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Trade: ZEN/USDT/240/LINREG/KCL/5337

Strategy
ZEN/USDT/240/LINREG/KCL/5337
Pair
ZEN_USDT
Interval
4h
Score
327774
Daily Profit
0.173782
Profit Factor
1.778158
Profitability
43.333333
Streak
63.817693
Best Strategy
Training Data Length
1922.000000
Evaluation Time
2025-10-10 06:37
Expiration Time
2025-12-06 17:50

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L -680996.4013 43695.1746 -724691.5759 2840932.23 126957.3063 2713974.9236
Total P&L (%) -680.9964 43.6952 -724.6916 2840.9322 126.9573 2713.9749
Avg Daily Profit (%) -0.3543 0.0227 -0.3771 0.1761 0.0427 0.1738
Buy And Hold Return (%) 69.2423 69.2423 69.2423 69.2423 69.2423 69.2423
Max Trade Drawdown -862769 -29751 -160528 -2408631 -505393 -1778312
Profit Factor 0.4482 1.3331 0.343 1.5329 1.0689 1.7782
Total Trades 61 31 30 61 31 30
Winning Trades 38 18 20 28 15 13
Losing Trades 23 13 10 33 16 17
Profitability (%) 62.2951 58.0645 66.6667 45.9016 48.3871 43.3333
Ratio Avg Win / Avg Loss 0.2713 0.9628 0.1715 1.8066 1.1401 2.3253
Largest Winning Trade 47959 28565 47959 3166177 361699 3166177
Largest Losing Trade -824672 -29751 -824672 -657364 -489939 -657364
Avg Bars in Trades 182 82 285 182 82 285
Avg Bars in Winners 118 62 168 222 77 390
Avg Bars in Losers 286 108 518 147 86 204
Bars Traded 11104 2547 8557 11104 2547 8557
Profit Streak 63.8177 94.151 63.8177 63.8177 94.151 63.8177
Trades During Streak 3 2 1 3 2 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -743797 -327688 -578105 -155755 -288408 327774
Evaluation Data
{
    "trading_pair": "ZEN_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11532,
    "evaluation_days": 1922,
    "actual_first_datapoint_time": 1594008000000,
    "first_datapoint_time": 1595894400000,
    "last_datapoint_time": 1760054400000,
    "evaluation_time": 1760067448715,
    "expiration_time": 1765036224000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "linreg",
        "factors": {
            "length": 128,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcl",
        "factors": {
            "length": 132,
            "offset": 0,
            "scalar": 3
        }
    }
}
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": [
        [
            -680996.4013042273,
            43695.174639018,
            -724691.5759432454,
            2840932.229959271,
            126957.3063311753,
            2713974.9236280965
        ],
        [
            -680.996401,
            43.695175,
            -724.691576,
            2840.93223,
            126.957306,
            2713.974924
        ],
        [
            -0.354317,
            0.022734,
            -0.377051,
            0.176082,
            0.042652,
            0.173782
        ],
        [
            69.242285,
            69.242285,
            69.242285,
            69.242285,
            69.242285,
            69.242285
        ],
        [
            -862769,
            -29751,
            -160528,
            -2408631,
            -505393,
            -1778312
        ],
        [
            0.448216,
            1.333108,
            0.342981,
            1.532908,
            1.068875,
            1.778158
        ],
        [
            61,
            31,
            30,
            61,
            31,
            30
        ],
        [
            38,
            18,
            20,
            28,
            15,
            13
        ],
        [
            23,
            13,
            10,
            33,
            16,
            17
        ],
        [
            62.295082,
            58.064516,
            66.666667,
            45.901639,
            48.387097,
            43.333333
        ],
        [
            0.271289,
            0.9628,
            0.17149,
            1.806642,
            1.140133,
            2.325283
        ],
        [
            47959,
            28565,
            47959,
            3166177,
            361699,
            3166177
        ],
        [
            -824672,
            -29751,
            -824672,
            -657364,
            -489939,
            -657364
        ],
        [
            182,
            82,
            285,
            182,
            82,
            285
        ],
        [
            118,
            62,
            168,
            222,
            77,
            390
        ],
        [
            286,
            108,
            518,
            147,
            86,
            204
        ],
        [
            11104,
            2547,
            8557,
            11104,
            2547,
            8557
        ],
        [
            63.817693,
            94.151027,
            63.817693,
            63.817693,
            94.151027,
            63.817693
        ],
        [
            3,
            2,
            1,
            3,
            2,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -743797,
            -327688,
            -578105,
            -155755,
            -288408,
            327774
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ZEN_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11532,
    "evaluation_days": 1922,
    "actual_first_datapoint_time": 1594008000000,
    "first_datapoint_time": 1595894400000,
    "last_datapoint_time": 1760054400000,
    "evaluation_time": 1760067448715,
    "expiration_time": 1765036224000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "linreg",
        "factors": {
            "length": 128,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcl",
        "factors": {
            "length": 132,
            "offset": 0,
            "scalar": 3
        }
    }
}

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)