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Trade: ZEN/USDT/720/KCB/HWMA/8983

Strategy
ZEN/USDT/720/KCB/HWMA/8983
Pair
ZEN_USDT
Interval
12h
Score
308226
Daily Profit
0.274076
Profit Factor
1.466853
Profitability
38.723404
Streak
20.365787
Best Strategy
Training Data Length
1922.500000
Evaluation Time
2025-10-10 11:46
Expiration Time
2025-12-06 18:12

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 526910.2958 509624.4944 17285.8014 46566.4913 352115.366 -305548.8747
Total P&L (%) 526.9103 509.6245 17.2858 46.5665 352.1154 -305.5489
Avg Daily Profit (%) 0.2741 0.2651 0.009 0.0199 0.0785 0
Buy And Hold Return (%) 68.8241 68.8241 68.8241 68.8241 68.8241 68.8241
Max Trade Drawdown -263736 -192383 -120031 -970070 -513616 -524682
Profit Factor 1.4669 1.9497 1.0292 1.0156 1.2679 0.8164
Total Trades 235 117 118 235 117 118
Winning Trades 91 42 49 91 42 49
Losing Trades 144 75 69 144 75 69
Profitability (%) 38.7234 35.8974 41.5254 38.7234 35.8974 41.5254
Ratio Avg Win / Avg Loss 2.3212 3.4817 1.4493 1.6072 2.2642 1.1496
Largest Winning Trade 273250 273250 60556 409263 409263 178201
Largest Losing Trade -26715 -22548 -26715 -143628 -108778 -143628
Avg Bars in Trades 15 13 18 15 13 18
Avg Bars in Winners 24 21 27 24 21 27
Avg Bars in Losers 10 8 11 10 8 11
Bars Traded 3725 1574 2151 3725 1574 2151
Profit Streak 20.3658 0 26.3658 20.3658 0 26.3658
Trades During Streak 1 0 1 1 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 308226 246507 -537723 -536608 -93832 -581828
Evaluation Data
{
    "trading_pair": "ZEN_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3845,
    "evaluation_days": 1922.5,
    "actual_first_datapoint_time": 1593993600000,
    "first_datapoint_time": 1596801600000,
    "last_datapoint_time": 1760054400000,
    "evaluation_time": 1760086003986,
    "expiration_time": 1765037520000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "kcb",
        "factors": {
            "length": 66,
            "offset": 0,
            "scalar": 1
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.47665,
            "nb": 0.1,
            "nc": 0.72285
        }
    }
}
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": [
        [
            526910.2958227547,
            509624.4943795808,
            17285.8014431737,
            46566.4912744275,
            352115.3660171019,
            -305548.8747426744
        ],
        [
            526.910296,
            509.624494,
            17.285801,
            46.566491,
            352.115366,
            -305.548875
        ],
        [
            0.274076,
            0.265084,
            0.008991,
            0.019888,
            0.07851,
            0
        ],
        [
            68.824066,
            68.824066,
            68.824066,
            68.824066,
            68.824066,
            68.824066
        ],
        [
            -263736,
            -192383,
            -120031,
            -970070,
            -513616,
            -524682
        ],
        [
            1.466853,
            1.949724,
            1.029197,
            1.015635,
            1.267944,
            0.816403
        ],
        [
            235,
            117,
            118,
            235,
            117,
            118
        ],
        [
            91,
            42,
            49,
            91,
            42,
            49
        ],
        [
            144,
            75,
            69,
            144,
            75,
            69
        ],
        [
            38.723404,
            35.897436,
            41.525424,
            38.723404,
            35.897436,
            41.525424
        ],
        [
            2.321174,
            3.48165,
            1.449277,
            1.607158,
            2.264185,
            1.149629
        ],
        [
            273250,
            273250,
            60556,
            409263,
            409263,
            178201
        ],
        [
            -26715,
            -22548,
            -26715,
            -143628,
            -108778,
            -143628
        ],
        [
            15,
            13,
            18,
            15,
            13,
            18
        ],
        [
            24,
            21,
            27,
            24,
            21,
            27
        ],
        [
            10,
            8,
            11,
            10,
            8,
            11
        ],
        [
            3725,
            1574,
            2151,
            3725,
            1574,
            2151
        ],
        [
            20.365787,
            0,
            26.365787,
            20.365787,
            0,
            26.365787
        ],
        [
            1,
            0,
            1,
            1,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            308226,
            246507,
            -537723,
            -536608,
            -93832,
            -581828
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ZEN_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3845,
    "evaluation_days": 1922.5,
    "actual_first_datapoint_time": 1593993600000,
    "first_datapoint_time": 1596801600000,
    "last_datapoint_time": 1760054400000,
    "evaluation_time": 1760086003986,
    "expiration_time": 1765037520000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "kcb",
        "factors": {
            "length": 66,
            "offset": 0,
            "scalar": 1
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.47665,
            "nb": 0.1,
            "nc": 0.72285
        }
    }
}

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)