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Trade: ZEN/USDT/120/SINWMA/KCL/4483

Strategy
ZEN/USDT/120/SINWMA/KCL/4483
Pair
ZEN_USDT
Interval
2h
Score
535855
Daily Profit
0.317999
Profit Factor
3.680048
Profitability
43.750000
Streak
110.321472
Best Strategy
Training Data Length
1922.670000
Evaluation Time
2025-10-11 10:42
Expiration Time
2025-12-19 13:11

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L -1319769.695 83696.7535 -1403466.4485 40874086.5541 -3807224.8429 44681311.397
Total P&L (%) -1319.7697 83.6968 -1403.4664 40874.0866 -3807.2248 44681.3114
Avg Daily Profit (%) -0.6864 0.0435 -0.73 0.3134 0 0.318
Buy And Hold Return (%) 23.4463 23.4463 23.4463 23.4463 23.4463 23.4463
Max Trade Drawdown -1556653 -52140 -1538887 -18535611 -19239696 -10108228
Profit Factor 0.3456 1.4761 0.2377 1.99 0.8453 3.68
Total Trades 97 49 48 97 49 48
Winning Trades 59 26 33 43 22 21
Losing Trades 38 23 15 54 27 27
Profitability (%) 60.8247 53.0612 68.75 44.3299 44.898 43.75
Ratio Avg Win / Avg Loss 0.2226 1.3058 0.108 2.4991 1.0374 4.7315
Largest Winning Trade 32003 26542 32003 36818321 8594316 36818321
Largest Losing Trade -1538887 -37353 -1538887 -7315978 -7315978 -1903142
Avg Bars in Trades 228 96 364 228 96 364
Avg Bars in Winners 192 110 256 243 88 406
Avg Bars in Losers 286 79 602 217 102 332
Bars Traded 22199 4706 17493 22199 4706 17493
Profit Streak 60.4881 60.4881 110.3215 60.4881 60.4881 110.3215
Trades During Streak 4 2 3 4 2 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -577665 -134739 -576905 442495 -580022 535855
Evaluation Data
{
    "trading_pair": "ZEN_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 23072,
    "evaluation_days": 1922.67,
    "actual_first_datapoint_time": 1594008000000,
    "first_datapoint_time": 1595664000000,
    "last_datapoint_time": 1760162400000,
    "evaluation_time": 1760168575168,
    "expiration_time": 1766142662400,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 131,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcl",
        "factors": {
            "length": 231,
            "offset": 0,
            "scalar": 2
        }
    }
}
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": [
        [
            -1319769.6950448449,
            83696.7534656398,
            -1403466.4485104852,
            40874086.554094926,
            -3807224.8428960387,
            44681311.39699093
        ],
        [
            -1319.769695,
            83.696753,
            -1403.466449,
            40874.086554,
            -3807.224843,
            44681.311397
        ],
        [
            -0.686425,
            0.043532,
            -0.729957,
            0.313363,
            0,
            0.317999
        ],
        [
            23.446267,
            23.446267,
            23.446267,
            23.446267,
            23.446267,
            23.446267
        ],
        [
            -1556653,
            -52140,
            -1538887,
            -18535611,
            -19239696,
            -10108228
        ],
        [
            0.34564,
            1.476074,
            0.237694,
            1.990037,
            0.84532,
            3.680048
        ],
        [
            97,
            49,
            48,
            97,
            49,
            48
        ],
        [
            59,
            26,
            33,
            43,
            22,
            21
        ],
        [
            38,
            23,
            15,
            54,
            27,
            27
        ],
        [
            60.824742,
            53.061224,
            68.75,
            44.329897,
            44.897959,
            43.75
        ],
        [
            0.222616,
            1.305757,
            0.108043,
            2.499116,
            1.037438,
            4.73149
        ],
        [
            32003,
            26542,
            32003,
            36818321,
            8594316,
            36818321
        ],
        [
            -1538887,
            -37353,
            -1538887,
            -7315978,
            -7315978,
            -1903142
        ],
        [
            228,
            96,
            364,
            228,
            96,
            364
        ],
        [
            192,
            110,
            256,
            243,
            88,
            406
        ],
        [
            286,
            79,
            602,
            217,
            102,
            332
        ],
        [
            22199,
            4706,
            17493,
            22199,
            4706,
            17493
        ],
        [
            60.488138,
            60.488138,
            110.321472,
            60.488138,
            60.488139,
            110.321472
        ],
        [
            4,
            2,
            3,
            4,
            2,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -577665,
            -134739,
            -576905,
            442495,
            -580022,
            535855
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ZEN_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 23072,
    "evaluation_days": 1922.67,
    "actual_first_datapoint_time": 1594008000000,
    "first_datapoint_time": 1595664000000,
    "last_datapoint_time": 1760162400000,
    "evaluation_time": 1760168575168,
    "expiration_time": 1766142662400,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 131,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcl",
        "factors": {
            "length": 231,
            "offset": 0,
            "scalar": 2
        }
    }
}

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)