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Trade: ZEN/USDT/360/KCL/JMA/2112

Strategy
ZEN/USDT/360/KCL/JMA/2112
Pair
ZEN_USDT
Interval
6h
Score
594722
Daily Profit
0.413472
Profit Factor
2.159333
Profitability
63.945578
Streak
27.014254
Best Strategy
Training Data Length
1923.000000
Evaluation Time
2025-10-11 03:20
Expiration Time
2025-12-07 12:33

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 795105.9539 649928.1649 145177.789 2600579.9332 1756313.6552 844266.2781
Total P&L (%) 795.106 649.9282 145.1778 2600.5799 1756.3137 844.2663
Avg Daily Profit (%) 0.4135 0.338 0.0755 0.1715 0.152 0.1168
Buy And Hold Return (%) 22.1149 22.1149 22.1149 22.1149 22.1149 22.1149
Max Trade Drawdown -134765 -137678 -30131 -4065380 -4131656 -1195369
Profit Factor 2.1593 2.2608 1.8523 1.2185 1.1967 1.2836
Total Trades 147 73 74 147 73 74
Winning Trades 94 41 53 94 41 53
Losing Trades 53 32 21 53 32 21
Profitability (%) 63.9456 56.1644 71.6216 63.9456 56.1644 71.6216
Ratio Avg Win / Avg Loss 1.2175 1.7645 0.7339 0.687 0.934 0.5086
Largest Winning Trade 222217 222217 18899 2964851 2964851 452545
Largest Losing Trade -57668 -57668 -29760 -3197263 -3197263 -735725
Avg Bars in Trades 50 81 18 50 81 18
Avg Bars in Winners 36 61 17 36 61 17
Avg Bars in Losers 74 107 22 74 107 22
Bars Traded 7371 5975 1395 7371 5975 1395
Profit Streak 27.0143 27.0143 81.0143 27.0143 27.0143 81.0143
Trades During Streak 3 1 2 3 1 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 594722 -56819 -151836 337485 -68493 -98443
Evaluation Data
{
    "trading_pair": "ZEN_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7692,
    "evaluation_days": 1923,
    "actual_first_datapoint_time": 1593993600000,
    "first_datapoint_time": 1597492800000,
    "last_datapoint_time": 1760119200000,
    "evaluation_time": 1760142031597,
    "expiration_time": 1765103616000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "kcl",
        "factors": {
            "length": 13,
            "offset": 0,
            "scalar": 2
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 163,
            "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": [
        [
            795105.9539227126,
            649928.1649212961,
            145177.7890014159,
            2600579.9332445823,
            1756313.655189246,
            844266.2780553347
        ],
        [
            795.105954,
            649.928165,
            145.177789,
            2600.579933,
            1756.313655,
            844.266278
        ],
        [
            0.413472,
            0.337976,
            0.075495,
            0.171549,
            0.152023,
            0.116825
        ],
        [
            22.114916,
            22.114916,
            22.114916,
            22.114916,
            22.114916,
            22.114916
        ],
        [
            -134765,
            -137678,
            -30131,
            -4065380,
            -4131656,
            -1195369
        ],
        [
            2.159333,
            2.260775,
            1.852325,
            1.218454,
            1.196739,
            1.283562
        ],
        [
            147,
            73,
            74,
            147,
            73,
            74
        ],
        [
            94,
            41,
            53,
            94,
            41,
            53
        ],
        [
            53,
            32,
            21,
            53,
            32,
            21
        ],
        [
            63.945578,
            56.164384,
            71.621622,
            63.945578,
            56.164384,
            71.621622
        ],
        [
            1.217496,
            1.764507,
            0.73394,
            0.687001,
            0.934041,
            0.508581
        ],
        [
            222217,
            222217,
            18899,
            2964851,
            2964851,
            452545
        ],
        [
            -57668,
            -57668,
            -29760,
            -3197263,
            -3197263,
            -735725
        ],
        [
            50,
            81,
            18,
            50,
            81,
            18
        ],
        [
            36,
            61,
            17,
            36,
            61,
            17
        ],
        [
            74,
            107,
            22,
            74,
            107,
            22
        ],
        [
            7371,
            5975,
            1395,
            7371,
            5975,
            1395
        ],
        [
            27.014254,
            27.014255,
            81.014255,
            27.014255,
            27.014255,
            81.014255
        ],
        [
            3,
            1,
            2,
            3,
            1,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            594722,
            -56819,
            -151836,
            337485,
            -68493,
            -98443
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ZEN_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7692,
    "evaluation_days": 1923,
    "actual_first_datapoint_time": 1593993600000,
    "first_datapoint_time": 1597492800000,
    "last_datapoint_time": 1760119200000,
    "evaluation_time": 1760142031597,
    "expiration_time": 1765103616000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "kcl",
        "factors": {
            "length": 13,
            "offset": 0,
            "scalar": 2
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 163,
            "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)