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Trade: ZEN/USDT/120/HWMA/KCU/6415

Strategy
ZEN/USDT/120/HWMA/KCU/6415
Pair
ZEN_USDT
Interval
2h
Score
530330
Daily Profit
0.230869
Profit Factor
1.319472
Profitability
76.838811
Streak
13.960939
Best Strategy
Training Data Length
1906.000000
Evaluation Time
2025-09-27 16:03
Expiration Time
2025-12-02 06:47

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 440035.5337 374029.3289 66006.2048 141707.9499 -257437.8231 399145.773
Total P&L (%) 440.0355 374.0293 66.0062 141.708 -257.4378 399.1458
Avg Daily Profit (%) 0.2309 0.1962 0.0346 0.0463 0 0.0844
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -130864 -148892 -90558 -2763030 -3042658 -861182
Profit Factor 1.3195 1.3916 1.1563 1.0113 0.9728 1.1326
Total Trades 639 319 320 639 319 320
Winning Trades 491 264 227 491 264 227
Losing Trades 148 55 93 148 55 93
Profitability (%) 76.8388 82.7586 70.9375 76.8388 82.7586 70.9375
Ratio Avg Win / Avg Loss 0.3977 0.2899 0.4737 0.3048 0.2027 0.464
Largest Winning Trade 39276 39276 15996 291523 291523 148105
Largest Losing Trade -72089 -63451 -72089 -1253810 -1253810 -418430
Avg Bars in Trades 35 66 4 35 66 4
Avg Bars in Winners 12 21 2 12 21 2
Avg Bars in Losers 109 279 9 109 279 9
Bars Traded 22586 21155 1431 22586 21155 1431
Profit Streak 13.9609 18.2109 13.9609 13.9609 18.2109 13.9609
Trades During Streak 2 3 1 2 3 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 530330 479176 -192481 -332453 -574033 -151919
Evaluation Data
{
    "trading_pair": "ZEN_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 22872,
    "evaluation_days": 1906,
    "actual_first_datapoint_time": 1594008000000,
    "first_datapoint_time": 1594605600000,
    "last_datapoint_time": 1758722400000,
    "evaluation_time": 1758978225161,
    "expiration_time": 1764650822400,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.72115,
            "nb": 0.50343,
            "nc": 0.1
        }
    },
    "second_band": {
        "type": "kcu",
        "factors": {
            "length": 84,
            "offset": 0,
            "scalar": 4
        }
    }
}
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": [
        [
            440035.533731505,
            374029.3289480674,
            66006.2047834384,
            141707.9499109201,
            -257437.8230530444,
            399145.7729639671
        ],
        [
            440.035534,
            374.029329,
            66.006205,
            141.70795,
            -257.437823,
            399.145773
        ],
        [
            0.230869,
            0.196238,
            0.034631,
            0.046315,
            0,
            0.084386
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -130864,
            -148892,
            -90558,
            -2763030,
            -3042658,
            -861182
        ],
        [
            1.319472,
            1.391647,
            1.156276,
            1.011348,
            0.972836,
            1.132599
        ],
        [
            639,
            319,
            320,
            639,
            319,
            320
        ],
        [
            491,
            264,
            227,
            491,
            264,
            227
        ],
        [
            148,
            55,
            93,
            148,
            55,
            93
        ],
        [
            76.838811,
            82.758621,
            70.9375,
            76.838811,
            82.758621,
            70.9375
        ],
        [
            0.397723,
            0.289927,
            0.473717,
            0.304846,
            0.202674,
            0.464016
        ],
        [
            39276,
            39276,
            15996,
            291523,
            291523,
            148105
        ],
        [
            -72089,
            -63451,
            -72089,
            -1253810,
            -1253810,
            -418430
        ],
        [
            35,
            66,
            4,
            35,
            66,
            4
        ],
        [
            12,
            21,
            2,
            12,
            21,
            2
        ],
        [
            109,
            279,
            9,
            109,
            279,
            9
        ],
        [
            22586,
            21155,
            1431,
            22586,
            21155,
            1431
        ],
        [
            13.960939,
            18.210939,
            13.960939,
            13.960939,
            18.210939,
            13.960939
        ],
        [
            2,
            3,
            1,
            2,
            3,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            530330,
            479176,
            -192481,
            -332453,
            -574033,
            -151919
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ZEN_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 22872,
    "evaluation_days": 1906,
    "actual_first_datapoint_time": 1594008000000,
    "first_datapoint_time": 1594605600000,
    "last_datapoint_time": 1758722400000,
    "evaluation_time": 1758978225161,
    "expiration_time": 1764650822400,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.72115,
            "nb": 0.50343,
            "nc": 0.1
        }
    },
    "second_band": {
        "type": "kcu",
        "factors": {
            "length": 84,
            "offset": 0,
            "scalar": 4
        }
    }
}

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)