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Trade: ZEN/USDT/120/KCL/SWMA/2347

Strategy
ZEN/USDT/120/KCL/SWMA/2347
Pair
ZEN_USDT
Interval
2h
Score
435026
Daily Profit
0.279223
Profit Factor
1.589913
Profitability
65.610860
Streak
0.000000
Best Strategy
Training Data Length
1917.750000
Evaluation Time
2025-10-06 11:42
Expiration Time
2025-12-14 10:56

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 535480.4778 487467.5314 48012.9464 168133.8216 363675.9555 -195542.134
Total P&L (%) 535.4805 487.4675 48.0129 168.1338 363.676 -195.5421
Avg Daily Profit (%) 0.2792 0.2542 0.025 0.0514 0.08 0
Buy And Hold Return (%) 32.6158 32.6158 32.6158 32.6158 32.6158 32.6158
Max Trade Drawdown -135729 -138858 -96710 -2439389 -2113957 -739203
Profit Factor 1.5899 1.7227 1.2059 1.0218 1.0647 0.9067
Total Trades 221 110 111 221 110 111
Winning Trades 145 70 75 145 70 75
Losing Trades 76 40 36 76 40 36
Profitability (%) 65.6109 63.6364 67.5676 65.6109 63.6364 67.5676
Ratio Avg Win / Avg Loss 0.8333 0.9844 0.5788 0.5356 0.6084 0.4352
Largest Winning Trade 120516 120516 23310 755633 755633 380700
Largest Losing Trade -66698 -66698 -36434 -1299949 -1299949 -369574
Avg Bars in Trades 103 194 12 103 194 12
Avg Bars in Winners 62 116 11 62 116 11
Avg Bars in Losers 181 330 15 181 330 15
Bars Traded 22772 21360 1412 22772 21360 1412
Profit Streak 0 57.946 0 0 57.946 0
Trades During Streak 0 3 0 0 3 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 435026 413105 -178197 -320492 -234222 -578481
Evaluation Data
{
    "trading_pair": "ZEN_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 23013,
    "evaluation_days": 1917.75,
    "actual_first_datapoint_time": 1594008000000,
    "first_datapoint_time": 1594836000000,
    "last_datapoint_time": 1759737600000,
    "evaluation_time": 1759740133473,
    "expiration_time": 1765702569600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "kcl",
        "factors": {
            "length": 19,
            "offset": 0,
            "scalar": 4
        }
    },
    "second_band": {
        "type": "swma",
        "factors": {
            "length": 116,
            "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": [
        [
            535480.4777942672,
            487467.5314174817,
            48012.9463767854,
            168133.8215720073,
            363675.9555455417,
            -195542.1339735338
        ],
        [
            535.480478,
            487.467531,
            48.012946,
            168.133822,
            363.675956,
            -195.542134
        ],
        [
            0.279223,
            0.254187,
            0.025036,
            0.051444,
            0.080022,
            0
        ],
        [
            32.615849,
            32.615849,
            32.615849,
            32.615849,
            32.615849,
            32.615849
        ],
        [
            -135729,
            -138858,
            -96710,
            -2439389,
            -2113957,
            -739203
        ],
        [
            1.589913,
            1.722681,
            1.205887,
            1.021787,
            1.064707,
            0.906743
        ],
        [
            221,
            110,
            111,
            221,
            110,
            111
        ],
        [
            145,
            70,
            75,
            145,
            70,
            75
        ],
        [
            76,
            40,
            36,
            76,
            40,
            36
        ],
        [
            65.61086,
            63.636364,
            67.567568,
            65.61086,
            63.636364,
            67.567568
        ],
        [
            0.833334,
            0.984389,
            0.578826,
            0.535557,
            0.608404,
            0.435237
        ],
        [
            120516,
            120516,
            23310,
            755633,
            755633,
            380700
        ],
        [
            -66698,
            -66698,
            -36434,
            -1299949,
            -1299949,
            -369574
        ],
        [
            103,
            194,
            12,
            103,
            194,
            12
        ],
        [
            62,
            116,
            11,
            62,
            116,
            11
        ],
        [
            181,
            330,
            15,
            181,
            330,
            15
        ],
        [
            22772,
            21360,
            1412,
            22772,
            21360,
            1412
        ],
        [
            0,
            57.945989,
            0,
            0,
            57.945989,
            0
        ],
        [
            0,
            3,
            0,
            0,
            3,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            435026,
            413105,
            -178197,
            -320492,
            -234222,
            -578481
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ZEN_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 23013,
    "evaluation_days": 1917.75,
    "actual_first_datapoint_time": 1594008000000,
    "first_datapoint_time": 1594836000000,
    "last_datapoint_time": 1759737600000,
    "evaluation_time": 1759740133473,
    "expiration_time": 1765702569600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "kcl",
        "factors": {
            "length": 19,
            "offset": 0,
            "scalar": 4
        }
    },
    "second_band": {
        "type": "swma",
        "factors": {
            "length": 116,
            "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)