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Trade: ZEN/USDT/15/LINREG/KCL/5428

Strategy
ZEN/USDT/15/LINREG/KCL/5428
Pair
ZEN_USDT
Interval
15m
Score
473528
Daily Profit
0.342886
Profit Factor
2.048907
Profitability
61.290323
Streak
42.686164
Best Strategy
Training Data Length
260.420000
Evaluation Time
2025-09-27 01:13
Expiration Time
2025-12-08 17:15

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 83428.099 -5866.2363 89294.3352 72869.737 -6544.6778 79414.4149
Total P&L (%) 83.4281 -5.8662 89.2943 72.8697 -6.5447 79.4144
Avg Daily Profit (%) 0.3204 -0.0225 0.3429 0.2104 -0.026 0.2247
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -49574 -20971 -45480 -87868 -25890 -83430
Profit Factor 1.6973 0.8301 2.0489 1.3978 0.8523 1.5719
Total Trades 62 31 31 62 31 31
Winning Trades 29 10 19 29 10 19
Losing Trades 33 21 12 33 21 12
Profitability (%) 46.7742 32.2581 61.2903 46.7742 32.2581 61.2903
Ratio Avg Win / Avg Loss 1.9314 1.7431 1.294 1.5906 1.7899 0.9928
Largest Winning Trade 28361 8163 28361 30347 9087 30347
Largest Losing Trade -44408 -7002 -44408 -82359 -9513 -82359
Avg Bars in Trades 398 21 775 398 21 775
Avg Bars in Winners 490 33 730 490 33 730
Avg Bars in Losers 318 16 846 318 16 846
Bars Traded 24713 678 24035 24713 678 24035
Profit Streak 27.4049 27.4049 42.6862 27.4049 27.4049 42.6862
Trades During Streak 2 1 4 2 1 4
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -148271 -585516 473528 -150634 -585516 339796

Evaluation Data

{
    "trading_pair": "ZEN_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1736227800000,
    "first_datapoint_time": 1736371800000,
    "last_datapoint_time": 1758726900000,
    "evaluation_time": 1758924784587,
    "expiration_time": 1765206900000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "linreg",
        "factors": {
            "length": 161,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcl",
        "factors": {
            "length": 42,
            "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": [
        [
            83428.0989764973,
            -5866.236268408,
            89294.3352449052,
            72869.7370431848,
            -6544.6778320593,
            79414.4148752441
        ],
        [
            83.428099,
            -5.866236,
            89.294335,
            72.869737,
            -6.544678,
            79.414415
        ],
        [
            0.32036,
            -0.022526,
            0.342886,
            0.210408,
            -0.025988,
            0.224708
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -49574,
            -20971,
            -45480,
            -87868,
            -25890,
            -83430
        ],
        [
            1.697253,
            0.830071,
            2.048907,
            1.397813,
            0.852314,
            1.571898
        ],
        [
            62,
            31,
            31,
            62,
            31,
            31
        ],
        [
            29,
            10,
            19,
            29,
            10,
            19
        ],
        [
            33,
            21,
            12,
            33,
            21,
            12
        ],
        [
            46.774194,
            32.258065,
            61.290323,
            46.774194,
            32.258065,
            61.290323
        ],
        [
            1.931357,
            1.743149,
            1.294046,
            1.590615,
            1.789859,
            0.992778
        ],
        [
            28361,
            8163,
            28361,
            30347,
            9087,
            30347
        ],
        [
            -44408,
            -7002,
            -44408,
            -82359,
            -9513,
            -82359
        ],
        [
            398,
            21,
            775,
            398,
            21,
            775
        ],
        [
            490,
            33,
            730,
            490,
            33,
            730
        ],
        [
            318,
            16,
            846,
            318,
            16,
            846
        ],
        [
            24713,
            678,
            24035,
            24713,
            678,
            24035
        ],
        [
            27.404914,
            27.404914,
            42.686164,
            27.404914,
            27.404914,
            42.686164
        ],
        [
            2,
            1,
            4,
            2,
            1,
            4
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -148271,
            -585516,
            473528,
            -150634,
            -585516,
            339796
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ZEN_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1736227800000,
    "first_datapoint_time": 1736371800000,
    "last_datapoint_time": 1758726900000,
    "evaluation_time": 1758924784587,
    "expiration_time": 1765206900000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "linreg",
        "factors": {
            "length": 161,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcl",
        "factors": {
            "length": 42,
            "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)