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Trade: ZEN/USDT/120/FWMA/KCU/8512

Strategy
ZEN/USDT/120/FWMA/KCU/8512
Pair
ZEN_USDT
Interval
2h
Score
441715
Daily Profit
0.225673
Profit Factor
1.570231
Profitability
81.531532
Streak
13.372732
Best Strategy
Training Data Length
1924.500000
Evaluation Time
2025-10-13 05:56
Expiration Time
2025-12-21 10:46

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 476666.1018 434308.2872 42357.8146 -18780.9025 228418.7485 -247199.651
Total P&L (%) 476.6661 434.3083 42.3578 -18.7809 228.4187 -247.1997
Avg Daily Profit (%) 0.2477 0.2257 0.022 -0.0108 0.0618 0
Buy And Hold Return (%) 98.2437 98.2437 98.2437 98.2437 98.2437 98.2437
Max Trade Drawdown -174479 -145823 -127563 -1330482 -1327382 -1054759
Profit Factor 1.3809 1.5702 1.0865 0.9966 1.064 0.8762
Total Trades 445 222 223 445 222 223
Winning Trades 355 181 174 355 181 174
Losing Trades 90 41 49 90 41 49
Profitability (%) 79.7753 81.5315 78.0269 79.7753 81.5315 78.0269
Ratio Avg Win / Avg Loss 0.3501 0.3557 0.306 0.2527 0.241 0.2468
Largest Winning Trade 41423 41423 13469 142499 142499 98857
Largest Losing Trade -82740 -60647 -82740 -791046 -791046 -615950
Avg Bars in Trades 51 88 14 51 88 14
Avg Bars in Winners 19 30 8 19 30 8
Avg Bars in Losers 178 345 38 178 345 38
Bars Traded 22930 19664 3266 22930 19664 3266
Profit Streak 2.2061 13.3727 2.2061 2.2061 13.3727 2.2061
Trades During Streak 2 4 1 2 4 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 368671 441715 -453644 -576012 -260702 -578142
Evaluation Data
{
    "trading_pair": "ZEN_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 23094,
    "evaluation_days": 1924.5,
    "actual_first_datapoint_time": 1594008000000,
    "first_datapoint_time": 1594857600000,
    "last_datapoint_time": 1760320800000,
    "evaluation_time": 1760324204082,
    "expiration_time": 1766306764800,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "fwma",
        "factors": {
            "length": 26,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcu",
        "factors": {
            "length": 119,
            "offset": 0,
            "scalar": 3
        }
    }
}
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": [
        [
            476666.1018411329,
            434308.2872017341,
            42357.814639399,
            -18780.9024879655,
            228418.7484715559,
            -247199.6509595215
        ],
        [
            476.666102,
            434.308287,
            42.357815,
            -18.780902,
            228.418748,
            -247.199651
        ],
        [
            0.247683,
            0.225673,
            0.02201,
            -0.010808,
            0.061808,
            0
        ],
        [
            98.243718,
            98.243718,
            98.243718,
            98.243718,
            98.243718,
            98.243718
        ],
        [
            -174479,
            -145823,
            -127563,
            -1330482,
            -1327382,
            -1054759
        ],
        [
            1.380932,
            1.570231,
            1.086501,
            0.996626,
            1.064,
            0.876241
        ],
        [
            445,
            222,
            223,
            445,
            222,
            223
        ],
        [
            355,
            181,
            174,
            355,
            181,
            174
        ],
        [
            90,
            41,
            49,
            90,
            41,
            49
        ],
        [
            79.775281,
            81.531532,
            78.026906,
            79.775281,
            81.531532,
            78.026906
        ],
        [
            0.350096,
            0.355688,
            0.305969,
            0.252666,
            0.241017,
            0.246757
        ],
        [
            41423,
            41423,
            13469,
            142499,
            142499,
            98857
        ],
        [
            -82740,
            -60647,
            -82740,
            -791046,
            -791046,
            -615950
        ],
        [
            51,
            88,
            14,
            51,
            88,
            14
        ],
        [
            19,
            30,
            8,
            19,
            30,
            8
        ],
        [
            178,
            345,
            38,
            178,
            345,
            38
        ],
        [
            22930,
            19664,
            3266,
            22930,
            19664,
            3266
        ],
        [
            2.206066,
            13.372732,
            2.206066,
            2.206066,
            13.372732,
            2.206066
        ],
        [
            2,
            4,
            1,
            2,
            4,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            368671,
            441715,
            -453644,
            -576012,
            -260702,
            -578142
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ZEN_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 23094,
    "evaluation_days": 1924.5,
    "actual_first_datapoint_time": 1594008000000,
    "first_datapoint_time": 1594857600000,
    "last_datapoint_time": 1760320800000,
    "evaluation_time": 1760324204082,
    "expiration_time": 1766306764800,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "fwma",
        "factors": {
            "length": 26,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcu",
        "factors": {
            "length": 119,
            "offset": 0,
            "scalar": 3
        }
    }
}

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)