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Trade: ZEN/USDT/720/HL2/MIDPOINT/1526

Strategy
ZEN/USDT/720/HL2/MIDPOINT/1526
Pair
ZEN_USDT
Interval
12h
Score
579880
Daily Profit
0.745935
Profit Factor
2.619219
Profitability
42.702703
Streak
0.000000
Best Strategy
Training Data Length
1907.000000
Evaluation Time
2025-09-26 12:06
Expiration Time
2025-11-20 19:02

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1422497.8617 1509514.5188 -87016.6571 -78483.5843 323907.7038 -402391.2881
Total P&L (%) 1422.4979 1509.5145 -87.0167 -78.4836 323.9077 -402.3913
Avg Daily Profit (%) 0.7459 0.7916 -0.0456 -0.0805 0.0758 0
Buy And Hold Return (%) 20 20 20 20 20 20
Max Trade Drawdown -331912 -233932 -177838 -1730984 -1324976 -541668
Profit Factor 2.6192 4.2043 0.7864 0.9831 1.1283 0.8111
Total Trades 185 93 92 185 93 92
Winning Trades 79 34 45 79 34 45
Losing Trades 106 59 47 106 59 47
Profitability (%) 42.7027 36.5591 48.913 42.7027 36.5591 48.913
Ratio Avg Win / Avg Loss 3.5144 7.2957 0.8214 1.3192 1.9579 0.8472
Largest Winning Trade 1731627 1731627 33133 1653172 1653172 305971
Largest Losing Trade -43935 -29576 -43935 -434156 -434156 -280721
Avg Bars in Trades 19 24 14 19 24 14
Avg Bars in Winners 24 31 18 24 31 18
Avg Bars in Losers 16 21 9 16 21 9
Bars Traded 3624 2312 1313 3624 2312 1313
Profit Streak 0 0 0 0 0 0
Trades During Streak 0 0 0 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 579880 541809 -581231 -580702 -175325 -581231

Evaluation Data

{
    "trading_pair": "ZEN_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3814,
    "evaluation_days": 1907,
    "actual_first_datapoint_time": 1593993600000,
    "first_datapoint_time": 1601164800000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758877606921,
    "expiration_time": 1763658144000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "hl2",
        "factors": {
            "length": 0,
            "offset": 120
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 167,
            "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": [
        [
            1422497.8616843638,
            1509514.518761858,
            -87016.6570774955,
            -78483.5842551491,
            323907.7038275693,
            -402391.288082718
        ],
        [
            1422.497862,
            1509.514519,
            -87.016657,
            -78.483584,
            323.907704,
            -402.391288
        ],
        [
            0.745935,
            0.791565,
            -0.04563,
            -0.080531,
            0.075768,
            0
        ],
        [
            20,
            20,
            20,
            20,
            20,
            20
        ],
        [
            -331912,
            -233932,
            -177838,
            -1730984,
            -1324976,
            -541668
        ],
        [
            2.619219,
            4.204323,
            0.786421,
            0.983141,
            1.128298,
            0.811131
        ],
        [
            185,
            93,
            92,
            185,
            93,
            92
        ],
        [
            79,
            34,
            45,
            79,
            34,
            45
        ],
        [
            106,
            59,
            47,
            106,
            59,
            47
        ],
        [
            42.702703,
            36.55914,
            48.913043,
            42.702703,
            36.55914,
            48.913043
        ],
        [
            3.514395,
            7.295738,
            0.821373,
            1.319151,
            1.957929,
            0.847181
        ],
        [
            1731627,
            1731627,
            33133,
            1653172,
            1653172,
            305971
        ],
        [
            -43935,
            -29576,
            -43935,
            -434156,
            -434156,
            -280721
        ],
        [
            19,
            24,
            14,
            19,
            24,
            14
        ],
        [
            24,
            31,
            18,
            24,
            31,
            18
        ],
        [
            16,
            21,
            9,
            16,
            21,
            9
        ],
        [
            3624,
            2312,
            1313,
            3624,
            2312,
            1313
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            579880,
            541809,
            -581231,
            -580702,
            -175325,
            -581231
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ZEN_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3814,
    "evaluation_days": 1907,
    "actual_first_datapoint_time": 1593993600000,
    "first_datapoint_time": 1601164800000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758877606921,
    "expiration_time": 1763658144000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hl2",
        "factors": {
            "length": 0,
            "offset": 120
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 167,
            "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)