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Trade: ZEN/USDT/30/MIDPOINT/VWMA/2948

Strategy
ZEN/USDT/30/MIDPOINT/VWMA/2948
Pair
ZEN_USDT
Interval
30m
Score
321623
Daily Profit
0.188286
Profit Factor
1.272046
Profitability
55.555556
Streak
9.689752
Best Strategy
Training Data Length
520.830000
Evaluation Time
2025-10-02 03:33
Expiration Time
2025-12-16 02:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 67253.4227 98064.9386 -30811.5159 -50665.4146 81193.7724 -131859.1871
Total P&L (%) 67.2534 98.0649 -30.8115 -50.6654 81.1938 -131.8592
Avg Daily Profit (%) 0.1291 0.1883 -0.0592 -0.1356 0.1142 0
Buy And Hold Return (%) 10.6129 10.6129 10.6129 10.6129 10.6129 10.6129
Max Trade Drawdown -164979 -116377 -149559 -250870 -77484 -252749
Profit Factor 1.0909 1.272 0.9189 0.9354 1.249 0.7119
Total Trades 270 135 135 270 135 135
Winning Trades 156 75 81 156 75 81
Losing Trades 114 60 54 114 60 54
Profitability (%) 57.7778 55.5556 60 57.7778 55.5556 60
Ratio Avg Win / Avg Loss 0.7972 1.0176 0.6126 0.6835 0.9992 0.4746
Largest Winning Trade 53003 53003 27349 57440 53242 57440
Largest Losing Trade -53934 -40851 -53934 -86192 -29062 -86192
Avg Bars in Trades 91 86 96 91 86 96
Avg Bars in Winners 81 81 82 81 81 82
Avg Bars in Losers 104 93 117 104 93 117
Bars Traded 24744 11722 13022 24744 11722 13022
Profit Streak 0.2523 9.6898 0.2523 0.2523 9.6898 0.2523
Trades During Streak 2 3 1 2 3 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -144799 321623 -583936 -582245 -40947 -583936
Evaluation Data
{
    "trading_pair": "ZEN_USDT",
    "interval": "30m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 520.83,
    "actual_first_datapoint_time": 1714365000000,
    "first_datapoint_time": 1714800600000,
    "last_datapoint_time": 1759363200000,
    "evaluation_time": 1759365194556,
    "expiration_time": 1765843200000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "midpoint",
        "factors": {
            "length": 243,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 176,
            "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": [
        [
            67253.422702556,
            98064.9386397377,
            -30811.5159371819,
            -50665.414625006,
            81193.7724320128,
            -131859.1870570188
        ],
        [
            67.253423,
            98.064939,
            -30.811516,
            -50.665415,
            81.193772,
            -131.859187
        ],
        [
            0.129127,
            0.188286,
            -0.059158,
            -0.135566,
            0.11419,
            0
        ],
        [
            10.61294,
            10.61294,
            10.61294,
            10.61294,
            10.61294,
            10.61294
        ],
        [
            -164979,
            -116377,
            -149559,
            -250870,
            -77484,
            -252749
        ],
        [
            1.090856,
            1.272046,
            0.918863,
            0.935358,
            1.249015,
            0.711926
        ],
        [
            270,
            135,
            135,
            270,
            135,
            135
        ],
        [
            156,
            75,
            81,
            156,
            75,
            81
        ],
        [
            114,
            60,
            54,
            114,
            60,
            54
        ],
        [
            57.777778,
            55.555556,
            60,
            57.777778,
            55.555556,
            60
        ],
        [
            0.797164,
            1.017637,
            0.612576,
            0.683531,
            0.999212,
            0.474617
        ],
        [
            53003,
            53003,
            27349,
            57440,
            53242,
            57440
        ],
        [
            -53934,
            -40851,
            -53934,
            -86192,
            -29062,
            -86192
        ],
        [
            91,
            86,
            96,
            91,
            86,
            96
        ],
        [
            81,
            81,
            82,
            81,
            81,
            82
        ],
        [
            104,
            93,
            117,
            104,
            93,
            117
        ],
        [
            24744,
            11722,
            13022,
            24744,
            11722,
            13022
        ],
        [
            0.252252,
            9.689752,
            0.252252,
            0.252252,
            9.689752,
            0.252252
        ],
        [
            2,
            3,
            1,
            2,
            3,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -144799,
            321623,
            -583936,
            -582245,
            -40947,
            -583936
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ZEN_USDT",
    "interval": "30m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 520.83,
    "actual_first_datapoint_time": 1714365000000,
    "first_datapoint_time": 1714800600000,
    "last_datapoint_time": 1759363200000,
    "evaluation_time": 1759365194556,
    "expiration_time": 1765843200000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midpoint",
        "factors": {
            "length": 243,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 176,
            "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)