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Trade: ZEN/USDT/360/ALMA/HILO/4005

Strategy
ZEN/USDT/360/ALMA/HILO/4005
Pair
ZEN_USDT
Interval
6h
Score
351602
Daily Profit
0.259842
Profit Factor
1.720146
Profitability
45.000000
Streak
0.000000
Best Strategy
Training Data Length
1906.750000
Evaluation Time
2025-09-28 08:33
Expiration Time
2025-11-20 18:51

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 495453.0158 437837.2985 57615.7172 112498.8514 121333.2011 -8834.3497
Total P&L (%) 495.453 437.8373 57.6157 112.4989 121.3332 -8.8344
Avg Daily Profit (%) 0.2598 0.2296 0.0302 0.0395 0.0417 -0.0049
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -110332 -90680 -119771 -2108274 -1484294 -1669882
Profit Factor 1.7201 2.464 1.1481 1.0154 1.0356 0.9977
Total Trades 120 60 60 120 60 60
Winning Trades 54 23 31 54 23 31
Losing Trades 66 37 29 66 37 29
Profitability (%) 45 38.3333 51.6667 45 38.3333 51.6667
Ratio Avg Win / Avg Loss 2.1024 3.9638 1.0741 1.241 1.666 0.9334
Largest Winning Trade 336376 336376 51236 655272 598941 655272
Largest Losing Trade -71417 -28846 -71417 -996491 -583128 -996491
Avg Bars in Trades 61 54 69 61 54 69
Avg Bars in Winners 96 92 99 96 92 99
Avg Bars in Losers 33 30 38 33 30 38
Bars Traded 7418 3242 4176 7418 3242 4176
Profit Streak 0 0 33.9817 0 0 33.9817
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 351602 -161425 -379334 -345326 -491476 -749200
Evaluation Data
{
    "trading_pair": "ZEN_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7627,
    "evaluation_days": 1906.75,
    "actual_first_datapoint_time": 1593993600000,
    "first_datapoint_time": 1596132000000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1759037618838,
    "expiration_time": 1763657496000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "alma",
        "factors": {
            "length": 100,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "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": [
        [
            495453.0157751301,
            437837.2985283989,
            57615.7172467314,
            112498.8513706732,
            121333.2011043464,
            -8834.3497336732
        ],
        [
            495.453016,
            437.837299,
            57.615717,
            112.498851,
            121.333201,
            -8.83435
        ],
        [
            0.259842,
            0.229625,
            0.030217,
            0.039539,
            0.041676,
            -0.004851
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -110332,
            -90680,
            -119771,
            -2108274,
            -1484294,
            -1669882
        ],
        [
            1.720146,
            2.463983,
            1.148144,
            1.015377,
            1.035612,
            0.99774
        ],
        [
            120,
            60,
            60,
            120,
            60,
            60
        ],
        [
            54,
            23,
            31,
            54,
            23,
            31
        ],
        [
            66,
            37,
            29,
            66,
            37,
            29
        ],
        [
            45,
            38.333333,
            51.666667,
            45,
            38.333333,
            51.666667
        ],
        [
            2.1024,
            3.963799,
            1.07407,
            1.241016,
            1.665985,
            0.93337
        ],
        [
            336376,
            336376,
            51236,
            655272,
            598941,
            655272
        ],
        [
            -71417,
            -28846,
            -71417,
            -996491,
            -583128,
            -996491
        ],
        [
            61,
            54,
            69,
            61,
            54,
            69
        ],
        [
            96,
            92,
            99,
            96,
            92,
            99
        ],
        [
            33,
            30,
            38,
            33,
            30,
            38
        ],
        [
            7418,
            3242,
            4176,
            7418,
            3242,
            4176
        ],
        [
            0,
            0,
            33.981699,
            0,
            0,
            33.9817
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            351602,
            -161425,
            -379334,
            -345326,
            -491476,
            -749200
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ZEN_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7627,
    "evaluation_days": 1906.75,
    "actual_first_datapoint_time": 1593993600000,
    "first_datapoint_time": 1596132000000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1759037618838,
    "expiration_time": 1763657496000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "alma",
        "factors": {
            "length": 100,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "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)