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Trade: ZEN/USDT/720/SMA/HILO/2628

Strategy
ZEN/USDT/720/SMA/HILO/2628
Pair
ZEN_USDT
Interval
12h
Score
319035
Daily Profit
0.385085
Profit Factor
4.570511
Profitability
30.000000
Streak
0.000000
Best Strategy
Training Data Length
1922.500000
Evaluation Time
2025-10-10 14:41
Expiration Time
2025-12-06 18:12

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 771530.5154 740326.8447 31203.6707 262638.339 -835945.154 1098583.4929
Total P&L (%) 771.5305 740.3268 31.2037 262.6383 -835.9452 1098.5835
Avg Daily Profit (%) 0.4013 0.3851 0.0162 0.067 0 0.1293
Buy And Hold Return (%) 116.0102 116.0102 116.0102 116.0102 116.0102 116.0102
Max Trade Drawdown -191275 -125821 -102306 -2854243 -2289019 -1227799
Profit Factor 2.7427 4.5705 1.1326 1.0437 0.7559 1.4256
Total Trades 60 30 30 60 30 30
Winning Trades 23 9 14 23 9 14
Losing Trades 37 21 16 37 21 16
Profitability (%) 38.3333 30 46.6667 38.3333 30 46.6667
Ratio Avg Win / Avg Loss 4.4122 10.6645 1.2944 1.6791 1.7637 1.6292
Largest Winning Trade 700497 700497 58958 991574 700497 991574
Largest Losing Trade -37245 -29096 -37245 -708345 -708345 -588802
Avg Bars in Trades 59 47 71 59 47 71
Avg Bars in Winners 82 77 85 82 77 85
Avg Bars in Losers 45 34 59 45 34 59
Bars Traded 3566 1424 2142 3566 1424 2142
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 -163555 319035 -412987 -458184 -585825 -19402
Evaluation Data
{
    "trading_pair": "ZEN_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3845,
    "evaluation_days": 1922.5,
    "actual_first_datapoint_time": 1593993600000,
    "first_datapoint_time": 1599177600000,
    "last_datapoint_time": 1760054400000,
    "evaluation_time": 1760096476558,
    "expiration_time": 1765037520000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "sma",
        "factors": {
            "length": 121,
            "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": [
        [
            771530.5154242606,
            740326.8447471955,
            31203.6706770649,
            262638.3389773584,
            -835945.1539583766,
            1098583.492935736
        ],
        [
            771.530515,
            740.326845,
            31.203671,
            262.638339,
            -835.945154,
            1098.583493
        ],
        [
            0.401316,
            0.385085,
            0.016231,
            0.067031,
            0,
            0.129276
        ],
        [
            116.010201,
            116.010201,
            116.010201,
            116.010201,
            116.010201,
            116.010201
        ],
        [
            -191275,
            -125821,
            -102306,
            -2854243,
            -2289019,
            -1227799
        ],
        [
            2.742697,
            4.570511,
            1.132569,
            1.043734,
            0.755865,
            1.425593
        ],
        [
            60,
            30,
            30,
            60,
            30,
            30
        ],
        [
            23,
            9,
            14,
            23,
            9,
            14
        ],
        [
            37,
            21,
            16,
            37,
            21,
            16
        ],
        [
            38.333333,
            30,
            46.666667,
            38.333333,
            30,
            46.666667
        ],
        [
            4.412164,
            10.664525,
            1.294364,
            1.67905,
            1.763684,
            1.629249
        ],
        [
            700497,
            700497,
            58958,
            991574,
            700497,
            991574
        ],
        [
            -37245,
            -29096,
            -37245,
            -708345,
            -708345,
            -588802
        ],
        [
            59,
            47,
            71,
            59,
            47,
            71
        ],
        [
            82,
            77,
            85,
            82,
            77,
            85
        ],
        [
            45,
            34,
            59,
            45,
            34,
            59
        ],
        [
            3566,
            1424,
            2142,
            3566,
            1424,
            2142
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -163555,
            319035,
            -412987,
            -458184,
            -585825,
            -19402
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ZEN_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3845,
    "evaluation_days": 1922.5,
    "actual_first_datapoint_time": 1593993600000,
    "first_datapoint_time": 1599177600000,
    "last_datapoint_time": 1760054400000,
    "evaluation_time": 1760096476558,
    "expiration_time": 1765037520000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sma",
        "factors": {
            "length": 121,
            "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)