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Trade: ZEN/USDT/120/SSF/KCU/4893

Strategy
ZEN/USDT/120/SSF/KCU/4893
Pair
ZEN_USDT
Interval
2h
Score
301048
Daily Profit
0.293328
Profit Factor
1.477920
Profitability
41.221374
Streak
0.000000
Best Strategy
Training Data Length
1924.330000
Evaluation Time
2025-10-13 03:05
Expiration Time
2025-12-21 06:37

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 564459.181 498580.5651 65878.6159 467683.3711 564262.7146 -96579.3434
Total P&L (%) 564.4592 498.5806 65.8786 467.6834 564.2627 -96.5793
Avg Daily Profit (%) 0.2933 0.2591 0.0342 0.0903 0.0984 -0.1753
Buy And Hold Return (%) 95.1535 95.1535 95.1535 95.1535 95.1535 95.1535
Max Trade Drawdown -276954 -224254 -71724 -5103152 -3329325 -2665666
Profit Factor 1.4779 1.6736 1.1494 1.0351 1.0728 0.9826
Total Trades 262 131 131 262 131 131
Winning Trades 108 54 54 108 54 54
Losing Trades 154 77 77 154 77 77
Profitability (%) 41.2214 41.2214 41.2214 41.2214 41.2214 41.2214
Ratio Avg Win / Avg Loss 2.1074 2.3865 1.639 1.476 1.5298 1.4012
Largest Winning Trade 139474 139474 28045 1981069 1981069 934437
Largest Losing Trade -39334 -31390 -39334 -1712800 -1228598 -1712800
Avg Bars in Trades 87 128 46 87 128 46
Avg Bars in Winners 132 194 70 132 194 70
Avg Bars in Losers 55 82 28 55 82 28
Bars Traded 22918 16880 6038 22918 16880 6038
Profit Streak 0 20.3371 0 0 20.3371 0
Trades During Streak 0 1 0 0 1 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 301048 254043 -371634 -257759 -204208 -582731
Evaluation Data
{
    "trading_pair": "ZEN_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 23092,
    "evaluation_days": 1924.33,
    "actual_first_datapoint_time": 1594008000000,
    "first_datapoint_time": 1594584000000,
    "last_datapoint_time": 1760306400000,
    "evaluation_time": 1760313928197,
    "expiration_time": 1766291846400,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 158,
            "offset": 0,
            "poles": 3
        }
    },
    "second_band": {
        "type": "kcu",
        "factors": {
            "length": 81,
            "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": [
        [
            564459.1810333894,
            498580.5651444173,
            65878.6158889716,
            467683.3711310322,
            564262.7145755152,
            -96579.3434444832
        ],
        [
            564.459181,
            498.580565,
            65.878616,
            467.683371,
            564.262715,
            -96.579343
        ],
        [
            0.293328,
            0.259093,
            0.034235,
            0.090274,
            0.098447,
            -0.17525
        ],
        [
            95.153451,
            95.153451,
            95.153451,
            95.153451,
            95.153451,
            95.153451
        ],
        [
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            -5103152,
            -3329325,
            -2665666
        ],
        [
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            1.673648,
            1.1494,
            1.035146,
            1.072831,
            0.982628
        ],
        [
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            131,
            131,
            262,
            131,
            131
        ],
        [
            108,
            54,
            54,
            108,
            54,
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        ],
        [
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            154,
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        ],
        [
            41.221374,
            41.221374,
            41.221374,
            41.221374,
            41.221374,
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        ],
        [
            2.107404,
            2.386498,
            1.638959,
            1.476041,
            1.529777,
            1.401154
        ],
        [
            139474,
            139474,
            28045,
            1981069,
            1981069,
            934437
        ],
        [
            -39334,
            -31390,
            -39334,
            -1712800,
            -1228598,
            -1712800
        ],
        [
            87,
            128,
            46,
            87,
            128,
            46
        ],
        [
            132,
            194,
            70,
            132,
            194,
            70
        ],
        [
            55,
            82,
            28,
            55,
            82,
            28
        ],
        [
            22918,
            16880,
            6038,
            22918,
            16880,
            6038
        ],
        [
            0,
            20.337132,
            0,
            0,
            20.337132,
            0
        ],
        [
            0,
            1,
            0,
            0,
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            0
        ],
        [
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        ],
        [
            301048,
            254043,
            -371634,
            -257759,
            -204208,
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        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ZEN_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 23092,
    "evaluation_days": 1924.33,
    "actual_first_datapoint_time": 1594008000000,
    "first_datapoint_time": 1594584000000,
    "last_datapoint_time": 1760306400000,
    "evaluation_time": 1760313928197,
    "expiration_time": 1766291846400,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 158,
            "offset": 0,
            "poles": 3
        }
    },
    "second_band": {
        "type": "kcu",
        "factors": {
            "length": 81,
            "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)