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Trade: ZEN/USDT/120/HWMA/KCL/3727

Strategy
ZEN/USDT/120/HWMA/KCL/3727
Pair
ZEN_USDT
Interval
2h
Score
303665
Daily Profit
0.192652
Profit Factor
1.299430
Profitability
51.156812
Streak
11.921381
Best Strategy
Training Data Length
1922.000000
Evaluation Time
2025-10-10 19:06
Expiration Time
2025-12-18 20:36

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 306079.5633 370277.4124 -64197.8492 -79469.5253 27793.2381 -107262.7633
Total P&L (%) 306.0796 370.2774 -64.1978 -79.4695 27.7932 -107.2628
Avg Daily Profit (%) 0.1593 0.1927 -0.0334 -0.0823 0.0128 0
Buy And Hold Return (%) 91.8944 91.8944 91.8944 91.8944 91.8944 91.8944
Max Trade Drawdown -161034 -116739 -237811 -238611 -241095 -241549
Profit Factor 1.1169 1.2994 0.9535 0.9667 1.0236 0.9112
Total Trades 777 389 388 777 389 388
Winning Trades 407 199 208 407 199 208
Losing Trades 370 190 180 370 190 180
Profitability (%) 52.381 51.1568 53.6082 52.381 51.1568 53.6082
Ratio Avg Win / Avg Loss 1.0154 1.2407 0.8252 0.8788 0.9773 0.7885
Largest Winning Trade 65719 65719 29447 49616 49616 26734
Largest Losing Trade -68506 -30263 -68506 -83376 -61040 -83376
Avg Bars in Trades 29 29 29 29 29 29
Avg Bars in Winners 29 29 29 29 29 29
Avg Bars in Losers 29 29 29 29 29 29
Bars Traded 22954 11448 11506 22954 11448 11506
Profit Streak 4.588 11.9214 0 4.588 11.9214 0
Trades During Streak 1 2 0 1 2 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -82101 303665 -578559 -575386 -534848 -578559
Evaluation Data
{
    "trading_pair": "ZEN_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 23064,
    "evaluation_days": 1922,
    "actual_first_datapoint_time": 1594008000000,
    "first_datapoint_time": 1594368000000,
    "last_datapoint_time": 1760104800000,
    "evaluation_time": 1760112407352,
    "expiration_time": 1766082988800,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.07312,
            "nb": 0.13325,
            "nc": 0.1
        }
    },
    "second_band": {
        "type": "kcl",
        "factors": {
            "length": 51,
            "offset": 0,
            "scalar": 1
        }
    }
}
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": [
        [
            306079.5632740297,
            370277.4124442172,
            -64197.8491701874,
            -79469.5252764619,
            27793.2380652705,
            -107262.7633417322
        ],
        [
            306.079563,
            370.277412,
            -64.197849,
            -79.469525,
            27.793238,
            -107.262763
        ],
        [
            0.159251,
            0.192652,
            -0.033402,
            -0.082342,
            0.012761,
            0
        ],
        [
            91.894377,
            91.894377,
            91.894377,
            91.894377,
            91.894377,
            91.894377
        ],
        [
            -161034,
            -116739,
            -237811,
            -238611,
            -241095,
            -241549
        ],
        [
            1.11689,
            1.29943,
            0.953545,
            0.966708,
            1.023566,
            0.911182
        ],
        [
            777,
            389,
            388,
            777,
            389,
            388
        ],
        [
            407,
            199,
            208,
            407,
            199,
            208
        ],
        [
            370,
            190,
            180,
            370,
            190,
            180
        ],
        [
            52.380952,
            51.156812,
            53.608247,
            52.380952,
            51.156812,
            53.608247
        ],
        [
            1.015354,
            1.240662,
            0.825183,
            0.878826,
            0.977274,
            0.788523
        ],
        [
            65719,
            65719,
            29447,
            49616,
            49616,
            26734
        ],
        [
            -68506,
            -30263,
            -68506,
            -83376,
            -61040,
            -83376
        ],
        [
            29,
            29,
            29,
            29,
            29,
            29
        ],
        [
            29,
            29,
            29,
            29,
            29,
            29
        ],
        [
            29,
            29,
            29,
            29,
            29,
            29
        ],
        [
            22954,
            11448,
            11506,
            22954,
            11448,
            11506
        ],
        [
            4.588048,
            11.921381,
            0,
            4.588048,
            11.921381,
            0
        ],
        [
            1,
            2,
            0,
            1,
            2,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -82101,
            303665,
            -578559,
            -575386,
            -534848,
            -578559
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ZEN_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 23064,
    "evaluation_days": 1922,
    "actual_first_datapoint_time": 1594008000000,
    "first_datapoint_time": 1594368000000,
    "last_datapoint_time": 1760104800000,
    "evaluation_time": 1760112407352,
    "expiration_time": 1766082988800,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.07312,
            "nb": 0.13325,
            "nc": 0.1
        }
    },
    "second_band": {
        "type": "kcl",
        "factors": {
            "length": 51,
            "offset": 0,
            "scalar": 1
        }
    }
}

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)