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Trade: ZEN/USDT/15/ZLMA/KCU/4275

Strategy
ZEN/USDT/15/ZLMA/KCU/4275
Pair
ZEN_USDT
Interval
15m
Score
328117
Daily Profit
0.256300
Profit Factor
1.276248
Profitability
67.045455
Streak
9.354603
Best Strategy
Training Data Length
260.420000
Evaluation Time
2025-10-13 06:45
Expiration Time
2025-12-27 05:30

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 66745.6689 37489.4756 29256.1933 22593.6212 5491.9191 17101.7022
Total P&L (%) 66.7457 37.4895 29.2562 22.5936 5.4919 17.1017
Avg Daily Profit (%) 0.2563 0.144 0.1123 0.0783 0.0205 0.0606
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -45421 -47729 -33946 -50239 -44949 -31658
Profit Factor 1.2762 1.2358 1.354 1.1039 1.0379 1.2356
Total Trades 88 44 44 88 44 44
Winning Trades 59 28 31 59 28 31
Losing Trades 29 16 13 29 16 13
Profitability (%) 67.0455 63.6364 70.4545 67.0455 63.6364 70.4545
Ratio Avg Win / Avg Loss 0.6273 0.7062 0.5678 0.5426 0.5931 0.5182
Largest Winning Trade 30337 30337 14942 28361 28361 12438
Largest Losing Trade -34883 -34883 -33946 -36273 -36273 -31658
Avg Bars in Trades 278 405 151 278 405 151
Avg Bars in Winners 165 236 101 165 236 101
Avg Bars in Losers 507 699 270 507 699 270
Bars Traded 24499 17827 6672 24499 17827 6672
Profit Streak 9.3546 13.8234 9.3546 9.3546 13.8234 9.3546
Trades During Streak 5 3 2 5 3 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 328117 -3354 -45021 -198547 -509757 -120323
Evaluation Data
{
    "trading_pair": "ZEN_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1737827100000,
    "first_datapoint_time": 1738019700000,
    "last_datapoint_time": 1760326200000,
    "evaluation_time": 1760327137737,
    "expiration_time": 1766806200000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 215,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcu",
        "factors": {
            "length": 193,
            "offset": 0,
            "scalar": 2
        }
    }
}
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": [
        [
            66745.6689256401,
            37489.4756470371,
            29256.1932786031,
            22593.6212403032,
            5491.9190684929,
            17101.7021718103
        ],
        [
            66.745669,
            37.489476,
            29.256193,
            22.593621,
            5.491919,
            17.101702
        ],
        [
            0.2563,
            0.143958,
            0.112342,
            0.078252,
            0.020532,
            0.060641
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -45421,
            -47729,
            -33946,
            -50239,
            -44949,
            -31658
        ],
        [
            1.276248,
            1.235844,
            1.353952,
            1.103927,
            1.037924,
            1.235608
        ],
        [
            88,
            44,
            44,
            88,
            44,
            44
        ],
        [
            59,
            28,
            31,
            59,
            28,
            31
        ],
        [
            29,
            16,
            13,
            29,
            16,
            13
        ],
        [
            67.045455,
            63.636364,
            70.454545,
            67.045455,
            63.636364,
            70.454545
        ],
        [
            0.627309,
            0.706196,
            0.567786,
            0.542608,
            0.593099,
            0.518158
        ],
        [
            30337,
            30337,
            14942,
            28361,
            28361,
            12438
        ],
        [
            -34883,
            -34883,
            -33946,
            -36273,
            -36273,
            -31658
        ],
        [
            278,
            405,
            151,
            278,
            405,
            151
        ],
        [
            165,
            236,
            101,
            165,
            236,
            101
        ],
        [
            507,
            699,
            270,
            507,
            699,
            270
        ],
        [
            24499,
            17827,
            6672,
            24499,
            17827,
            6672
        ],
        [
            9.354603,
            13.823353,
            9.354603,
            9.354603,
            13.823353,
            9.354603
        ],
        [
            5,
            3,
            2,
            5,
            3,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            328117,
            -3354,
            -45021,
            -198547,
            -509757,
            -120323
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ZEN_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1737827100000,
    "first_datapoint_time": 1738019700000,
    "last_datapoint_time": 1760326200000,
    "evaluation_time": 1760327137737,
    "expiration_time": 1766806200000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 215,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcu",
        "factors": {
            "length": 193,
            "offset": 0,
            "scalar": 2
        }
    }
}

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)