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Trade: ZEN/USDT/360/HWMA/KCL/6248

Strategy
ZEN/USDT/360/HWMA/KCL/6248
Pair
ZEN_USDT
Interval
6h
Score
325742
Daily Profit
0.206920
Profit Factor
1.385995
Profitability
40.559441
Streak
8.183954
Best Strategy
Training Data Length
1910.500000
Evaluation Time
2025-09-28 13:24
Expiration Time
2025-11-24 15:33

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L -488642.6193 80464.9884 -569107.6077 5089019.5291 631656.5368 4457362.9924
Total P&L (%) -488.6426 80.465 -569.1076 5089.0195 631.6565 4457.363
Avg Daily Profit (%) -0.2558 0.0421 -0.2979 0.2069 0.1042 0.2001
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -684820 -90441 -698027 -3282651 -1774339 -3556587
Profit Factor 0.6727 1.2147 0.4912 1.386 1.0963 1.6728
Total Trades 286 143 143 286 143 143
Winning Trades 192 87 105 116 62 54
Losing Trades 94 56 38 170 81 89
Profitability (%) 67.1329 60.8392 73.4266 40.5594 43.3566 37.7622
Ratio Avg Win / Avg Loss 0.3294 0.7819 0.1778 2.0312 1.4323 2.757
Largest Winning Trade 46805 46805 27350 3794216 654558 3794216
Largest Losing Trade -643466 -27315 -643466 -669289 -669289 -337403
Avg Bars in Trades 25 20 31 25 20 31
Avg Bars in Winners 14 9 18 33 27 40
Avg Bars in Losers 49 37 66 20 15 25
Bars Traded 7380 2937 4443 7380 2937 4443
Profit Streak 8.184 11.434 8.184 8.184 11.434 8.184
Trades During Streak 2 1 1 2 1 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -575654 -136613 -577243 325742 -169866 250068
Evaluation Data
{
    "trading_pair": "ZEN_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7642,
    "evaluation_days": 1910.5,
    "actual_first_datapoint_time": 1593993600000,
    "first_datapoint_time": 1597795200000,
    "last_datapoint_time": 1759039200000,
    "evaluation_time": 1759055093646,
    "expiration_time": 1763991216000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.2,
            "nb": 0.86597,
            "nc": 0.1
        }
    },
    "second_band": {
        "type": "kcl",
        "factors": {
            "length": 177,
            "offset": 0,
            "scalar": 2
        }
    }
}
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": [
        [
            -488642.6193193388,
            80464.9883954583,
            -569107.607714797,
            5089019.5291484445,
            631656.5367675312,
            4457362.9923809115
        ],
        [
            -488.642619,
            80.464988,
            -569.107608,
            5089.019529,
            631.656537,
            4457.362992
        ],
        [
            -0.255767,
            0.042117,
            -0.297884,
            0.20692,
            0.104223,
            0.200113
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -684820,
            -90441,
            -698027,
            -3282651,
            -1774339,
            -3556587
        ],
        [
            0.672747,
            1.214734,
            0.491161,
            1.385995,
            1.096304,
            1.67279
        ],
        [
            286,
            143,
            143,
            286,
            143,
            143
        ],
        [
            192,
            87,
            105,
            116,
            62,
            54
        ],
        [
            94,
            56,
            38,
            170,
            81,
            89
        ],
        [
            67.132867,
            60.839161,
            73.426573,
            40.559441,
            43.356643,
            37.762238
        ],
        [
            0.329366,
            0.781898,
            0.177754,
            2.031199,
            1.432268,
            2.757006
        ],
        [
            46805,
            46805,
            27350,
            3794216,
            654558,
            3794216
        ],
        [
            -643466,
            -27315,
            -643466,
            -669289,
            -669289,
            -337403
        ],
        [
            25,
            20,
            31,
            25,
            20,
            31
        ],
        [
            14,
            9,
            18,
            33,
            27,
            40
        ],
        [
            49,
            37,
            66,
            20,
            15,
            25
        ],
        [
            7380,
            2937,
            4443,
            7380,
            2937,
            4443
        ],
        [
            8.183954,
            11.433954,
            8.183954,
            8.183954,
            11.433954,
            8.183954
        ],
        [
            2,
            1,
            1,
            2,
            1,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -575654,
            -136613,
            -577243,
            325742,
            -169866,
            250068
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ZEN_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7642,
    "evaluation_days": 1910.5,
    "actual_first_datapoint_time": 1593993600000,
    "first_datapoint_time": 1597795200000,
    "last_datapoint_time": 1759039200000,
    "evaluation_time": 1759055093646,
    "expiration_time": 1763991216000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.2,
            "nb": 0.86597,
            "nc": 0.1
        }
    },
    "second_band": {
        "type": "kcl",
        "factors": {
            "length": 177,
            "offset": 0,
            "scalar": 2
        }
    }
}

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)