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Trade: ZEN/USDT/360/ALMA/VWMA/3047

Strategy
ZEN/USDT/360/ALMA/VWMA/3047
Pair
ZEN_USDT
Interval
6h
Score
548823
Daily Profit
0.249012
Profit Factor
3.269686
Profitability
50.000000
Streak
52.254361
Best Strategy
Training Data Length
1920.750000
Evaluation Time
2025-10-08 21:06
Expiration Time
2025-12-05 04:56

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 539508.9437 478290.0046 61218.9391 510812.2802 368273.6264 142538.6538
Total P&L (%) 539.5089 478.29 61.2189 510.8123 368.2736 142.5387
Avg Daily Profit (%) 0.2809 0.249 0.0319 0.0943 0.0804 0.0461
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -106608 -88172 -63854 -1051364 -874833 -592985
Profit Factor 2.2432 3.2697 1.2742 1.1295 1.1873 1.0721
Total Trades 65 32 33 65 32 33
Winning Trades 34 16 18 34 16 18
Losing Trades 31 16 15 31 16 15
Profitability (%) 52.3077 50 54.5455 52.3077 50 54.5455
Ratio Avg Win / Avg Loss 2.0453 3.2697 1.0619 1.0299 1.1873 0.8934
Largest Winning Trade 318144 318144 64552 487352 487352 350807
Largest Losing Trade -49015 -21435 -49015 -526741 -285360 -526741
Avg Bars in Trades 113 123 104 113 123 104
Avg Bars in Winners 141 147 135 141 147 135
Avg Bars in Losers 83 99 67 83 99 67
Bars Traded 7405 3952 3453 7405 3952 3453
Profit Streak 0 52.2544 0 0 52.2544 0
Trades During Streak 0 2 0 0 2 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -122701 548823 -150404 -280439 -99180 -273588
Evaluation Data
{
    "trading_pair": "ZEN_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7683,
    "evaluation_days": 1920.75,
    "actual_first_datapoint_time": 1593993600000,
    "first_datapoint_time": 1598248800000,
    "last_datapoint_time": 1759924800000,
    "evaluation_time": 1759946776802,
    "expiration_time": 1764903384000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "alma",
        "factors": {
            "length": 173,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 198,
            "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": [
        [
            539508.943673734,
            478290.0045935542,
            61218.93908018,
            510812.2802312436,
            368273.6264166334,
            142538.6538146105
        ],
        [
            539.508944,
            478.290005,
            61.218939,
            510.81228,
            368.273626,
            142.538654
        ],
        [
            0.280885,
            0.249012,
            0.031872,
            0.094259,
            0.080411,
            0.046138
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -106608,
            -88172,
            -63854,
            -1051364,
            -874833,
            -592985
        ],
        [
            2.243237,
            3.269686,
            1.274247,
            1.129545,
            1.187258,
            1.072118
        ],
        [
            65,
            32,
            33,
            65,
            32,
            33
        ],
        [
            34,
            16,
            18,
            34,
            16,
            18
        ],
        [
            31,
            16,
            15,
            31,
            16,
            15
        ],
        [
            52.307692,
            50,
            54.545455,
            52.307692,
            50,
            54.545455
        ],
        [
            2.045304,
            3.269686,
            1.061872,
            1.029879,
            1.187258,
            0.893432
        ],
        [
            318144,
            318144,
            64552,
            487352,
            487352,
            350807
        ],
        [
            -49015,
            -21435,
            -49015,
            -526741,
            -285360,
            -526741
        ],
        [
            113,
            123,
            104,
            113,
            123,
            104
        ],
        [
            141,
            147,
            135,
            141,
            147,
            135
        ],
        [
            83,
            99,
            67,
            83,
            99,
            67
        ],
        [
            7405,
            3952,
            3453,
            7405,
            3952,
            3453
        ],
        [
            0,
            52.254361,
            0,
            0,
            52.254361,
            0
        ],
        [
            0,
            2,
            0,
            0,
            2,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -122701,
            548823,
            -150404,
            -280439,
            -99180,
            -273588
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ZEN_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7683,
    "evaluation_days": 1920.75,
    "actual_first_datapoint_time": 1593993600000,
    "first_datapoint_time": 1598248800000,
    "last_datapoint_time": 1759924800000,
    "evaluation_time": 1759946776802,
    "expiration_time": 1764903384000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "alma",
        "factors": {
            "length": 173,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 198,
            "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)