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Trade: ZEN/USDT/720/HILO/KCU/9604

Strategy
ZEN/USDT/720/HILO/KCU/9604
Pair
ZEN_USDT
Interval
12h
Score
419148
Daily Profit
0.204417
Profit Factor
2.006394
Profitability
51.515152
Streak
0.000000
Best Strategy
Training Data Length
1913.000000
Evaluation Time
2025-09-30 18:37
Expiration Time
2025-11-26 23:21

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 388851.2251 391049.9325 -2198.7074 146.2583 20067.6833 -19921.425
Total P&L (%) 388.8512 391.0499 -2.1987 0.1463 20.0677 -19.9214
Avg Daily Profit (%) 0.2033 0.2044 -0.0011 0.0001 0.0096 -0.0116
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -152509 -154009 -14108 -935137 -975313 -130113
Profit Factor 1.862 2.0064 0.9649 1.0001 1.0127 0.9283
Total Trades 67 33 34 67 33 34
Winning Trades 32 17 15 32 17 15
Losing Trades 35 16 19 35 16 19
Profitability (%) 47.7612 51.5152 44.1176 47.7612 51.5152 44.1176
Ratio Avg Win / Avg Loss 2.0365 1.8884 1.2221 1.0938 0.9531 1.1759
Largest Winning Trade 295408 295408 11480 446122 446122 68966
Largest Losing Trade -65280 -65280 -13113 -543713 -543713 -104833
Avg Bars in Trades 54 107 3 54 107 3
Avg Bars in Winners 55 101 3 55 101 3
Avg Bars in Losers 53 112 3 53 112 3
Bars Traded 3650 3533 117 3650 3533 117
Profit Streak 68.651 0 135.151 68.651 0 135.151
Trades During Streak 1 0 1 1 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -110407 419148 -580569 -700512 -394936 -580569
Evaluation Data
{
    "trading_pair": "ZEN_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3826,
    "evaluation_days": 1913,
    "actual_first_datapoint_time": 1593993600000,
    "first_datapoint_time": 1595116800000,
    "last_datapoint_time": 1759233600000,
    "evaluation_time": 1759246646766,
    "expiration_time": 1764192096000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcu",
        "factors": {
            "length": 23,
            "offset": 0,
            "scalar": 1
        }
    }
}
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": [
        [
            388851.2250637949,
            391049.9325122093,
            -2198.7074484143,
            146.2583148617,
            20067.6832838428,
            -19921.4249689809
        ],
        [
            388.851225,
            391.049933,
            -2.198707,
            0.146258,
            20.067683,
            -19.921425
        ],
        [
            0.203268,
            0.204417,
            -0.001149,
            7.6e-5,
            0.009561,
            -0.011613
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -152509,
            -154009,
            -14108,
            -935137,
            -975313,
            -130113
        ],
        [
            1.86196,
            2.006394,
            0.964854,
            1.000079,
            1.012716,
            0.928342
        ],
        [
            67,
            33,
            34,
            67,
            33,
            34
        ],
        [
            32,
            17,
            15,
            32,
            17,
            15
        ],
        [
            35,
            16,
            19,
            35,
            16,
            19
        ],
        [
            47.761194,
            51.515152,
            44.117647,
            47.761194,
            51.515152,
            44.117647
        ],
        [
            2.036519,
            1.888371,
            1.222148,
            1.093836,
            0.953145,
            1.175899
        ],
        [
            295408,
            295408,
            11480,
            446122,
            446122,
            68966
        ],
        [
            -65280,
            -65280,
            -13113,
            -543713,
            -543713,
            -104833
        ],
        [
            54,
            107,
            3,
            54,
            107,
            3
        ],
        [
            55,
            101,
            3,
            55,
            101,
            3
        ],
        [
            53,
            112,
            3,
            53,
            112,
            3
        ],
        [
            3650,
            3533,
            117,
            3650,
            3533,
            117
        ],
        [
            68.651004,
            0,
            135.151004,
            68.651004,
            0,
            135.151004
        ],
        [
            1,
            0,
            1,
            1,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -110407,
            419148,
            -580569,
            -700512,
            -394936,
            -580569
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ZEN_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3826,
    "evaluation_days": 1913,
    "actual_first_datapoint_time": 1593993600000,
    "first_datapoint_time": 1595116800000,
    "last_datapoint_time": 1759233600000,
    "evaluation_time": 1759246646766,
    "expiration_time": 1764192096000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcu",
        "factors": {
            "length": 23,
            "offset": 0,
            "scalar": 1
        }
    }
}

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)