084 -153140 -201808 -1127189 -498447 -821204
Profit Factor 1.0635 1.247 0.8883 0.9829 1.2499 0.7645
Total Trades 780 390 390 780 390 390
Winning Trades 405 201 204 405 201 204
Losing Trades 375 189 186 375 189 186
Profitability (%) 51.9231 51.5385 52.3077 51.9231 51.5385 52.3077
Ratio Avg Win / Avg Loss 0.9847 1.1726 0.8099 0.9101 1.1753 0.6971
Largest Winning Trade 123926 123926 29273 228044 228044 204500
Largest Losing Trade -67008 -38196 -67008 -391061 -265875 -391061
Avg Bars in Trades 29 32 26 29 32 26
Avg Bars in Winners 27 28 26 27 28 26
Avg Bars in Losers 31 36 25 31 36 25
Bars Traded 22815 12531 10284 22815 12531 10284
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 -229878 313801 -578717 -575760 -52761 -578717
Evaluation Data
{
    "trading_pair": "ZEN_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 23013,
    "evaluation_days": 1917.75,
    "actual_first_datapoint_time": 1594008000000,
    "first_datapoint_time": 1594468800000,
    "last_datapoint_time": 1759737600000,
    "evaluation_time": 1759744485559,
    "expiration_time": 1765702569600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "ema",
        "factors": {
            "length": 36,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 65,
            "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": [
        [
            160882.1732558155,
            305673.1666000364,
            -144790.993344221,
            -95560.3455962413,
            628822.5414100512,
            -724382.8870062921
        ],
        [
            160.882173,
            305.673167,
            -144.790993,
            -95.560346,
            628.822541,
            -724.382887
        ],
        [
            0.083891,
            0.159392,
            -0.0755,
            -0.162277,
            0.103626,
            0
        ],
        [
            34.168937,
            34.168937,
            34.168937,
            34.168937,
            34.168937,
            34.168937
        ],
        [
            -292084,
            -153140,
            -201808,
            -1127189,
            -498447,
            -821204
        ],
        [
            1.063492,
            1.247026,
            0.888318,
            0.982913,
            1.249921,
            0.764536
        ],
        [
            780,
            390,
            390,
            780,
            390,
            390
        ],
        [
            405,
            201,
            204,
            405,
            201,
            204
        ],
        [
            375,
            189,
            186,
            375,
            189,
            186
        ],
        [
            51.923077,
            51.538462,
            52.307692,
            51.923077,
            51.538462,
            52.307692
        ],
        [
            0.984715,
            1.172576,
            0.809937,
            0.910104,
            1.175299,
            0.697077
        ],
        [
            123926,
            123926,
            29273,
            228044,
            228044,
            204500
        ],
        [
            -67008,
            -38196,
            -67008,
            -391061,
            -265875,
            -391061
        ],
        [
            29,
            32,
            26,
            29,
            32,
            26
        ],
        [
            27,
            28,
            26,
            27,
            28,
            26
        ],
        [
            31,
            36,
            25,
            31,
            36,
            25
        ],
        [
            22815,
            12531,
            10284,
            22815,
            12531,
            10284
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -229878,
            313801,
            -578717,
            -575760,
            -52761,
            -578717
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ZEN_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 23013,
    "evaluation_days": 1917.75,
    "actual_first_datapoint_time": 1594008000000,
    "first_datapoint_time": 1594468800000,
    "last_datapoint_time": 1759737600000,
    "evaluation_time": 1759744485559,
    "expiration_time": 1765702569600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ema",
        "factors": {
            "length": 36,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 65,
            "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)