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Trade: ZEN/USDT/240/KCB/SWMA/4354

Strategy
ZEN/USDT/240/KCB/SWMA/4354
Pair
ZEN_USDT
Interval
4h
Score
518516
Daily Profit
0.204901
Profit Factor
2.374154
Profitability
65.000000
Streak
99.920209
Best Strategy
Training Data Length
1915.170000
Evaluation Time
2025-10-03 09:05
Expiration Time
2025-11-29 16:55

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 438900.001 392421.1356 46478.8654 3150.2708 30271.29 -27121.0192
Total P&L (%) 438.9 392.4211 46.4789 3.1503 30.2713 -27.121
Avg Daily Profit (%) 0.2292 0.2049 0.0243 0.0016 0.0138 -0.0165
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -192850 -86994 -165743 -427660 -228712 -249470
Profit Factor 1.6766 2.3742 1.128 1.0028 1.0552 0.9541
Total Trades 80 40 40 80 40 40
Winning Trades 52 26 26 52 26 26
Losing Trades 28 14 14 28 14 14
Profitability (%) 65 65 65 65 65 65
Ratio Avg Win / Avg Loss 0.9028 1.2784 0.6074 0.54 0.5682 0.5137
Largest Winning Trade 124156 124156 60616 117318 117318 76661
Largest Losing Trade -79475 -56768 -79475 -126625 -89872 -126625
Avg Bars in Trades 138 108 168 138 108 168
Avg Bars in Winners 135 86 184 135 86 184
Avg Bars in Losers 143 149 137 143 149 137
Bars Traded 11066 4338 6728 11066 4338 6728
Profit Streak 69.7535 99.9202 69.7535 69.7535 99.9202 69.7535
Trades During Streak 5 3 2 5 3 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -11804 518516 -240557 -595649 -335659 -577836
Evaluation Data
{
    "trading_pair": "ZEN_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11491,
    "evaluation_days": 1915.17,
    "actual_first_datapoint_time": 1594008000000,
    "first_datapoint_time": 1597132800000,
    "last_datapoint_time": 1759464000000,
    "evaluation_time": 1759471506057,
    "expiration_time": 1764428112000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "kcb",
        "factors": {
            "length": 218,
            "offset": 0,
            "scalar": 3
        }
    },
    "second_band": {
        "type": "swma",
        "factors": {
            "length": 125,
            "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": [
        [
            438900.0010003087,
            392421.1355860867,
            46478.865414222,
            3150.2707714655,
            30271.2899568178,
            -27121.0191853524
        ],
        [
            438.900001,
            392.421136,
            46.478865,
            3.150271,
            30.27129,
            -27.121019
        ],
        [
            0.22917,
            0.204901,
            0.024269,
            0.00162,
            0.013809,
            -0.016518
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -192850,
            -86994,
            -165743,
            -427660,
            -228712,
            -249470
        ],
        [
            1.676567,
            2.374154,
            1.12799,
            1.002765,
            1.05517,
            0.954097
        ],
        [
            80,
            40,
            40,
            80,
            40,
            40
        ],
        [
            52,
            26,
            26,
            52,
            26,
            26
        ],
        [
            28,
            14,
            14,
            28,
            14,
            14
        ],
        [
            65,
            65,
            65,
            65,
            65,
            65
        ],
        [
            0.902767,
            1.278391,
            0.607379,
            0.53995,
            0.568168,
            0.513744
        ],
        [
            124156,
            124156,
            60616,
            117318,
            117318,
            76661
        ],
        [
            -79475,
            -56768,
            -79475,
            -126625,
            -89872,
            -126625
        ],
        [
            138,
            108,
            168,
            138,
            108,
            168
        ],
        [
            135,
            86,
            184,
            135,
            86,
            184
        ],
        [
            143,
            149,
            137,
            143,
            149,
            137
        ],
        [
            11066,
            4338,
            6728,
            11066,
            4338,
            6728
        ],
        [
            69.753542,
            99.920209,
            69.753542,
            69.753542,
            99.920209,
            69.753542
        ],
        [
            5,
            3,
            2,
            5,
            3,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -11804,
            518516,
            -240557,
            -595649,
            -335659,
            -577836
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ZEN_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11491,
    "evaluation_days": 1915.17,
    "actual_first_datapoint_time": 1594008000000,
    "first_datapoint_time": 1597132800000,
    "last_datapoint_time": 1759464000000,
    "evaluation_time": 1759471506057,
    "expiration_time": 1764428112000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "kcb",
        "factors": {
            "length": 218,
            "offset": 0,
            "scalar": 3
        }
    },
    "second_band": {
        "type": "swma",
        "factors": {
            "length": 125,
            "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)