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Trade: ZEN/USDT/720/DEMA/MIDPRICE/7350

Strategy
ZEN/USDT/720/DEMA/MIDPRICE/7350
Pair
ZEN_USDT
Interval
12h
Score
352635
Daily Profit
0.179150
Profit Factor
2.293166
Profitability
48.717949
Streak
98.019106
Best Strategy
Training Data Length
1918.500000
Evaluation Time
2025-10-06 15:27
Expiration Time
2025-12-02 15:19

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 281756.2744 343698.4742 -61942.1998 -63446.1483 141602.289 -205048.4374
Total P&L (%) 281.7563 343.6985 -61.9422 -63.4461 141.6023 -205.0484
Avg Daily Profit (%) 0.1469 0.1792 -0.0323 -0.0524 0.046 0
Buy And Hold Return (%) 82.9617 82.9617 82.9617 82.9617 82.9617 82.9617
Max Trade Drawdown -267821 -208731 -144577 -192803 -74339 -231959
Profit Factor 1.4974 2.2932 0.794 0.8378 2.3998 0.2931
Total Trades 78 39 39 78 39 39
Winning Trades 36 19 17 36 19 17
Losing Trades 42 20 22 42 20 22
Profitability (%) 46.1538 48.7179 43.5897 46.1538 48.7179 43.5897
Ratio Avg Win / Avg Loss 1.747 2.4139 1.0275 0.9775 2.5262 0.3793
Largest Winning Trade 280701 280701 73210 101664 101664 26581
Largest Losing Trade -68523 -53656 -68523 -122861 -20569 -122861
Avg Bars in Trades 44 56 32 44 56 32
Avg Bars in Winners 50 49 51 50 49 51
Avg Bars in Losers 39 63 16 39 63 16
Bars Traded 3466 2216 1250 3466 2216 1250
Profit Streak 0 98.0191 0 0 98.0191 0
Trades During Streak 0 1 0 0 1 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -37619 352635 -581583 -621051 -135675 -583250
Evaluation Data
{
    "trading_pair": "ZEN_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3837,
    "evaluation_days": 1918.5,
    "actual_first_datapoint_time": 1593993600000,
    "first_datapoint_time": 1600732800000,
    "last_datapoint_time": 1759708800000,
    "evaluation_time": 1759753650777,
    "expiration_time": 1764681552000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "dema",
        "factors": {
            "length": 157,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 36,
            "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": [
        [
            281756.2743817856,
            343698.474217287,
            -61942.1998355012,
            -63446.1483328746,
            141602.2890249226,
            -205048.4373577972
        ],
        [
            281.756274,
            343.698474,
            -61.9422,
            -63.446148,
            141.602289,
            -205.048437
        ],
        [
            0.146863,
            0.17915,
            -0.032287,
            -0.052443,
            0.04599,
            0
        ],
        [
            82.961724,
            82.961724,
            82.961724,
            82.961724,
            82.961724,
            82.961724
        ],
        [
            -267821,
            -208731,
            -144577,
            -192803,
            -74339,
            -231959
        ],
        [
            1.497429,
            2.293166,
            0.793969,
            0.837819,
            2.399849,
            0.293061
        ],
        [
            78,
            39,
            39,
            78,
            39,
            39
        ],
        [
            36,
            19,
            17,
            36,
            19,
            17
        ],
        [
            42,
            20,
            22,
            42,
            20,
            22
        ],
        [
            46.153846,
            48.717949,
            43.589744,
            46.153846,
            48.717949,
            43.589744
        ],
        [
            1.747,
            2.413859,
            1.027489,
            0.977456,
            2.526157,
            0.379256
        ],
        [
            280701,
            280701,
            73210,
            101664,
            101664,
            26581
        ],
        [
            -68523,
            -53656,
            -68523,
            -122861,
            -20569,
            -122861
        ],
        [
            44,
            56,
            32,
            44,
            56,
            32
        ],
        [
            50,
            49,
            51,
            50,
            49,
            51
        ],
        [
            39,
            63,
            16,
            39,
            63,
            16
        ],
        [
            3466,
            2216,
            1250,
            3466,
            2216,
            1250
        ],
        [
            0,
            98.019106,
            0,
            0,
            98.019106,
            0
        ],
        [
            0,
            1,
            0,
            0,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -37619,
            352635,
            -581583,
            -621051,
            -135675,
            -583250
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ZEN_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3837,
    "evaluation_days": 1918.5,
    "actual_first_datapoint_time": 1593993600000,
    "first_datapoint_time": 1600732800000,
    "last_datapoint_time": 1759708800000,
    "evaluation_time": 1759753650777,
    "expiration_time": 1764681552000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "dema",
        "factors": {
            "length": 157,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 36,
            "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)