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Trade: ZEN/USDT/720/JMA/BBM/3480

Strategy
ZEN/USDT/720/JMA/BBM/3480
Pair
ZEN_USDT
Interval
12h
Score
308805
Daily Profit
0.271351
Profit Factor
3.160141
Profitability
34.375000
Streak
0.000000
Best Strategy
Training Data Length
1913.000000
Evaluation Time
2025-09-30 18:37
Expiration Time
2025-11-26 23:21

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 579172.6307 519094.7902 60077.8405 289079.306 1481161.9206 -1192082.6147
Total P&L (%) 579.1726 519.0948 60.0778 289.0793 1481.1619 -1192.0826
Avg Daily Profit (%) 0.3028 0.2714 0.0314 0.071 0.1444 0
Buy And Hold Return (%) 28.1785 28.1785 28.1785 28.1785 28.1785 28.1785
Max Trade Drawdown -183364 -137434 -92745 -1623399 -616647 -1752608
Profit Factor 2.1077 3.1601 1.2126 1.073 2.1419 0.5521
Total Trades 64 32 32 64 32 32
Winning Trades 25 11 14 25 11 14
Losing Trades 39 21 18 39 21 18
Profitability (%) 39.0625 34.375 43.75 39.0625 34.375 43.75
Ratio Avg Win / Avg Loss 3.288 6.033 1.5591 1.6739 4.089 0.7099
Largest Winning Trade 289408 289408 64688 871913 871913 283048
Largest Losing Trade -82499 -23521 -82499 -1623399 -217384 -1623399
Avg Bars in Trades 54 46 63 54 46 63
Avg Bars in Winners 103 84 119 103 84 119
Avg Bars in Losers 23 26 19 23 26 19
Bars Traded 3509 1487 2022 3509 1487 2022
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 -135107 308805 -158743 -385203 -1865 -583240
Evaluation Data
{
    "trading_pair": "ZEN_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3826,
    "evaluation_days": 1913,
    "actual_first_datapoint_time": 1593993600000,
    "first_datapoint_time": 1603627200000,
    "last_datapoint_time": 1759233600000,
    "evaluation_time": 1759246652490,
    "expiration_time": 1764192096000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "jma",
        "factors": {
            "length": 224,
            "offset": 0
        }
    },
    "second_band": {
        "type": "bbm",
        "factors": {
            "length": 222,
            "offset": 0,
            "std": 3.99186
        }
    }
}
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": [
        [
            579172.6307442782,
            519094.7901990981,
            60077.8405451799,
            289079.3059753795,
            1481161.920631177,
            -1192082.614655797
        ],
        [
            579.172631,
            519.09479,
            60.077841,
            289.079306,
            1481.161921,
            -1192.082615
        ],
        [
            0.302756,
            0.271351,
            0.031405,
            0.071045,
            0.144419,
            0
        ],
        [
            28.178452,
            28.178452,
            28.178452,
            28.178452,
            28.178452,
            28.178452
        ],
        [
            -183364,
            -137434,
            -92745,
            -1623399,
            -616647,
            -1752608
        ],
        [
            2.107681,
            3.160141,
            1.212617,
            1.073021,
            2.141867,
            0.552134
        ],
        [
            64,
            32,
            32,
            64,
            32,
            32
        ],
        [
            25,
            11,
            14,
            25,
            11,
            14
        ],
        [
            39,
            21,
            18,
            39,
            21,
            18
        ],
        [
            39.0625,
            34.375,
            43.75,
            39.0625,
            34.375,
            43.75
        ],
        [
            3.287983,
            6.032996,
            1.559079,
            1.673913,
            4.08902,
            0.709886
        ],
        [
            289408,
            289408,
            64688,
            871913,
            871913,
            283048
        ],
        [
            -82499,
            -23521,
            -82499,
            -1623399,
            -217384,
            -1623399
        ],
        [
            54,
            46,
            63,
            54,
            46,
            63
        ],
        [
            103,
            84,
            119,
            103,
            84,
            119
        ],
        [
            23,
            26,
            19,
            23,
            26,
            19
        ],
        [
            3509,
            1487,
            2022,
            3509,
            1487,
            2022
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -135107,
            308805,
            -158743,
            -385203,
            -1865,
            -583240
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ZEN_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3826,
    "evaluation_days": 1913,
    "actual_first_datapoint_time": 1593993600000,
    "first_datapoint_time": 1603627200000,
    "last_datapoint_time": 1759233600000,
    "evaluation_time": 1759246652490,
    "expiration_time": 1764192096000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "jma",
        "factors": {
            "length": 224,
            "offset": 0
        }
    },
    "second_band": {
        "type": "bbm",
        "factors": {
            "length": 222,
            "offset": 0,
            "std": 3.99186
        }
    }
}

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)