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Trade: ZEN/USDT/720/KCL/HWMA/6595

Strategy
ZEN/USDT/720/KCL/HWMA/6595
Pair
ZEN_USDT
Interval
12h
Score
567272
Daily Profit
0.938749
Profit Factor
2.382474
Profitability
39.358601
Streak
0.000000
Best Strategy
Training Data Length
1924.500000
Evaluation Time
2025-10-12 10:21
Expiration Time
2025-12-08 19:38

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1806623.0095 1875726.0038 -69102.9943 -71809.9114 176732.3543 -248542.2657
Total P&L (%) 1806.623 1875.726 -69.103 -71.8099 176.7324 -248.5423
Avg Daily Profit (%) 0.9387 0.9747 -0.0359 -0.0658 0.0529 0
Buy And Hold Return (%) 40.7881 40.7881 40.7881 40.7881 40.7881 40.7881
Max Trade Drawdown -236537 -224532 -96996 -1420193 -1178671 -334509
Profit Factor 2.3825 3.4822 0.8746 0.9744 1.0973 0.7498
Total Trades 343 171 172 343 171 172
Winning Trades 135 60 75 135 60 75
Losing Trades 208 111 97 208 111 97
Profitability (%) 39.3586 35.0877 43.6047 39.3586 35.0877 43.6047
Ratio Avg Win / Avg Loss 3.6708 6.4421 1.1312 1.5014 2.03 0.9698
Largest Winning Trade 2016372 2016372 31085 1123997 1123997 83125
Largest Losing Trade -42564 -42564 -26139 -591810 -591810 -79300
Avg Bars in Trades 10 16 4 10 16 4
Avg Bars in Winners 16 28 6 16 28 6
Avg Bars in Losers 7 10 4 7 10 4
Bars Traded 3703 2853 850 3703 2853 850
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 567272 532687 -580975 -580067 -241744 -582641
Evaluation Data
{
    "trading_pair": "ZEN_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3849,
    "evaluation_days": 1924.5,
    "actual_first_datapoint_time": 1593993600000,
    "first_datapoint_time": 1598356800000,
    "last_datapoint_time": 1760227200000,
    "evaluation_time": 1760253665568,
    "expiration_time": 1765215504000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "kcl",
        "factors": {
            "length": 102,
            "offset": 0,
            "scalar": 3
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.2,
            "nb": 0.93952,
            "nc": 0.85281
        }
    }
}
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": [
        [
            1806623.009486104,
            1875726.0038249958,
            -69102.9943388921,
            -71809.9113930909,
            176732.3543286861,
            -248542.2657217772
        ],
        [
            1806.623009,
            1875.726004,
            -69.102994,
            -71.809911,
            176.732354,
            -248.542266
        ],
        [
            0.938749,
            0.974656,
            -0.035907,
            -0.065772,
            0.052905,
            0
        ],
        [
            40.788121,
            40.788121,
            40.788121,
            40.788121,
            40.788121,
            40.788121
        ],
        [
            -236537,
            -224532,
            -96996,
            -1420193,
            -1178671,
            -334509
        ],
        [
            2.382474,
            3.482198,
            0.874617,
            0.974442,
            1.097314,
            0.749845
        ],
        [
            343,
            171,
            172,
            343,
            171,
            172
        ],
        [
            135,
            60,
            75,
            135,
            60,
            75
        ],
        [
            208,
            111,
            97,
            208,
            111,
            97
        ],
        [
            39.358601,
            35.087719,
            43.604651,
            39.358601,
            35.087719,
            43.604651
        ],
        [
            3.670774,
            6.442067,
            1.131171,
            1.501362,
            2.03003,
            0.969799
        ],
        [
            2016372,
            2016372,
            31085,
            1123997,
            1123997,
            83125
        ],
        [
            -42564,
            -42564,
            -26139,
            -591810,
            -591810,
            -79300
        ],
        [
            10,
            16,
            4,
            10,
            16,
            4
        ],
        [
            16,
            28,
            6,
            16,
            28,
            6
        ],
        [
            7,
            10,
            4,
            7,
            10,
            4
        ],
        [
            3703,
            2853,
            850,
            3703,
            2853,
            850
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            567272,
            532687,
            -580975,
            -580067,
            -241744,
            -582641
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ZEN_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3849,
    "evaluation_days": 1924.5,
    "actual_first_datapoint_time": 1593993600000,
    "first_datapoint_time": 1598356800000,
    "last_datapoint_time": 1760227200000,
    "evaluation_time": 1760253665568,
    "expiration_time": 1765215504000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "kcl",
        "factors": {
            "length": 102,
            "offset": 0,
            "scalar": 3
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.2,
            "nb": 0.93952,
            "nc": 0.85281
        }
    }
}

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)