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Trade: ZEN/USDT/30/FWMA/VWMA/9712

Strategy
ZEN/USDT/30/FWMA/VWMA/9712
Pair
ZEN_USDT
Interval
30m
Score
342917
Daily Profit
0.179623
Profit Factor
1.456944
Profitability
50.895141
Streak
0.000000
Best Strategy
Training Data Length
520.830000
Evaluation Time
2025-10-06 22:52
Expiration Time
2025-12-20 21:30

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L -46596.8722 49389.406 -95986.2782 -129094.7763 154642.8429 -283737.6192
Total P&L (%) -46.5969 49.3894 -95.9863 -129.0948 154.6428 -283.7376
Avg Daily Profit (%) -0.0895 0.0948 -0.1843 0 0.1796 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -175519 -86191 -152914 -335101 -33445 -352833
Profit Factor 0.957 1.1016 0.8393 0.8743 1.4569 0.588
Total Trades 782 391 391 782 391 391
Winning Trades 612 300 312 390 199 191
Losing Trades 170 91 79 392 192 200
Profitability (%) 78.2609 76.7263 79.7954 49.8721 50.8951 48.8491
Ratio Avg Win / Avg Loss 0.2658 0.3342 0.2125 0.8788 1.4057 0.6157
Largest Winning Trade 13794 11916 13794 40586 20165 40586
Largest Losing Trade -134232 -30061 -134232 -285265 -33445 -285265
Avg Bars in Trades 31 33 30 31 33 30
Avg Bars in Winners 15 15 15 33 36 29
Avg Bars in Losers 91 92 89 30 30 30
Bars Traded 24850 13060 11790 24850 13060 11790
Profit Streak 3.7451 9.6826 3.7451 0 0 0
Trades During Streak 4 5 2 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -572723 -172151 -575993 -577311 342917 -580306
Evaluation Data
{
    "trading_pair": "ZEN_USDT",
    "interval": "30m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 520.83,
    "actual_first_datapoint_time": 1714780800000,
    "first_datapoint_time": 1714944600000,
    "last_datapoint_time": 1759779000000,
    "evaluation_time": 1759780376894,
    "expiration_time": 1766259000000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "fwma",
        "factors": {
            "length": 57,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 92,
            "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": [
        [
            -46596.8721685178,
            49389.4059968615,
            -95986.2781653794,
            -129094.7762575911,
            154642.842943272,
            -283737.6192008633
        ],
        [
            -46.596872,
            49.389406,
            -95.986278,
            -129.094776,
            154.642843,
            -283.737619
        ],
        [
            -0.089467,
            0.094828,
            -0.184295,
            0,
            0.179623,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -175519,
            -86191,
            -152914,
            -335101,
            -33445,
            -352833
        ],
        [
            0.956991,
            1.101626,
            0.839336,
            0.874319,
            1.456944,
            0.588031
        ],
        [
            782,
            391,
            391,
            782,
            391,
            391
        ],
        [
            612,
            300,
            312,
            390,
            199,
            191
        ],
        [
            170,
            91,
            79,
            392,
            192,
            200
        ],
        [
            78.26087,
            76.726343,
            79.795396,
            49.872123,
            50.895141,
            48.849105
        ],
        [
            0.265831,
            0.33416,
            0.212524,
            0.878803,
            1.405695,
            0.61574
        ],
        [
            13794,
            11916,
            13794,
            40586,
            20165,
            40586
        ],
        [
            -134232,
            -30061,
            -134232,
            -285265,
            -33445,
            -285265
        ],
        [
            31,
            33,
            30,
            31,
            33,
            30
        ],
        [
            15,
            15,
            15,
            33,
            36,
            29
        ],
        [
            91,
            92,
            89,
            30,
            30,
            30
        ],
        [
            24850,
            13060,
            11790,
            24850,
            13060,
            11790
        ],
        [
            3.745103,
            9.682603,
            3.745103,
            0,
            0,
            0
        ],
        [
            4,
            5,
            2,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -572723,
            -172151,
            -575993,
            -577311,
            342917,
            -580306
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ZEN_USDT",
    "interval": "30m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 520.83,
    "actual_first_datapoint_time": 1714780800000,
    "first_datapoint_time": 1714944600000,
    "last_datapoint_time": 1759779000000,
    "evaluation_time": 1759780376894,
    "expiration_time": 1766259000000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "fwma",
        "factors": {
            "length": 57,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 92,
            "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)