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Trade: ZEN/USDT/720/ALMA/SMA/4842

Strategy
ZEN/USDT/720/ALMA/SMA/4842
Pair
ZEN_USDT
Interval
12h
Score
511015
Daily Profit
0.269074
Profit Factor
2.970358
Profitability
48.387097
Streak
57.262886
Best Strategy
Training Data Length
1920.500000
Evaluation Time
2025-10-08 09:18
Expiration Time
2025-12-04 16:45

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 550760.6138 516756.6041 34004.0097 -650254.3549 10996.9093 -661251.2642
Total P&L (%) 550.7606 516.7566 34.004 -650.2544 10.9969 -661.2513
Avg Daily Profit (%) 0.2868 0.2691 0.0177 0 0.0054 0
Buy And Hold Return (%) 51.2984 51.2984 51.2984 51.2984 51.2984 51.2984
Max Trade Drawdown -146487 -131007 -182156 -811125 -358053 -705631
Profit Factor 1.9283 2.9704 1.1027 0.5657 1.0189 0.2787
Total Trades 62 31 31 62 31 31
Winning Trades 31 15 16 33 18 15
Losing Trades 31 16 15 29 13 16
Profitability (%) 50 48.3871 51.6129 53.2258 58.0645 48.3871
Ratio Avg Win / Avg Loss 1.9283 3.1684 1.0338 0.4972 0.7359 0.2973
Largest Winning Trade 251587 251587 42081 119753 119753 43928
Largest Losing Trade -129592 -40334 -129592 -294778 -294778 -281142
Avg Bars in Trades 58 68 48 58 68 48
Avg Bars in Winners 61 62 60 55 74 32
Avg Bars in Losers 55 74 35 61 60 62
Bars Traded 3622 2130 1492 3622 2130 1492
Profit Streak 0 57.2629 0 32.2629 0 36.2629
Trades During Streak 0 1 0 1 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -146058 511015 -442342 -738319 -551694 -580901
Evaluation Data
{
    "trading_pair": "ZEN_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3841,
    "evaluation_days": 1920.5,
    "actual_first_datapoint_time": 1593993600000,
    "first_datapoint_time": 1599955200000,
    "last_datapoint_time": 1759881600000,
    "evaluation_time": 1759904313382,
    "expiration_time": 1764859536000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "alma",
        "factors": {
            "length": 72,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sma",
        "factors": {
            "length": 139,
            "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": [
        [
            550760.6137968225,
            516756.6041390235,
            34004.0096577991,
            -650254.3549462695,
            10996.9092563895,
            -661251.2642026589
        ],
        [
            550.760614,
            516.756604,
            34.00401,
            -650.254355,
            10.996909,
            -661.251264
        ],
        [
            0.28678,
            0.269074,
            0.017706,
            0,
            0.005433,
            0
        ],
        [
            51.298383,
            51.298383,
            51.298383,
            51.298383,
            51.298383,
            51.298383
        ],
        [
            -146487,
            -131007,
            -182156,
            -811125,
            -358053,
            -705631
        ],
        [
            1.928298,
            2.970358,
            1.10272,
            0.565743,
            1.01894,
            0.278728
        ],
        [
            62,
            31,
            31,
            62,
            31,
            31
        ],
        [
            31,
            15,
            16,
            33,
            18,
            15
        ],
        [
            31,
            16,
            15,
            29,
            13,
            16
        ],
        [
            50,
            48.387097,
            51.612903,
            53.225806,
            58.064516,
            48.387097
        ],
        [
            1.928298,
            3.168382,
            1.0338,
            0.497168,
            0.735901,
            0.29731
        ],
        [
            251587,
            251587,
            42081,
            119753,
            119753,
            43928
        ],
        [
            -129592,
            -40334,
            -129592,
            -294778,
            -294778,
            -281142
        ],
        [
            58,
            68,
            48,
            58,
            68,
            48
        ],
        [
            61,
            62,
            60,
            55,
            74,
            32
        ],
        [
            55,
            74,
            35,
            61,
            60,
            62
        ],
        [
            3622,
            2130,
            1492,
            3622,
            2130,
            1492
        ],
        [
            0,
            57.262886,
            0,
            32.262886,
            0,
            36.262886
        ],
        [
            0,
            1,
            0,
            1,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -146058,
            511015,
            -442342,
            -738319,
            -551694,
            -580901
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ZEN_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3841,
    "evaluation_days": 1920.5,
    "actual_first_datapoint_time": 1593993600000,
    "first_datapoint_time": 1599955200000,
    "last_datapoint_time": 1759881600000,
    "evaluation_time": 1759904313382,
    "expiration_time": 1764859536000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "alma",
        "factors": {
            "length": 72,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sma",
        "factors": {
            "length": 139,
            "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)