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Trade: ZEN/USDT/240/SINWMA/KCU/5023

Strategy
ZEN/USDT/240/SINWMA/KCU/5023
Pair
ZEN_USDT
Interval
4h
Score
462214
Daily Profit
0.659174
Profit Factor
2.527595
Profitability
37.185930
Streak
0.000000
Best Strategy
Training Data Length
1915.500000
Evaluation Time
2025-10-03 18:52
Expiration Time
2025-11-30 01:09

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1262648.2134 1285950.8948 -23302.6813 -48149.5725 129216.4088 -177365.9813
Total P&L (%) 1262.6482 1285.9509 -23.3027 -48.1496 129.2164 -177.366
Avg Daily Profit (%) 0.6592 0.6713 -0.0122 -0.0343 0.0433 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -382412 -265484 -120871 -1545294 -1133774 -467523
Profit Factor 2.5276 3.5667 0.9284 0.9822 1.0785 0.8328
Total Trades 199 99 100 199 99 100
Winning Trades 74 31 43 74 31 43
Losing Trades 125 68 57 125 68 57
Profitability (%) 37.1859 31.3131 43 37.1859 31.3131 43
Ratio Avg Win / Avg Loss 4.2696 7.8237 1.2307 1.6591 2.3657 1.1039
Largest Winning Trade 1401118 1401118 28485 1283137 1283137 221293
Largest Losing Trade -45918 -45918 -28501 -254486 -254486 -188879
Avg Bars in Trades 55 82 29 55 82 29
Avg Bars in Winners 99 183 39 99 183 39
Avg Bars in Losers 30 36 22 30 36 22
Bars Traded 11137 8172 2965 11137 8172 2965
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 462214 405101 -581843 -581941 -275715 -581843
Evaluation Data
{
    "trading_pair": "ZEN_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11493,
    "evaluation_days": 1915.5,
    "actual_first_datapoint_time": 1594008000000,
    "first_datapoint_time": 1597377600000,
    "last_datapoint_time": 1759492800000,
    "evaluation_time": 1759506758527,
    "expiration_time": 1764457776000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 235,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcu",
        "factors": {
            "length": 13,
            "offset": 0,
            "scalar": 5
        }
    }
}
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": [
        [
            1262648.2134324796,
            1285950.8947634394,
            -23302.6813309592,
            -48149.5725208319,
            129216.4087945145,
            -177365.9813153466
        ],
        [
            1262.648213,
            1285.950895,
            -23.302681,
            -48.149573,
            129.216409,
            -177.365981
        ],
        [
            0.659174,
            0.67134,
            -0.012165,
            -0.034283,
            0.043314,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -382412,
            -265484,
            -120871,
            -1545294,
            -1133774,
            -467523
        ],
        [
            2.527595,
            3.566666,
            0.928418,
            0.982215,
            1.078466,
            0.832759
        ],
        [
            199,
            99,
            100,
            199,
            99,
            100
        ],
        [
            74,
            31,
            43,
            74,
            31,
            43
        ],
        [
            125,
            68,
            57,
            125,
            68,
            57
        ],
        [
            37.18593,
            31.313131,
            43,
            37.18593,
            31.313131,
            43
        ],
        [
            4.269586,
            7.823654,
            1.230694,
            1.659147,
            2.365667,
            1.10389
        ],
        [
            1401118,
            1401118,
            28485,
            1283137,
            1283137,
            221293
        ],
        [
            -45918,
            -45918,
            -28501,
            -254486,
            -254486,
            -188879
        ],
        [
            55,
            82,
            29,
            55,
            82,
            29
        ],
        [
            99,
            183,
            39,
            99,
            183,
            39
        ],
        [
            30,
            36,
            22,
            30,
            36,
            22
        ],
        [
            11137,
            8172,
            2965,
            11137,
            8172,
            2965
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            462214,
            405101,
            -581843,
            -581941,
            -275715,
            -581843
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ZEN_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11493,
    "evaluation_days": 1915.5,
    "actual_first_datapoint_time": 1594008000000,
    "first_datapoint_time": 1597377600000,
    "last_datapoint_time": 1759492800000,
    "evaluation_time": 1759506758527,
    "expiration_time": 1764457776000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 235,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcu",
        "factors": {
            "length": 13,
            "offset": 0,
            "scalar": 5
        }
    }
}

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)