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Trade: ZEN/USDT/120/WMA/VWMA/3389

Strategy
ZEN/USDT/120/WMA/VWMA/3389
Pair
ZEN_USDT
Interval
2h
Score
392985
Daily Profit
0.210179
Profit Factor
1.685248
Profitability
56.842105
Streak
30.814946
Best Strategy
Training Data Length
1906.000000
Evaluation Time
2025-09-27 00:33
Expiration Time
2025-12-02 06:47

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 362425.9755 400600.3544 -38174.3789 -101246.5285 72566.9527 -173813.4812
Total P&L (%) 362.426 400.6004 -38.1744 -101.2465 72.567 -173.8135
Avg Daily Profit (%) 0.1902 0.2102 -0.02 0 0.0286 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -330181 -142718 -320477 -241989 -51749 -239801
Profit Factor 1.306 1.6852 0.9364 0.6882 2.0255 0.3156
Total Trades 190 95 95 190 95 95
Winning Trades 112 54 58 78 42 36
Losing Trades 78 41 37 112 53 59
Profitability (%) 58.9474 56.8421 61.0526 41.0526 44.2105 37.8947
Ratio Avg Win / Avg Loss 0.9095 1.2795 0.5973 0.9882 2.556 0.5172
Largest Winning Trade 180888 180888 32662 83699 83699 32976
Largest Losing Trade -109084 -50197 -109084 -239801 -43177 -239801
Avg Bars in Trades 118 139 97 118 139 97
Avg Bars in Winners 93 103 83 151 182 113
Avg Bars in Losers 154 187 118 95 105 87
Bars Traded 22501 13269 9232 22501 13269 9232
Profit Streak 30.8149 30.8149 62.3983 0 0 0
Trades During Streak 3 1 3 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 345842 392985 -578256 -583262 -153335 -585786

Evaluation Data

{
    "trading_pair": "ZEN_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 22872,
    "evaluation_days": 1906,
    "actual_first_datapoint_time": 1594008000000,
    "first_datapoint_time": 1595109600000,
    "last_datapoint_time": 1758722400000,
    "evaluation_time": 1758922411310,
    "expiration_time": 1764650822400,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 125,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 154,
            "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": [
        [
            362425.9755351145,
            400600.3544084257,
            -38174.3788733111,
            -101246.5284627442,
            72566.9527048289,
            -173813.4811675731
        ],
        [
            362.425976,
            400.600354,
            -38.174379,
            -101.246528,
            72.566953,
            -173.813481
        ],
        [
            0.19015,
            0.210179,
            -0.020029,
            0,
            0.02863,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -330181,
            -142718,
            -320477,
            -241989,
            -51749,
            -239801
        ],
        [
            1.306007,
            1.685248,
            0.936351,
            0.688212,
            2.025521,
            0.315609
        ],
        [
            190,
            95,
            95,
            190,
            95,
            95
        ],
        [
            112,
            54,
            58,
            78,
            42,
            36
        ],
        [
            78,
            41,
            37,
            112,
            53,
            59
        ],
        [
            58.947368,
            56.842105,
            61.052632,
            41.052632,
            44.210526,
            37.894737
        ],
        [
            0.90954,
            1.27954,
            0.597328,
            0.988202,
            2.556015,
            0.517248
        ],
        [
            180888,
            180888,
            32662,
            83699,
            83699,
            32976
        ],
        [
            -109084,
            -50197,
            -109084,
            -239801,
            -43177,
            -239801
        ],
        [
            118,
            139,
            97,
            118,
            139,
            97
        ],
        [
            93,
            103,
            83,
            151,
            182,
            113
        ],
        [
            154,
            187,
            118,
            95,
            105,
            87
        ],
        [
            22501,
            13269,
            9232,
            22501,
            13269,
            9232
        ],
        [
            30.814946,
            30.814946,
            62.398279,
            0,
            0,
            0
        ],
        [
            3,
            1,
            3,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            345842,
            392985,
            -578256,
            -583262,
            -153335,
            -585786
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ZEN_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 22872,
    "evaluation_days": 1906,
    "actual_first_datapoint_time": 1594008000000,
    "first_datapoint_time": 1595109600000,
    "last_datapoint_time": 1758722400000,
    "evaluation_time": 1758922411310,
    "expiration_time": 1764650822400,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 125,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 154,
            "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)