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Trade: ZEN/USDT/360/KCL/MIDPRICE/7128

Strategy
ZEN/USDT/360/KCL/MIDPRICE/7128
Pair
ZEN_USDT
Interval
6h
Score
615838
Daily Profit
0.805497
Profit Factor
7.181622
Profitability
38.235294
Streak
0.000000
Best Strategy
Training Data Length
1918.000000
Evaluation Time
2025-10-05 21:23
Expiration Time
2025-12-02 08:57

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1586556.6526 1544942.3194 41614.3332 213683.4219 -488365.8908 702049.3127
Total P&L (%) 1586.5567 1544.9423 41.6143 213.6834 -488.3659 702.0493
Avg Daily Profit (%) 0.8272 0.8055 0.0217 0.0596 0 0.1086
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -115888 -153447 -44564 -1187650 -1635165 -291463
Profit Factor 4.8733 7.1816 1.2606 1.0704 0.7706 1.7743
Total Trades 69 34 35 69 34 35
Winning Trades 32 13 19 32 13 19
Losing Trades 37 21 16 37 21 16
Profitability (%) 46.3768 38.2353 54.2857 46.3768 38.2353 54.2857
Ratio Avg Win / Avg Loss 5.6347 11.6011 1.0616 1.2376 1.2449 1.4942
Largest Winning Trade 1695352 1695352 31264 1141330 1141330 355238
Largest Losing Trade -32963 -32963 -26302 -394533 -394533 -153960
Avg Bars in Trades 107 121 92 107 121 92
Avg Bars in Winners 129 172 101 129 172 101
Avg Bars in Losers 87 90 82 87 90 82
Bars Traded 7383 4142 3241 7383 4142 3241
Profit Streak 0 0 0 0 0 0
Trades During Streak 0 0 0 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -86795 615838 -165566 -364101 -583703 -44776
Evaluation Data
{
    "trading_pair": "ZEN_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7672,
    "evaluation_days": 1918,
    "actual_first_datapoint_time": 1593993600000,
    "first_datapoint_time": 1598184000000,
    "last_datapoint_time": 1759687200000,
    "evaluation_time": 1759688607324,
    "expiration_time": 1764658656000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "kcl",
        "factors": {
            "length": 195,
            "offset": 0,
            "scalar": 1
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 65,
            "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": [
        [
            1586556.6525784724,
            1544942.3194175307,
            41614.3331609415,
            213683.421868427,
            -488365.890826806,
            702049.312695233
        ],
        [
            1586.556653,
            1544.942319,
            41.614333,
            213.683422,
            -488.365891,
            702.049313
        ],
        [
            0.827193,
            0.805497,
            0.021697,
            0.059622,
            0,
            0.10861
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -115888,
            -153447,
            -44564,
            -1187650,
            -1635165,
            -291463
        ],
        [
            4.873267,
            7.181622,
            1.260591,
            1.070384,
            0.770646,
            1.774336
        ],
        [
            69,
            34,
            35,
            69,
            34,
            35
        ],
        [
            32,
            13,
            19,
            32,
            13,
            19
        ],
        [
            37,
            21,
            16,
            37,
            21,
            16
        ],
        [
            46.376812,
            38.235294,
            54.285714,
            46.376812,
            38.235294,
            54.285714
        ],
        [
            5.634716,
            11.601081,
            1.06155,
            1.237632,
            1.24489,
            1.494178
        ],
        [
            1695352,
            1695352,
            31264,
            1141330,
            1141330,
            355238
        ],
        [
            -32963,
            -32963,
            -26302,
            -394533,
            -394533,
            -153960
        ],
        [
            107,
            121,
            92,
            107,
            121,
            92
        ],
        [
            129,
            172,
            101,
            129,
            172,
            101
        ],
        [
            87,
            90,
            82,
            87,
            90,
            82
        ],
        [
            7383,
            4142,
            3241,
            7383,
            4142,
            3241
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -86795,
            615838,
            -165566,
            -364101,
            -583703,
            -44776
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ZEN_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7672,
    "evaluation_days": 1918,
    "actual_first_datapoint_time": 1593993600000,
    "first_datapoint_time": 1598184000000,
    "last_datapoint_time": 1759687200000,
    "evaluation_time": 1759688607324,
    "expiration_time": 1764658656000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "kcl",
        "factors": {
            "length": 195,
            "offset": 0,
            "scalar": 1
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 65,
            "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)