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Trade: ZEN/USDT/240/SMA/SSF/5134

Strategy
ZEN/USDT/240/SMA/SSF/5134
Pair
ZEN_USDT
Interval
4h
Score
352157
Daily Profit
0.181135
Profit Factor
1.835271
Profitability
46.808511
Streak
0.000000
Best Strategy
Training Data Length
1913.500000
Evaluation Time
2025-10-01 18:06
Expiration Time
2025-11-27 23:43

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 311170.2114 346602.7735 -35432.5621 -55162.5197 -263848.8225 208686.3027
Total P&L (%) 311.1702 346.6028 -35.4326 -55.1625 -263.8488 208.6863
Avg Daily Profit (%) 0.1626 0.1811 -0.0185 -0.0419 0 0.0589
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -279864 -162863 -204007 -2052710 -1711207 -1041952
Profit Factor 1.4028 1.8353 0.9009 0.9891 0.917 1.1111
Total Trades 93 47 46 93 47 46
Winning Trades 45 22 23 45 22 23
Losing Trades 48 25 23 48 25 23
Profitability (%) 48.3871 46.8085 50 48.3871 46.8085 50
Ratio Avg Win / Avg Loss 1.4963 2.0855 0.9009 1.055 1.042 1.1111
Largest Winning Trade 193999 193999 58295 555508 535930 555508
Largest Losing Trade -47996 -42624 -47996 -585226 -585226 -224968
Avg Bars in Trades 121 107 135 121 107 135
Avg Bars in Winners 143 116 169 143 116 169
Avg Bars in Losers 101 100 101 101 100 101
Bars Traded 11297 5071 6226 11297 5071 6226
Profit Streak 0 0 73.7962 0 0 73.7962
Trades During Streak 0 0 2 0 0 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 274831 352157 -579738 -579490 -580271 -211495
Evaluation Data
{
    "trading_pair": "ZEN_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11481,
    "evaluation_days": 1913.5,
    "actual_first_datapoint_time": 1594008000000,
    "first_datapoint_time": 1596081600000,
    "last_datapoint_time": 1759320000000,
    "evaluation_time": 1759331195636,
    "expiration_time": 1764279792000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "sma",
        "factors": {
            "length": 145,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 245,
            "offset": 0,
            "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": [
        [
            311170.211447496,
            346602.7735309425,
            -35432.5620834465,
            -55162.5197179111,
            -263848.8224588762,
            208686.3027409656
        ],
        [
            311.170211,
            346.602774,
            -35.432562,
            -55.16252,
            -263.848822,
            208.686303
        ],
        [
            0.162618,
            0.181135,
            -0.018517,
            -0.041911,
            0,
            0.058923
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -279864,
            -162863,
            -204007,
            -2052710,
            -1711207,
            -1041952
        ],
        [
            1.40277,
            1.835271,
            0.90092,
            0.989091,
            0.916997,
            1.111122
        ],
        [
            93,
            47,
            46,
            93,
            47,
            46
        ],
        [
            45,
            22,
            23,
            45,
            22,
            23
        ],
        [
            48,
            25,
            23,
            48,
            25,
            23
        ],
        [
            48.387097,
            46.808511,
            50,
            48.387097,
            46.808511,
            50
        ],
        [
            1.496288,
            2.085535,
            0.90092,
            1.055031,
            1.042042,
            1.111122
        ],
        [
            193999,
            193999,
            58295,
            555508,
            535930,
            555508
        ],
        [
            -47996,
            -42624,
            -47996,
            -585226,
            -585226,
            -224968
        ],
        [
            121,
            107,
            135,
            121,
            107,
            135
        ],
        [
            143,
            116,
            169,
            143,
            116,
            169
        ],
        [
            101,
            100,
            101,
            101,
            100,
            101
        ],
        [
            11297,
            5071,
            6226,
            11297,
            5071,
            6226
        ],
        [
            0,
            0,
            73.796246,
            0,
            0,
            73.796246
        ],
        [
            0,
            0,
            2,
            0,
            0,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            274831,
            352157,
            -579738,
            -579490,
            -580271,
            -211495
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ZEN_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11481,
    "evaluation_days": 1913.5,
    "actual_first_datapoint_time": 1594008000000,
    "first_datapoint_time": 1596081600000,
    "last_datapoint_time": 1759320000000,
    "evaluation_time": 1759331195636,
    "expiration_time": 1764279792000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sma",
        "factors": {
            "length": 145,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 245,
            "offset": 0,
            "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)