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Trade: ZIL/USDT/120/KCL/DCM/5833

Strategy
ZIL/USDT/120/KCL/DCM/5833
Pair
ZIL_USDT
Interval
2h
Score
463596
Daily Profit
0.319519
Profit Factor
2.039171
Profitability
53.658537
Streak
0.000000
Best Strategy
Training Data Length
2082.500000
Evaluation Time
2025-09-26 21:15
Expiration Time
2025-12-08 15:16

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 665399.2269 690989.3823 -25590.1554 75216.639 312409.6954 -237193.0565
Total P&L (%) 665.3992 690.9894 -25.5902 75.2166 312.4097 -237.1931
Avg Daily Profit (%) 0.3195 0.3318 -0.0123 0.0269 0.0681 0
Buy And Hold Return (%) 116.4706 116.4706 116.4706 116.4706 116.4706 116.4706
Max Trade Drawdown -166753 -150924 -44603 -3967738 -3846782 -315588
Profit Factor 2.0392 2.3762 0.8149 1.0116 1.0548 0.693
Total Trades 123 61 62 123 61 62
Winning Trades 66 36 30 66 36 30
Losing Trades 57 25 32 57 25 32
Profitability (%) 53.6585 59.0164 48.3871 53.6585 59.0164 48.3871
Ratio Avg Win / Avg Loss 1.7611 1.6502 0.8692 0.8737 0.7325 0.7392
Largest Winning Trade 475640 475640 15385 3408263 3408263 113234
Largest Losing Trade -63203 -63203 -20823 -2529769 -2529769 -122221
Avg Bars in Trades 191 375 10 191 375 10
Avg Bars in Winners 159 281 13 159 281 13
Avg Bars in Losers 229 511 8 229 511 8
Bars Traded 23607 22930 677 23607 22930 677
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 463596 -147532 -735307 -531277 -427854 -735307

Evaluation Data

{
    "trading_pair": "ZIL_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 24990,
    "evaluation_days": 2082.5,
    "actual_first_datapoint_time": 1578729600000,
    "first_datapoint_time": 1579543200000,
    "last_datapoint_time": 1758722400000,
    "evaluation_time": 1758910552176,
    "expiration_time": 1765199808000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "kcl",
        "factors": {
            "length": 48,
            "offset": 4,
            "scalar": 3
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 114,
            "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": [
        [
            665399.2268727794,
            690989.3823030883,
            -25590.1554303086,
            75216.6389648941,
            312409.6954435544,
            -237193.0564786606
        ],
        [
            665.399227,
            690.989382,
            -25.590155,
            75.216639,
            312.409695,
            -237.193056
        ],
        [
            0.319519,
            0.331808,
            -0.012288,
            0.026935,
            0.068059,
            0
        ],
        [
            116.470588,
            116.470588,
            116.470588,
            116.470588,
            116.470588,
            116.470588
        ],
        [
            -166753,
            -150924,
            -44603,
            -3967738,
            -3846782,
            -315588
        ],
        [
            2.039171,
            2.376222,
            0.814867,
            1.011624,
            1.054823,
            0.692963
        ],
        [
            123,
            61,
            62,
            123,
            61,
            62
        ],
        [
            66,
            36,
            30,
            66,
            36,
            30
        ],
        [
            57,
            25,
            32,
            57,
            25,
            32
        ],
        [
            53.658537,
            59.016393,
            48.387097,
            53.658537,
            59.016393,
            48.387097
        ],
        [
            1.761102,
            1.650154,
            0.869192,
            0.873675,
            0.732516,
            0.73916
        ],
        [
            475640,
            475640,
            15385,
            3408263,
            3408263,
            113234
        ],
        [
            -63203,
            -63203,
            -20823,
            -2529769,
            -2529769,
            -122221
        ],
        [
            191,
            375,
            10,
            191,
            375,
            10
        ],
        [
            159,
            281,
            13,
            159,
            281,
            13
        ],
        [
            229,
            511,
            8,
            229,
            511,
            8
        ],
        [
            23607,
            22930,
            677,
            23607,
            22930,
            677
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            463596,
            -147532,
            -735307,
            -531277,
            -427854,
            -735307
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ZIL_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 24990,
    "evaluation_days": 2082.5,
    "actual_first_datapoint_time": 1578729600000,
    "first_datapoint_time": 1579543200000,
    "last_datapoint_time": 1758722400000,
    "evaluation_time": 1758910552176,
    "expiration_time": 1765199808000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "kcl",
        "factors": {
            "length": 48,
            "offset": 4,
            "scalar": 3
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 114,
            "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)