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Trade: ZEN/USDT/720/SMA/PSAR/4899

Strategy
ZEN/USDT/720/SMA/PSAR/4899
Pair
ZEN_USDT
Interval
12h
Score
402944
Daily Profit
0.240512
Profit Factor
1.635825
Profitability
49.557522
Streak
0.000000
Best Strategy
Training Data Length
1907.000000
Evaluation Time
2025-09-26 17:20
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 458656.3912 447122.3031 11534.0881 70441.265 -410197.6392 480638.9042
Total P&L (%) 458.6564 447.1223 11.5341 70.4413 -410.1976 480.6389
Avg Daily Profit (%) 0.2405 0.2345 0.006 0.028 0 0.0923
Buy And Hold Return (%) 11.7618 11.7618 11.7618 11.7618 11.7618 11.7618
Max Trade Drawdown -216548 -152910 -154195 -1634150 -1763495 -841318
Profit Factor 1.6358 2.1421 1.035 1.0129 0.8773 1.2254
Total Trades 113 57 56 113 57 56
Winning Trades 56 28 28 56 28 28
Losing Trades 57 29 28 57 29 28
Profitability (%) 49.5575 49.1228 50 49.5575 49.1228 50
Ratio Avg Win / Avg Loss 1.665 2.2187 1.035 1.031 0.9087 1.2254
Largest Winning Trade 311522 311522 51929 559079 468539 559079
Largest Losing Trade -39634 -39634 -31558 -427772 -427772 -426416
Avg Bars in Trades 31 27 36 31 27 36
Avg Bars in Winners 37 32 42 37 32 42
Avg Bars in Losers 25 21 29 25 21 29
Bars Traded 3569 1548 2021 3569 1548 2021
Profit Streak 0 0 46.0979 0 0 46.0979
Trades During Streak 0 0 2 0 0 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 402944 -168128 -711654 -362443 -760896 -249205

Evaluation Data

{
    "trading_pair": "ZEN_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3814,
    "evaluation_days": 1907,
    "actual_first_datapoint_time": 1593993600000,
    "first_datapoint_time": 1599609600000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758896457375,
    "expiration_time": 1763658144000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "sma",
        "factors": {
            "length": 131,
            "offset": 0
        }
    },
    "second_band": {
        "type": "psar",
        "factors": {
            "length": 0,
            "offset": 0,
            "af": 0,
            "af0": 0,
            "max_af": 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": [
        [
            458656.3912047368,
            447122.3030670482,
            11534.088137689,
            70441.265021844,
            -410197.6391746509,
            480638.9041964947
        ],
        [
            458.656391,
            447.122303,
            11.534088,
            70.441265,
            -410.197639,
            480.638904
        ],
        [
            0.240512,
            0.234464,
            0.006048,
            0.027965,
            0,
            0.09228
        ],
        [
            11.761787,
            11.761787,
            11.761787,
            11.761787,
            11.761787,
            11.761787
        ],
        [
            -216548,
            -152910,
            -154195,
            -1634150,
            -1763495,
            -841318
        ],
        [
            1.635825,
            2.142144,
            1.034964,
            1.012863,
            0.877327,
            1.225414
        ],
        [
            113,
            57,
            56,
            113,
            57,
            56
        ],
        [
            56,
            28,
            28,
            56,
            28,
            28
        ],
        [
            57,
            29,
            28,
            57,
            29,
            28
        ],
        [
            49.557522,
            49.122807,
            50,
            49.557522,
            49.122807,
            50
        ],
        [
            1.665036,
            2.21865,
            1.034964,
            1.03095,
            0.90866,
            1.225414
        ],
        [
            311522,
            311522,
            51929,
            559079,
            468539,
            559079
        ],
        [
            -39634,
            -39634,
            -31558,
            -427772,
            -427772,
            -426416
        ],
        [
            31,
            27,
            36,
            31,
            27,
            36
        ],
        [
            37,
            32,
            42,
            37,
            32,
            42
        ],
        [
            25,
            21,
            29,
            25,
            21,
            29
        ],
        [
            3569,
            1548,
            2021,
            3569,
            1548,
            2021
        ],
        [
            0,
            0,
            46.097886,
            0,
            0,
            46.097886
        ],
        [
            0,
            0,
            2,
            0,
            0,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            402944,
            -168128,
            -711654,
            -362443,
            -760896,
            -249205
        ]
    ]
}
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": 1599609600000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758896457375,
    "expiration_time": 1763658144000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sma",
        "factors": {
            "length": 131,
            "offset": 0
        }
    },
    "second_band": {
        "type": "psar",
        "factors": {
            "length": 0,
            "offset": 0,
            "af": 0,
            "af0": 0,
            "max_af": 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)