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Trade: ZEN/USDT/720/JMA/KCB/4914

Strategy
ZEN/USDT/720/JMA/KCB/4914
Pair
ZEN_USDT
Interval
12h
Score
324871
Daily Profit
0.168720
Profit Factor
1.880801
Profitability
43.478261
Streak
112.735189
Best Strategy
Training Data Length
1914.500000
Evaluation Time
2025-10-02 08:38
Expiration Time
2025-11-28 12:26

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 247805.2276 323013.9629 -75208.7353 -77937.4437 161022.7474 -238960.1911
Total P&L (%) 247.8052 323.014 -75.2087 -77.9374 161.0227 -238.9602
Avg Daily Profit (%) 0.1294 0.1687 -0.0393 -0.0789 0.0501 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -174183 -127624 -141061 -337405 -212253 -317004
Profit Factor 1.2763 1.8808 0.8581 0.9268 1.3743 0.6237
Total Trades 92 46 46 92 46 46
Winning Trades 41 20 21 41 20 21
Losing Trades 51 26 25 51 26 25
Profitability (%) 44.5652 43.4783 45.6522 44.5652 43.4783 45.6522
Ratio Avg Win / Avg Loss 1.5876 2.445 1.0216 1.1529 1.7866 0.7425
Largest Winning Trade 131250 131250 55451 179817 179817 85771
Largest Losing Trade -64005 -32951 -64005 -211715 -81621 -211715
Avg Bars in Trades 40 41 38 40 41 38
Avg Bars in Winners 54 48 59 54 48 59
Avg Bars in Losers 28 36 20 28 36 20
Bars Traded 3690 1925 1765 3690 1925 1765
Profit Streak 112.7352 112.7352 121.7352 112.7352 112.7352 121.7352
Trades During Streak 3 1 2 3 1 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -19690 324871 -579770 -579626 -126220 -581436
Evaluation Data
{
    "trading_pair": "ZEN_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3829,
    "evaluation_days": 1914.5,
    "actual_first_datapoint_time": 1593993600000,
    "first_datapoint_time": 1598270400000,
    "last_datapoint_time": 1759363200000,
    "evaluation_time": 1759383520366,
    "expiration_time": 1764325584000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "jma",
        "factors": {
            "length": 100,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcb",
        "factors": {
            "length": 16,
            "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": [
        [
            247805.2276126238,
            323013.962907146,
            -75208.7352945222,
            -77937.4437247556,
            161022.7473853925,
            -238960.1911101481
        ],
        [
            247.805228,
            323.013963,
            -75.208735,
            -77.937444,
            161.022747,
            -238.960191
        ],
        [
            0.129436,
            0.16872,
            -0.039284,
            -0.078908,
            0.050127,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -174183,
            -127624,
            -141061,
            -337405,
            -212253,
            -317004
        ],
        [
            1.276295,
            1.880801,
            0.858139,
            0.926835,
            1.374336,
            0.623725
        ],
        [
            92,
            46,
            46,
            92,
            46,
            46
        ],
        [
            41,
            20,
            21,
            41,
            20,
            21
        ],
        [
            51,
            26,
            25,
            51,
            26,
            25
        ],
        [
            44.565217,
            43.478261,
            45.652174,
            44.565217,
            43.478261,
            45.652174
        ],
        [
            1.587586,
            2.445042,
            1.021595,
            1.152892,
            1.786637,
            0.74253
        ],
        [
            131250,
            131250,
            55451,
            179817,
            179817,
            85771
        ],
        [
            -64005,
            -32951,
            -64005,
            -211715,
            -81621,
            -211715
        ],
        [
            40,
            41,
            38,
            40,
            41,
            38
        ],
        [
            54,
            48,
            59,
            54,
            48,
            59
        ],
        [
            28,
            36,
            20,
            28,
            36,
            20
        ],
        [
            3690,
            1925,
            1765,
            3690,
            1925,
            1765
        ],
        [
            112.735189,
            112.735189,
            121.735189,
            112.735189,
            112.735189,
            121.735189
        ],
        [
            3,
            1,
            2,
            3,
            1,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -19690,
            324871,
            -579770,
            -579626,
            -126220,
            -581436
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ZEN_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3829,
    "evaluation_days": 1914.5,
    "actual_first_datapoint_time": 1593993600000,
    "first_datapoint_time": 1598270400000,
    "last_datapoint_time": 1759363200000,
    "evaluation_time": 1759383520366,
    "expiration_time": 1764325584000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "jma",
        "factors": {
            "length": 100,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcb",
        "factors": {
            "length": 16,
            "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)