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Trade: ZEN/USDT/120/KCB/WMA/7267

Strategy
ZEN/USDT/120/KCB/WMA/7267
Pair
ZEN_USDT
Interval
2h
Score
421208
Daily Profit
0.254285
Profit Factor
1.567262
Profitability
51.239669
Streak
50.135851
Best Strategy
Training Data Length
1906.000000
Evaluation Time
2025-09-26 04:15
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 484667.6125 437223.1952 47444.4172 183406.9777 -684073.1409 867480.1186
Total P&L (%) 484.6676 437.2232 47.4444 183.407 -684.0731 867.4801
Avg Daily Profit (%) 0.2543 0.2294 0.0249 0.0547 0 0.1191
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -192535 -120460 -171193 -2313556 -2404889 -1787962
Profit Factor 1.5673 2.0944 1.1043 1.0191 0.8721 1.2034
Total Trades 121 60 61 121 60 61
Winning Trades 62 30 32 62 30 32
Losing Trades 59 30 29 59 30 29
Profitability (%) 51.2397 50 52.459 51.2397 50 52.459
Ratio Avg Win / Avg Loss 1.4914 2.0944 1.0008 0.9698 0.8721 1.0906
Largest Winning Trade 237259 237259 59479 730414 484703 730414
Largest Losing Trade -42296 -38936 -42296 -795409 -760885 -795409
Avg Bars in Trades 183 159 205 183 159 205
Avg Bars in Winners 188 150 223 188 150 223
Avg Bars in Losers 177 169 186 177 169 186
Bars Traded 22151 9594 12557 22151 9594 12557
Profit Streak 50.1359 50.1359 67.8859 50.1359 50.1359 67.8859
Trades During Streak 3 1 2 3 1 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 421208 -156760 -427368 -319219 -749393 -194429

Evaluation Data

{
    "trading_pair": "ZEN_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 22872,
    "evaluation_days": 1906,
    "actual_first_datapoint_time": 1594008000000,
    "first_datapoint_time": 1595534400000,
    "last_datapoint_time": 1758722400000,
    "evaluation_time": 1758849337529,
    "expiration_time": 1764650822400,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "kcb",
        "factors": {
            "length": 171,
            "offset": 0,
            "scalar": 3
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 213,
            "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": [
        [
            484667.6124659709,
            437223.195237582,
            47444.4172283889,
            183406.9777067021,
            -684073.1408710199,
            867480.118577722
        ],
        [
            484.667612,
            437.223195,
            47.444417,
            183.406978,
            -684.073141,
            867.480119
        ],
        [
            0.254285,
            0.229393,
            0.024892,
            0.054669,
            0,
            0.119144
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -192535,
            -120460,
            -171193,
            -2313556,
            -2404889,
            -1787962
        ],
        [
            1.567262,
            2.09441,
            1.104298,
            1.019082,
            0.872078,
            1.203446
        ],
        [
            121,
            60,
            61,
            121,
            60,
            61
        ],
        [
            62,
            30,
            32,
            62,
            30,
            32
        ],
        [
            59,
            30,
            29,
            59,
            30,
            29
        ],
        [
            51.239669,
            50,
            52.459016,
            51.239669,
            50,
            52.459016
        ],
        [
            1.491427,
            2.09441,
            1.00077,
            0.969772,
            0.872078,
            1.090622
        ],
        [
            237259,
            237259,
            59479,
            730414,
            484703,
            730414
        ],
        [
            -42296,
            -38936,
            -42296,
            -795409,
            -760885,
            -795409
        ],
        [
            183,
            159,
            205,
            183,
            159,
            205
        ],
        [
            188,
            150,
            223,
            188,
            150,
            223
        ],
        [
            177,
            169,
            186,
            177,
            169,
            186
        ],
        [
            22151,
            9594,
            12557,
            22151,
            9594,
            12557
        ],
        [
            50.135851,
            50.135851,
            67.885851,
            50.135851,
            50.135851,
            67.885851
        ],
        [
            3,
            1,
            2,
            3,
            1,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            421208,
            -156760,
            -427368,
            -319219,
            -749393,
            -194429
        ]
    ]
}
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": 1595534400000,
    "last_datapoint_time": 1758722400000,
    "evaluation_time": 1758849337529,
    "expiration_time": 1764650822400,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "kcb",
        "factors": {
            "length": 171,
            "offset": 0,
            "scalar": 3
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 213,
            "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)