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Trade: ZEN/USDT/360/KCL/JMA/9918

Strategy
ZEN/USDT/360/KCL/JMA/9918
Pair
ZEN_USDT
Interval
6h
Score
436379
Daily Profit
0.218337
Profit Factor
1.387431
Profitability
71.502591
Streak
14.203692
Best Strategy
Training Data Length
1906.750000
Evaluation Time
2025-09-27 01:53
Expiration Time
2025-11-20 18:51

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 416313.1333 381411.1881 34901.9452 30266.7927 334951.1956 -304684.4029
Total P&L (%) 416.3131 381.4112 34.9019 30.2668 334.9512 -304.6844
Avg Daily Profit (%) 0.2183 0.2 0.0183 0.0139 0.0771 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -108580 -102522 -121133 -514312 -594998 -477104
Profit Factor 1.3874 1.6475 1.0719 1.0081 1.1611 0.8139
Total Trades 193 96 97 193 96 97
Winning Trades 138 67 71 138 67 71
Losing Trades 55 29 26 55 29 26
Profitability (%) 71.5026 69.7917 73.1959 71.5026 69.7917 73.1959
Ratio Avg Win / Avg Loss 0.553 0.7131 0.3925 0.4018 0.5025 0.2981
Largest Winning Trade 56363 56363 25062 158414 158414 63729
Largest Losing Trade -68796 -59763 -68796 -252840 -252840 -176218
Avg Bars in Trades 38 49 26 38 49 26
Avg Bars in Winners 26 31 22 26 31 22
Avg Bars in Losers 66 91 38 66 91 38
Bars Traded 7338 4750 2588 7338 4750 2588
Profit Streak 14.2037 14.2037 66.4537 14.2037 14.2037 66.4537
Trades During Streak 5 2 4 5 2 4
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 436379 417030 -309490 -385248 -131383 -576074
Evaluation Data
{
    "trading_pair": "ZEN_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7627,
    "evaluation_days": 1906.75,
    "actual_first_datapoint_time": 1593993600000,
    "first_datapoint_time": 1597190400000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758927198962,
    "expiration_time": 1763657496000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "kcl",
        "factors": {
            "length": 16,
            "offset": 0,
            "scalar": 1
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 149,
            "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": [
        [
            416313.1332907191,
            381411.1880893642,
            34901.9452013551,
            30266.792650234,
            334951.1955757481,
            -304684.4029255142
        ],
        [
            416.313133,
            381.411188,
            34.901945,
            30.266793,
            334.951196,
            -304.684403
        ],
        [
            0.218337,
            0.200032,
            0.018304,
            0.013868,
            0.077128,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -108580,
            -102522,
            -121133,
            -514312,
            -594998,
            -477104
        ],
        [
            1.387431,
            1.64752,
            1.071887,
            1.008142,
            1.161053,
            0.813931
        ],
        [
            193,
            96,
            97,
            193,
            96,
            97
        ],
        [
            138,
            67,
            71,
            138,
            67,
            71
        ],
        [
            55,
            29,
            26,
            55,
            29,
            26
        ],
        [
            71.502591,
            69.791667,
            73.195876,
            71.502591,
            69.791667,
            73.195876
        ],
        [
            0.552962,
            0.713106,
            0.392522,
            0.401796,
            0.502545,
            0.298059
        ],
        [
            56363,
            56363,
            25062,
            158414,
            158414,
            63729
        ],
        [
            -68796,
            -59763,
            -68796,
            -252840,
            -252840,
            -176218
        ],
        [
            38,
            49,
            26,
            38,
            49,
            26
        ],
        [
            26,
            31,
            22,
            26,
            31,
            22
        ],
        [
            66,
            91,
            38,
            66,
            91,
            38
        ],
        [
            7338,
            4750,
            2588,
            7338,
            4750,
            2588
        ],
        [
            14.203692,
            14.203692,
            66.453692,
            14.203692,
            14.203692,
            66.453692
        ],
        [
            5,
            2,
            4,
            5,
            2,
            4
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            436379,
            417030,
            -309490,
            -385248,
            -131383,
            -576074
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ZEN_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7627,
    "evaluation_days": 1906.75,
    "actual_first_datapoint_time": 1593993600000,
    "first_datapoint_time": 1597190400000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758927198962,
    "expiration_time": 1763657496000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "kcl",
        "factors": {
            "length": 16,
            "offset": 0,
            "scalar": 1
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 149,
            "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)