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Trade: ZEN/USDT/720/KCB/HILO/3570

Strategy
ZEN/USDT/720/KCB/HILO/3570
Pair
ZEN_USDT
Interval
12h
Score
486584
Daily Profit
0.319541
Profit Factor
2.076123
Profitability
48.039216
Streak
30.826734
Best Strategy
Training Data Length
1912.000000
Evaluation Time
2025-09-29 22:50
Expiration Time
2025-11-25 22:38

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 610961.8892 502230.311 108731.5782 1041646.3565 555620.3037 486026.0529
Total P&L (%) 610.9619 502.2303 108.7316 1041.6464 555.6203 486.0261
Avg Daily Profit (%) 0.3195 0.2627 0.0569 0.1274 0.0984 0.0925
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -133093 -83352 -91494 -1355748 -816858 -976837
Profit Factor 2.0761 2.8532 1.3664 1.1806 1.1864 1.1744
Total Trades 102 51 51 102 51 51
Winning Trades 49 24 25 49 24 25
Losing Trades 53 27 26 53 27 26
Profitability (%) 48.0392 47.0588 49.0196 48.0392 47.0588 49.0196
Ratio Avg Win / Avg Loss 2.2456 3.2098 1.4211 1.277 1.3347 1.2214
Largest Winning Trade 272667 272667 61703 619038 619038 445394
Largest Losing Trade -38473 -27901 -38473 -438205 -438205 -398478
Avg Bars in Trades 36 24 47 36 24 47
Avg Bars in Winners 48 31 65 48 31 65
Avg Bars in Losers 24 19 29 24 19 29
Bars Traded 3687 1274 2413 3687 1274 2413
Profit Streak 30.8267 30.8267 33.3267 30.8267 30.8267 33.3267
Trades During Streak 2 1 1 2 1 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 486584 -166361 -296387 -43816 -257074 -277992
Evaluation Data
{
    "trading_pair": "ZEN_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3824,
    "evaluation_days": 1912,
    "actual_first_datapoint_time": 1593993600000,
    "first_datapoint_time": 1597276800000,
    "last_datapoint_time": 1759147200000,
    "evaluation_time": 1759175429859,
    "expiration_time": 1764103104000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "kcb",
        "factors": {
            "length": 77,
            "offset": 0,
            "scalar": 1
        }
    },
    "second_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "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": [
        [
            610961.8891880653,
            502230.3109626251,
            108731.5782254403,
            1041646.3565349577,
            555620.303679176,
            486026.0528557817
        ],
        [
            610.961889,
            502.230311,
            108.731578,
            1041.646357,
            555.620304,
            486.026053
        ],
        [
            0.319541,
            0.262673,
            0.056868,
            0.127438,
            0.098396,
            0.092522
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -133093,
            -83352,
            -91494,
            -1355748,
            -816858,
            -976837
        ],
        [
            2.076123,
            2.853176,
            1.366429,
            1.180612,
            1.18639,
            1.174431
        ],
        [
            102,
            51,
            51,
            102,
            51,
            51
        ],
        [
            49,
            24,
            25,
            49,
            24,
            25
        ],
        [
            53,
            27,
            26,
            53,
            27,
            26
        ],
        [
            48.039216,
            47.058824,
            49.019608,
            48.039216,
            47.058824,
            49.019608
        ],
        [
            2.245603,
            3.209823,
            1.421086,
            1.276988,
            1.334688,
            1.221408
        ],
        [
            272667,
            272667,
            61703,
            619038,
            619038,
            445394
        ],
        [
            -38473,
            -27901,
            -38473,
            -438205,
            -438205,
            -398478
        ],
        [
            36,
            24,
            47,
            36,
            24,
            47
        ],
        [
            48,
            31,
            65,
            48,
            31,
            65
        ],
        [
            24,
            19,
            29,
            24,
            19,
            29
        ],
        [
            3687,
            1274,
            2413,
            3687,
            1274,
            2413
        ],
        [
            30.826734,
            30.826734,
            33.326734,
            30.826734,
            30.826734,
            33.326734
        ],
        [
            2,
            1,
            1,
            2,
            1,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            486584,
            -166361,
            -296387,
            -43816,
            -257074,
            -277992
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ZEN_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3824,
    "evaluation_days": 1912,
    "actual_first_datapoint_time": 1593993600000,
    "first_datapoint_time": 1597276800000,
    "last_datapoint_time": 1759147200000,
    "evaluation_time": 1759175429859,
    "expiration_time": 1764103104000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "kcb",
        "factors": {
            "length": 77,
            "offset": 0,
            "scalar": 1
        }
    },
    "second_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "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)