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Trade: ZEN/USDT/120/HILO/KCU/2625

Strategy
ZEN/USDT/120/HILO/KCU/2625
Pair
ZEN_USDT
Interval
2h
Score
323950
Daily Profit
0.156414
Profit Factor
1.457505
Profitability
59.504132
Streak
76.595744
Best Strategy
Training Data Length
1906.000000
Evaluation Time
2025-09-27 03:17
Expiration Time
2025-12-02 06:47

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 229622.1652 298125.0647 -68502.8995 -72101.7785 159928.4684 -232030.2469
Total P&L (%) 229.6222 298.1251 -68.5029 -72.1018 159.9285 -232.0302
Avg Daily Profit (%) 0.1205 0.1564 -0.0359 -0.067 0.0501 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -159256 -164235 -129116 -325381 -195186 -278401
Profit Factor 1.2289 1.4575 0.8052 0.9301 1.2659 0.4612
Total Trades 243 121 122 243 121 122
Winning Trades 138 72 66 138 72 66
Losing Trades 105 49 56 105 49 56
Profitability (%) 56.7901 59.5041 54.0984 56.7901 59.5041 54.0984
Ratio Avg Win / Avg Loss 0.935 0.9919 0.6832 0.7077 0.8615 0.3913
Largest Winning Trade 97986 97986 21545 110868 110868 33080
Largest Losing Trade -64210 -64210 -41657 -122386 -122386 -75073
Avg Bars in Trades 90 169 11 90 169 11
Avg Bars in Winners 51 89 10 51 89 10
Avg Bars in Losers 140 286 13 140 286 13
Bars Traded 21922 20486 1436 21922 20486 1436
Profit Streak 69.2624 76.5957 69.2624 69.2624 76.5957 69.2624
Trades During Streak 2 3 1 2 3 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -31072 323950 -579640 -577657 -125387 -579640
Evaluation Data
{
    "trading_pair": "ZEN_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 22872,
    "evaluation_days": 1906,
    "actual_first_datapoint_time": 1594008000000,
    "first_datapoint_time": 1595239200000,
    "last_datapoint_time": 1758722400000,
    "evaluation_time": 1758932272295,
    "expiration_time": 1764650822400,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcu",
        "factors": {
            "length": 172,
            "offset": 0,
            "scalar": 4
        }
    }
}
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": [
        [
            229622.1651844261,
            298125.0647049291,
            -68502.8995205028,
            -72101.7785373832,
            159928.4683508068,
            -232030.2468881899
        ],
        [
            229.622165,
            298.125065,
            -68.5029,
            -72.101779,
            159.928468,
            -232.030247
        ],
        [
            0.120473,
            0.156414,
            -0.035941,
            -0.066956,
            0.05013,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -159256,
            -164235,
            -129116,
            -325381,
            -195186,
            -278401
        ],
        [
            1.22885,
            1.457505,
            0.805247,
            0.930149,
            1.265852,
            0.461222
        ],
        [
            243,
            121,
            122,
            243,
            121,
            122
        ],
        [
            138,
            72,
            66,
            138,
            72,
            66
        ],
        [
            105,
            49,
            56,
            105,
            49,
            56
        ],
        [
            56.790123,
            59.504132,
            54.098361,
            56.790123,
            59.504132,
            54.098361
        ],
        [
            0.934994,
            0.991913,
            0.68324,
            0.707722,
            0.861483,
            0.391339
        ],
        [
            97986,
            97986,
            21545,
            110868,
            110868,
            33080
        ],
        [
            -64210,
            -64210,
            -41657,
            -122386,
            -122386,
            -75073
        ],
        [
            90,
            169,
            11,
            90,
            169,
            11
        ],
        [
            51,
            89,
            10,
            51,
            89,
            10
        ],
        [
            140,
            286,
            13,
            140,
            286,
            13
        ],
        [
            21922,
            20486,
            1436,
            21922,
            20486,
            1436
        ],
        [
            69.262411,
            76.595744,
            69.262411,
            69.262411,
            76.595744,
            69.262411
        ],
        [
            2,
            3,
            1,
            2,
            3,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -31072,
            323950,
            -579640,
            -577657,
            -125387,
            -579640
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ZEN_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 22872,
    "evaluation_days": 1906,
    "actual_first_datapoint_time": 1594008000000,
    "first_datapoint_time": 1595239200000,
    "last_datapoint_time": 1758722400000,
    "evaluation_time": 1758932272295,
    "expiration_time": 1764650822400,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcu",
        "factors": {
            "length": 172,
            "offset": 0,
            "scalar": 4
        }
    }
}

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)