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Trade: ZEN/USDT/120/RMA/LINREG/9379

Strategy
ZEN/USDT/120/RMA/LINREG/9379
Pair
ZEN_USDT
Interval
2h
Score
328662
Daily Profit
0.196609
Profit Factor
2.536563
Profitability
40.000000
Streak
54.151349
Best Strategy
Training Data Length
1906.000000
Evaluation Time
2025-09-25 16:37
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 425089.7065 374736.5262 50353.1803 109748.0312 324759.2552 -215011.224
Total P&L (%) 425.0897 374.7365 50.3532 109.748 324.7593 -215.0112
Avg Daily Profit (%) 0.223 0.1966 0.0264 0.0389 0.0759 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -108603 -64514 -115922 -1262118 -462041 -1281239
Profit Factor 1.732 2.5366 1.1495 1.0314 1.2303 0.8966
Total Trades 81 40 41 81 40 41
Winning Trades 38 16 22 38 16 22
Losing Trades 43 24 19 43 24 19
Profitability (%) 46.9136 40 53.6585 46.9136 40 53.6585
Ratio Avg Win / Avg Loss 1.9599 3.8048 0.9927 1.1672 1.8455 0.7744
Largest Winning Trade 257183 257183 57884 422751 422751 287293
Largest Losing Trade -69177 -25505 -69177 -840262 -218582 -840262
Avg Bars in Trades 273 254 293 273 254 293
Avg Bars in Winners 396 354 427 396 354 427
Avg Bars in Losers 165 186 137 165 186 137
Bars Traded 22178 10164 12014 22178 10164 12014
Profit Streak 38.4847 54.1513 38.4847 38.4847 54.1514 38.4847
Trades During Streak 2 1 1 2 1 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -5388 328662 -215582 -343407 -94118 -579722

Evaluation Data

{
    "trading_pair": "ZEN_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 22872,
    "evaluation_days": 1906,
    "actual_first_datapoint_time": 1594008000000,
    "first_datapoint_time": 1595779200000,
    "last_datapoint_time": 1758722400000,
    "evaluation_time": 1758807476601,
    "expiration_time": 1764650822400,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "rma",
        "factors": {
            "length": 89,
            "offset": 0
        }
    },
    "second_band": {
        "type": "linreg",
        "factors": {
            "length": 247,
            "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": [
        [
            425089.7064527525,
            374736.5261897689,
            50353.1802629835,
            109748.0312326322,
            324759.2551905092,
            -215011.2239578768
        ],
        [
            425.089706,
            374.736526,
            50.35318,
            109.748031,
            324.759255,
            -215.011224
        ],
        [
            0.223027,
            0.196609,
            0.026418,
            0.038871,
            0.075913,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -108603,
            -64514,
            -115922,
            -1262118,
            -462041,
            -1281239
        ],
        [
            1.732038,
            2.536563,
            1.149498,
            1.031443,
            1.230314,
            0.896645
        ],
        [
            81,
            40,
            41,
            81,
            40,
            41
        ],
        [
            38,
            16,
            22,
            38,
            16,
            22
        ],
        [
            43,
            24,
            19,
            43,
            24,
            19
        ],
        [
            46.91358,
            40,
            53.658537,
            46.91358,
            40,
            53.658537
        ],
        [
            1.959937,
            3.804845,
            0.992749,
            1.167159,
            1.845471,
            0.774375
        ],
        [
            257183,
            257183,
            57884,
            422751,
            422751,
            287293
        ],
        [
            -69177,
            -25505,
            -69177,
            -840262,
            -218582,
            -840262
        ],
        [
            273,
            254,
            293,
            273,
            254,
            293
        ],
        [
            396,
            354,
            427,
            396,
            354,
            427
        ],
        [
            165,
            186,
            137,
            165,
            186,
            137
        ],
        [
            22178,
            10164,
            12014,
            22178,
            10164,
            12014
        ],
        [
            38.484683,
            54.151349,
            38.484683,
            38.484683,
            54.15135,
            38.484683
        ],
        [
            2,
            1,
            1,
            2,
            1,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -5388,
            328662,
            -215582,
            -343407,
            -94118,
            -579722
        ]
    ]
}
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": 1595779200000,
    "last_datapoint_time": 1758722400000,
    "evaluation_time": 1758807476601,
    "expiration_time": 1764650822400,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "rma",
        "factors": {
            "length": 89,
            "offset": 0
        }
    },
    "second_band": {
        "type": "linreg",
        "factors": {
            "length": 247,
            "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)