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Trade: ZEN/USDT/15/VWAP/KCL/2397

Strategy
ZEN/USDT/15/VWAP/KCL/2397
Pair
ZEN_USDT
Interval
15m
Score
329017
Daily Profit
0.426207
Profit Factor
1.400316
Profitability
68.243243
Streak
3.363092
Best Strategy
Training Data Length
260.420000
Evaluation Time
2025-09-26 12:42
Expiration Time
2025-12-08 17:15

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 110992.9078 13458.2995 97534.6082 94040.3257 18707.7334 75332.5923
Total P&L (%) 110.9929 13.4583 97.5346 94.0403 18.7077 75.3326
Avg Daily Profit (%) 0.4262 0.0517 0.3745 0.2549 0.0659 0.2159
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -49156 -10977 -38316 -70043 -18785 -81009
Profit Factor 1.4003 1.1966 1.4671 1.2065 1.1767 1.2155
Total Trades 148 74 74 148 74 74
Winning Trades 101 48 53 101 48 53
Losing Trades 47 26 21 47 26 21
Profitability (%) 68.2432 64.8649 71.6216 68.2432 64.8649 71.6216
Ratio Avg Win / Avg Loss 0.6516 0.6482 0.5813 0.5614 0.6374 0.4816
Largest Winning Trade 18559 7099 18559 22144 12177 22144
Largest Losing Trade -38316 -8833 -38316 -57688 -18785 -57688
Avg Bars in Trades 166 24 309 166 24 309
Avg Bars in Winners 106 18 186 106 18 186
Avg Bars in Losers 296 36 618 296 36 618
Bars Traded 24703 1833 22871 24703 1833 22871
Profit Streak 3.3631 3.5714 0 3.3631 3.5714 0
Trades During Streak 1 1 0 1 1 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 329017 -252017 -54221 233657 -204496 -57115

Evaluation Data

{
    "trading_pair": "ZEN_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1736227800000,
    "first_datapoint_time": 1736318700000,
    "last_datapoint_time": 1758726900000,
    "evaluation_time": 1758879771120,
    "expiration_time": 1765206900000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcl",
        "factors": {
            "length": 102,
            "offset": 0,
            "scalar": 3
        }
    }
}
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": [
        [
            110992.9077592358,
            13458.2995494163,
            97534.6082098194,
            94040.3257246057,
            18707.7333811264,
            75332.5923434795
        ],
        [
            110.992908,
            13.4583,
            97.534608,
            94.040326,
            18.707733,
            75.332592
        ],
        [
            0.426207,
            0.051679,
            0.374528,
            0.254873,
            0.065875,
            0.215851
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -49156,
            -10977,
            -38316,
            -70043,
            -18785,
            -81009
        ],
        [
            1.400316,
            1.196591,
            1.467108,
            1.206493,
            1.176734,
            1.215504
        ],
        [
            148,
            74,
            74,
            148,
            74,
            74
        ],
        [
            101,
            48,
            53,
            101,
            48,
            53
        ],
        [
            47,
            26,
            21,
            47,
            26,
            21
        ],
        [
            68.243243,
            64.864865,
            71.621622,
            68.243243,
            64.864865,
            71.621622
        ],
        [
            0.651632,
            0.648153,
            0.581307,
            0.561437,
            0.637398,
            0.481615
        ],
        [
            18559,
            7099,
            18559,
            22144,
            12177,
            22144
        ],
        [
            -38316,
            -8833,
            -38316,
            -57688,
            -18785,
            -57688
        ],
        [
            166,
            24,
            309,
            166,
            24,
            309
        ],
        [
            106,
            18,
            186,
            106,
            18,
            186
        ],
        [
            296,
            36,
            618,
            296,
            36,
            618
        ],
        [
            24703,
            1833,
            22871,
            24703,
            1833,
            22871
        ],
        [
            3.363092,
            3.571425,
            0,
            3.363092,
            3.571425,
            0
        ],
        [
            1,
            1,
            0,
            1,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            329017,
            -252017,
            -54221,
            233657,
            -204496,
            -57115
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ZEN_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1736227800000,
    "first_datapoint_time": 1736318700000,
    "last_datapoint_time": 1758726900000,
    "evaluation_time": 1758879771120,
    "expiration_time": 1765206900000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcl",
        "factors": {
            "length": 102,
            "offset": 0,
            "scalar": 3
        }
    }
}

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)